Ziping Zhao

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Person:4622122



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!

PublicationDate of PublicationType
Large covariance matrix estimation with oracle statistical rate via majorization-minimization
IEEE Transactions on Signal Processing
2024-09-12Paper
Optimal Mean-Reverting Portfolio With Leverage Constraint for Statistical Arbitrage in Finance
IEEE Transactions on Signal Processing
2019-03-29Paper
Mean-Reverting Portfolio With Budget Constraint
IEEE Transactions on Signal Processing
2019-02-12Paper


Research outcomes over time


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