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Yizhan Shu
Yizhan Shu
PhD Candidate, Princeton University
在 princeton.edu 的电子邮件经过验证
标题
引用次数
引用次数
年份
Identifying patterns in financial markets: Extending the statistical jump model for regime identification
AO Aydınhan, PN Kolm, JM Mulvey, Y Shu
Annals of Operations Research, 1-37, 2024
62024
Downside Risk Reduction Using Regime-Switching Signals: A Statistical Jump Model Approach
Y Shu, C Yu, JM Mulvey
arXiv preprint arXiv:2402.05272, 2024
3*2024
Dynamic Asset Allocation with Asset-Specific Regime Forecasts
Y Shu, C Yu, JM Mulvey
arXiv preprint arXiv:2406.09578, 2024
2024
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