Zhu-Jia Xu
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Person:2059162
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties Journal of the Operations Research Society of China | 2021-12-13 | Paper |
| Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance Applied Mathematics and Optimization | 2019-06-19 | Paper |
| Improved hidden Markov model and its application in financial forecasting | 2018-07-18 | Paper |
Research outcomes over time
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