Jian Zhou

Shanghai University, School of Management

Professor

149 Yanchang Road

SHANGDA ROAD 99

Shanghai 200072, SHANGHAI 200444

China

SCHOLARLY PAPERS

3

DOWNLOADS

266

CITATIONS

0

Scholarly Papers (3)

1.

Cryptocurrencies: Dust in the Wind?

Physica A: Statistical Mechanics and its Applications, Volume 525, pp. 1063-1079, July 2019, DOI: 10.1016/j.physa.2019.03.123
Number of pages: 43 Posted: 22 Oct 2018 Last Revised: 12 Apr 2019
Shanghai University, Monash University - Department of Econometrics & Business Statistics, Monash University - Department of Econometrics & Business Statistics and Shanghai University, School of Management
Downloads 181 (165,285)

Abstract:

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Generalized Hyperbolic Distributions; Distribution Fitting; Cryptocurrency; Bitcoin; Foreign Exchange Market

2.

Credibilistic Risk Aversion

Quantitative Finance, Volume 17, Issue 7, pp. 1135-1145, 2017, DOI: 10.1080/14697688.2016.1264617
Number of pages: 20 Posted: 18 Nov 2016 Last Revised: 11 Jun 2017
Shanghai University, School of Management, Shanghai University, School of Management and Monash University - Department of Econometrics & Business Statistics
Downloads 52 (379,439)

Abstract:

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Risk Aversion, LR Fuzzy Interval, Credibility Theory, Credibilistic Risk Premium

3.

Market Segmentation Using High-dimensional Sparse Consumers Data

Number of pages: 39 Posted: 05 Mar 2019
Shanghai University, School of Management, Shanghai University - School of Management and Monash University - Department of Econometrics & Business Statistics
Downloads 33 (455,282)

Abstract:

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Precision Marketing; RFM Theory; Sparse K-Means Algorithm; BCBimax Algorithm; Mobile Telecommunications Industry