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Zhu, Qiji Jim


 SSRN Author Rank: 1,144 by Downloads
 

Western Michigan University


 Kalamazoo, MI 49008
 United States
 email address

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. Zhu, Qiji Jim's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
15,875
Total
Citations
4
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance | Show Abstract | Download This Paper | Open PDF in Browser |
Notices of the American Mathematical Society, 61(5), May 2014, pp.458-471
Number of Pages in PDF File: 14
Bailey, David H.
Lawrence Berkeley National Laboratory
Borwein, Jonathan M.
Royal Society of Canada
Lopez de Prado, Marcos
Guggenheim Partners, LLC
Zhu, Qiji Jim
Western Michigan University
Posted:
12 Aug 13
Last Revised:
05 Jul 15
6,406
(533)
1

2.  
The Probability of Backtest Overfitting | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Computational Finance (Risk Journals), 2015, Forthcoming
Number of Pages in PDF File: 34
Bailey, David H.
Lawrence Berkeley National Laboratory
Borwein, Jonathan M.
Royal Society of Canada
Lopez de Prado, Marcos
Guggenheim Partners, LLC
Zhu, Qiji Jim
Western Michigan University
Posted:
16 Sep 13
Last Revised:
05 Jul 15
3,788
(1,291)
 

3.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Zhang, Qing
University of Georgia - Department of Mathematics
Zhu, Qiji Jim
Western Michigan University
Posted:
20 Jul 11
1,639
(5,678)
1

4.  
Lopez de Prado, Marcos
Guggenheim Partners, LLC
Vince, Ralph
LSP Partners, LLC
Zhu, Qiji Jim
Western Michigan University
Posted:
07 Dec 13
Last Revised:
05 Jul 15
1,134
(10,552)
 

5.  
Dai, Min
National University of Singapore (NUS) - Department of Mathematics
Yang, Zhou
South China Normal University - Department of Math
Zhang, Qing
University of Georgia - Department of Mathematics
Zhu, Qiji Jim
Western Michigan University
Posted:
27 Jun 10
Last Revised:
12 Jun 15
919
(14,589)
1

6.  
Vince, Ralph
LSP Partners, LLC
Zhu, Qiji Jim
Western Michigan University
Posted:
15 Sep 13
524
(32,606)
 

7.  
Zhu, Qiji Jim
Western Michigan University
Vince, Ralph
LSP Partners, LLC
Malinsky, Steven
Connors Global Indexes, LLC
Posted:
11 Mar 13
455
(39,109)
1

8.  
Vince, Ralph
LSP Partners, LLC
Zhu, Qiji Jim
Western Michigan University
Posted:
11 Mar 13
380
(48,886)
 

9.  
Bailey, David H.
Lawrence Berkeley National Laboratory
Borwein, Jonathan M.
Royal Society of Canada
Salehipour, Amir
University of Newcastle, Australia
Lopez de Prado, Marcos
Guggenheim Partners, LLC
Zhu, Qiji Jim
Western Michigan University
Posted:
23 Apr 15
285
(68,221)
 

10.  
Mathematical Appendices to: 'The Probability of Backtest Overfitting' | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Computational Finance (Risk Journals), 2015, Forthcoming
Number of Pages in PDF File: 8
Bailey, David H.
Lawrence Berkeley National Laboratory
Borwein, Jonathan M.
Royal Society of Canada
Lopez de Prado, Marcos
Guggenheim Partners, LLC
Zhu, Qiji Jim
Western Michigan University
Posted:
23 Feb 15
Last Revised:
05 Jul 15
153
(126,779)
 

11.  
Zhu, Qiji Jim
Western Michigan University
Posted:
20 Mar 07
92
(185,483)
 

12.  
Lopez de Prado, Marcos
Guggenheim Partners, LLC
Vince, Ralph
LSP Partners, LLC
Zhu, Qiji Jim
Western Michigan University
Posted:
29 Jun 15
55
(249,906)
 

13.  
Borwein, Jonathan M.
Royal Society of Canada
Zhu, Qiji Jim
Western Michigan University
Posted:
08 Nov 14
23
(341,255)
 

14.  
Convex Analysis in Financial Mathematics | Show Abstract | Download This Paper | Open PDF in Browser |
Nonlinear Analysis 75 (2012) 1719-1736, 2011
Number of Pages in PDF File: 18
Zhu, Qiji Jim
Western Michigan University
Posted:
13 Jun 15
22
(345,590)
 


Records 1 - 14 of 14 matches
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