Qing Yang

Fudan University - School of Economics

600 GuoQuan Road

Shanghai, 200433

China

SCHOLARLY PAPERS

2

DOWNLOADS

705

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

A General Framework of Optimal Investment

Number of pages: 32 Posted: 10 Mar 2018 Last Revised: 21 Jun 2019
Qing Yang, Tingting Ye and Liangliang Zhang
Fudan University - School of Economics, Boston University - Questrom School of Business and Dongxing Securities
Downloads 584 (55,227)

Abstract:

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Active Portfolio Management, Strong Law of Large Numbers, Artificial Intelligence, Deep Learning, Backtesting

2.

Asset Allocation via Machine Learning and Applications to Equity Portfolio Management

Number of pages: 23 Posted: 27 Jan 2021
Fudan University - School of Economics, affiliation not provided to SSRN, Fudan University - School of Economics, Boston University - Questrom School of Business and Dongxing Securities
Downloads 121 (273,657)

Abstract:

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Portfolio Optimization, Machine Learning, Hierarchical Clustering, K-Means Clustering, Deep Learning Regression, Mean-Variance-Skewness-Kurtosis, Reinforcement Learning, Monte-Carlo Simulation, Bottom-up Approaches