Zimo Zhu

Publication Activity (10 Years)

Years Active: 2019-2022
Publications (10 Years): 8

Top Topics

Portfolio Optimization

Finite Element Methods

Top Venues

Publications

Jihong Xiao, Zimo Zhu, Xiaoping Xie
Semi-discrete and fully discrete weak Galerkin finite element methods for a quasistatic Maxwell viscoelastic model. CoRR (2022)
Zimo Zhu, Gang Chen, Xiaoping Xie
Semi-discrete and fully discrete HDG methods for Burgers' equation. CoRR (2021)
Zimo Zhu, Aerambamoorthy Thavaneswaran, Alexander Paseka, Julieta Frank, Ruppa K. Thulasiram
Portfolio Optimization Using a Novel Data-Driven EWMA Covariance Model with Big Data. COMPSAC (2020)
You Liang, Aerambamoorthy Thavaneswaran, Zimo Zhu, Ruppa K. Thulasiram, Md. Erfanul Hoque
Data-Driven Adaptive Regularized Risk Forecasting. COMPSAC (2020)
You Liang, Aerambamoorthy Thavaneswaran, Alexander Paseka, Zimo Zhu, Ruppa K. Thulasiram
A Novel Dynamic Data-Driven Algorithmic Trading Strategy Using Joint Forecasts of Volatility and Stock Price. COMPSAC (2020)
A. Thavaneswaran, You Liang, Zimo Zhu, Ruppa K. Thulasiram
Novel Data-Driven Fuzzy Algorithmic Volatility Forecasting Models with Applications to Algorithmic Trading. FUZZ-IEEE (2020)
A. Thavaneswaran, Ruppa K. Thulasiram, Julieta Frank, Zimo Zhu, Manmohit Singh
Fuzzy Option Pricing Using a Novel Data-Driven Feed Forward Neural Network Volatility Model. FUZZ-IEEE (2019)
Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Zimo Zhu, Mohammed Erfanul Hoque, Nalini Ravishanker
Fuzzy Value-at-Risk Forecasts Using a Novel Data-Driven Neuro Volatility Predictive Model. COMPSAC (2) (2019)