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Ka Ho Tsang

The Chinese University of Hong Kong (CUHK) - Department of Statistics

Shatin, N.T.

Hong Kong

  • The Chinese University of Hong Kong (CUHK) - Department of Statistics

SCHOLARLY PAPERS

2

DOWNLOADS

570

TOTAL CITATIONS

7

Scholarly Papers (2)

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1.

Deep-Learning Solution to Portfolio Selection with Serially-Dependent Returns

Number of pages: 24 Posted: 13 Jun 2019 Last Revised: 14 Apr 2020
Ka Ho Tsang and Hoi Ying Wong
The Chinese University of Hong Kong (CUHK) - Department of Statistics and The Chinese University of Hong Kong (CUHK) - Department of Statistics
Downloads 407 (180,005)
Citation 6

Abstract:

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Deep-Learning, Neural Network, High-dimensionality, Portfolio Optimization, Utility Maximization, GARCH, Monte Carlo Simulation

2.

LASSO-Based Simulation for High-Dimensional Multi-Period Portfolio Optimization

Number of pages: 21 Posted: 29 Apr 2019
Zhongyu Li, Ka Ho Tsang and Hoi Ying Wong
Bank of China (Hong Kong), The Chinese University of Hong Kong (CUHK) - Department of Statistics and The Chinese University of Hong Kong (CUHK) - Department of Statistics
Downloads 163 (459,428)
Citation 1

Abstract:

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LASSO, High-Dimensional Regression, Portfolio Optimization, Mean-Variance, Monte Carlo Simultaion