Shu, Yizhan
- Dynamic Asset Allocation with Asset-Specific Regime Forecasts
2024/06/13 by Chenyu Yu, Shu, Yizhan, Yu, Chenyu +2 · 3 citations
Economics, Econometrics and Finance · #Banking stability, regulation, efficiency #Economic theories and models #FOS: Economics and business #Portfolio Management (q-fin.PM)
- Dynamic Factor Allocation Leveraging Regime-Switching Signals
2024/10/18 by Yizhan Shu, John M. Mulvey, Shu, Yizhan +1 · 1 citation
Computer Science · Engineering · #Computational Finance (q-fin.CP) #FOS: Economics and business #Neural Networks and Reservoir Computing #Optical Network Technologies #Portfolio Management (q-fin.PM) #Statistical Finance (q-fin.ST)