Peng, Hanqiu

1. Deep Switching State Space Model (DS³M) for Nonlinear Time Series Forecasting with Regime Switching
   2021/06/04 by Xu, Xiuqin, Peng, Hanqiu, Chen, Ying · 1 citation
   #Applications (stat.AP) #FOS: Computer and information sciences #Machine Learning (cs.LG)
2. Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions
   2025/02/06 by Ying Chen, Chen, Ying, Thorsten Koch +4 · 3 citations
   Computer Science · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Computational Complexity (cs.CC) #Distributed and Parallel Computing Systems #FOS: Computer and information sciences #FOS: Mathematics #Optimization and Control (math.OC) #Stochastic processes and financial applications