Items where Author is "Zhang, Jin"
Number of items: 5. April 2015Zhang, Jin and Maringer, Dietmar. (2015) Using a Genetic Algorithm to Improve Recurrent Reinforcement Learning for Equity Trading. Computational Economics, 47 (4). pp. 551-567. 2011Zhang, Jin and Maringer, Dietmar. (2011) Selecting pair-copulas with downside risk minimisation. Journal of Financial Markets and Derivatives, 2 (1-2). pp. 121-148. 2010Maringer, Dietmar and Zhang, Jin. (2010) A clustering application in portfolio management. In: Electronic engineering and computing technology. Dordrecht, pp. 309-321. Maringer, Dietmar and Zhang, Jin. (2010) Index Mutual Fund Replication. In: Natural Computing in Computational Finance, Vol. 3. New York, pp. 109-130. 2009Zhang, Jin and Maringer, Dietmar. (2009) Improving Sharpe Ratios and Stability of Portfolios by Using a Clustering Technique. In: World Congress on Engineering, WCE 2009 : 1 - 3 July, 2009, Imperial College London, London, U.K,, Vol. 1. Hong Kong, pp. 1-6. |
