Submissions from 2019
The Optimum Leverage Level of the Banking Sector, Sagara Uditha Dewasurendra, Pedro Judice, and Qiji Jim Zhu
Optimal Risk Budgeting under a Finite Investment Horizon, Marcos Lopez de Prado, Ralph Vince, and Qiji Jim Zhu
A General Framework for Portfolio Theory. Part III: Multi-Period Markets and Modular Approach, Stanislaus Maier-Paape and Qiji Jim Zhu
Submissions from 2018
A General Framework for Portfolio Theory. Part II: Drawdown Risk Measures, Stanislaus Maier-Paape and Qiji Jim Zhu
A General Framework for Portfolio Theory—Part I: Theory and Various Models, Stanislaus Maier-Paape and Qiji Jim Zhu
Submissions from 2017
The Probability of Backtest Overfitting, David H. Bailey, Jonathan Borwein, Marcos Lopez de Prado, and Qiji Jim Zhu
Submissions from 2016
Backtest Overfitting in Financial Markets, David H. Bailey, Jonathan Borwein, Marcos Lopez de Prado, Amir Salehipour, and Qiji Jim Zhu
Optimal Trend Following Trading Rules, Min Dai, Qing Zhang, and Qiji Jim Zhu
Submissions from 2015
Optimal Betting Sizes for the Game of Blackjack, Ralph Vince and Qiji Jim Zhu
Submissions from 2014
Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance, David H. Bailey, Jonathan Borwein, Marcos Lopez de Prado, and Qiji Jim Zhu
Submissions from 2013
Variational Methods in the Presence of Symmetry, Jonathan M. Borwein and Qiji Jim Zhu
Submissions from 2010
Trend Following Trading Under a Regime Switching Model, M. Dai, Q Zhang, and Qiji Jim Zhu
Submissions from 2008
Vector Majorization and a Robust Option Replacement Trading Strategy, Qiji Jim Zhu
Submissions from 2007
Nonsmooth Analysis on Smooth Manifolds, Yu. S. Ledyaev and Qiji Jim Zhu
Mathematical Analysis of Investment Systems, Qiji Jim Zhu
Submissions from 2006
Variational Methods in Convex Analysis, Jonathan M. Borwein and Qiji Jim Zhu
Helly's Intersection Theorem on Manifolds of Nonpositive Curvature, Yuri S. Ledyaev, Jay S. Treiman, and Qiji Jim Zhu
Necessary Conditions for Constrained Optimization Problems in Smooth Banach Spaces and Applications, Qiji Jim Zhu
Submissions from 2005
Multidirectional Mean Value Inequalities And Weak Monotonicity, Yu. S. Ledyaev and Qiji Jim Zhu
Submissions from 2004
Techniques for Nonsmooth Analysis on Smooth Manifolds I: Local Problems, Yuri S. Ledyaev and Qiji Jim Zhu
Techniques for Nonsmooth Analysis on Smooth Manifolds II: Deformations and Flows, Yu. S. Ledyaev and Qiji Jim Zhu
A Variational Proof Of Birkhoff'S Theorem On Doubly Stochastic Matrices, Qiji Jim Zhu
Nonconvex Separation Theorem for Multifunctions, Subdifferential Calculus and Applications, Qiji Jim Zhu
Submissions from 2003
An Extended Extremal Principle with Applications to Multiobjective Optimization, Boris S. Mordukhovich, Jay S. Treiman, and Qiji Jim Zhu
Multiobjective Optimization Problem with Variational Inequality Constraints, J. J. Ye and Qiji Jim Zhu
Lower Semicontinuous Lyapunov Functions And Stability, Qiji Jim Zhu
Submissions from 2000
Production set of failure prone flexible manufacturing systems, E. K. Boukas and Qiji Jim Zhu
Viscosity Coderivatives and Their Limiting Behavior in Smooth Banach Spaces, Boris S. Mordukhovich, Yongheng Shao, and Qiji Jim Zhu
Hamiltonian Necessary Conditions for a Multiobjective Optimal Control Problem with Endpoint Constraints, Qiji Jim Zhu
Submissions from 1999
Partially Smooth Variational Principles and Applications, Jonathan Borwein, Jay S. Treiman, and Qiji Jim Zhu
A Survey of Subdifferential Calculus with Applications, Jonathan Borwein and Qiji Jim Zhu
Implicit Multifunction Theorems, Yuri S. Ledyaev and Qiji Jim Zhu
Submissions from 1998
Necessary Conditions for Constrained Optimization Problems with Semicontinuous and Continuous Data, Jonathan Borwein, Jay S. Treiman, and Qiji Jim Zhu
Limiting Convex Examples for Nonconvex Subdifferential Calculus, Jonathan Borwein and Qiji Jim Zhu
A Limiting Example For The Locall ``Fuzzy'' Sum Rule In Nonsmooth Analysis, Jon VanderWerff and Qiji Jim Zhu
Hamilton-Jacobi Theory For A Generalized Optimal Stopping Time Problem, Jane J. Ye and Qiji Jim Zhu
Clarke-Ledyaev Mean Value Inequalities in Smooth Banach Spaces, Qiji Jim Zhu
The Equivalence Of Several Basic Theorems For Subdifferentials, Qiji Jim Zhu
Submissions from 1997
Variational Analysis in Nonreflexive Spaces and Applications to Control Problems with L1 Perturbations, Jonathan Borwein and Qiji Jim Zhu
On The Characterization Of Properly Relaxed Delayed Controls, J. F. Rosenblueth, J. Warga, and Qiji Jim Zhu
Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems, J. J. Ye, D. L. Zhu, and Qiji Jim Zhu
Perturbed Differential Inclusion Problems with Nonadditive L 1-Perturbations and Applications, J. J. Ye and Qiji Jim Zhu
Submissions from 1996
Viscosity Solutions and Viscosity Subderivatives in Smooth Banach Spaces with Applications to Metric Regularity, Jonathan Borwein and Qiji Jim Zhu
Necessary Optimality Conditions for Nonconvex Differential Inclusions with Endpoint Constraints, Qiji Jim Zhu
Studying Flexible Manufacturing Systems Via Deterministic Control Problems, Qiji Jim Zhu
Submissions from 1994
Piecewise Deterministic Markov Process Model For Flexible Manufacturing Systems With Preventive Maintenance, E. K. Boukas, Qiji Jim Zhu, and Q. Zhang
The Equivalence of Extremals in Different Representations of Unbounded Control Problems, J. Warga and Qiji Jim Zhu
Submissions from 1993
Optimal Production And Maintenance Planning For Flexible Manufacturing Systems, E. K. Boukas, Q. Zhang, and Qiji Jim Zhu