Qiji Jim Zhu

Publication Activity (10 Years)

Years Active: 1997-2016
Publications (10 Years): 1

Top Topics

Dynamic Programming

Optimal Strategy

Top Venues

Math. Oper. Res.

Publications

Min Dai, Zhou Yang, Qing Zhang, Qiji Jim Zhu
Optimal Trend Following Trading Rules. Math. Oper. Res. 41 (2) (2016)
Min Dai, Qing Zhang, Qiji Jim Zhu
Trend Following Trading under a Regime Switching Model. SIAM J. Financial Math. 1 (1) (2010)
Jane J. Ye, Daoli Zhu, Qiji Jim Zhu
Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems. SIAM J. Optim. 7 (2) (1997)