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Tingjin Yan
ORCID
Publication Activity (10 Years)
Years Active: 2019-2022
Publications (10 Years): 2
Top Topics
Monte Carlo
Trading Strategies
Stock Exchange
Inverted Pendulum
Top Venues
Autom.
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Publications
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Tingjin Yan
,
Hoi Ying Wong
Equilibrium pairs trading under delayed cointegration.
Autom.
144 (2022)
Tingjin Yan
,
Hoi Ying Wong
Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility.
Autom.
107 (2019)