Exact penalization and necessary optimality conditions for generalized bilevel programming problems JJ Ye, DL Zhu, QJ Zhu SIAM Journal on optimization 7 (2), 481-507, 1997 | 209 | 1997 |
Pseudomathematics and financial charlatanism: The effects of backtest over fitting on out-of-sample performance DH Bailey, JM Borwein, ML de Prado, QJ Zhu Notices of the AMS 61 (5), 458-471, 2014 | 179 | 2014 |
A survey of subdifferential calculus with applications JM Borwein, QJ Zhu Nonlinear Analysis: Theory, Methods & Applications 38 (6), 687-773, 1999 | 170 | 1999 |
Nonsmooth analysis on smooth manifolds Y Ledyaev, Q Zhu Transactions of the American Mathematical Society 359 (8), 3687-3732, 2007 | 129 | 2007 |
On the solution set of differential inclusions in Banach space QJ Zhu Journal of Differential Equations 93 (2), 213-237, 1991 | 120 | 1991 |
Trend following trading under a regime switching model M Dai, Q Zhang, QJ Zhu SIAM Journal on Financial Mathematics 1 (1), 780-810, 2010 | 119 | 2010 |
The probability of backtest overfitting DH Bailey, J Borwein, M Lopez de Prado, QJ Zhu Journal of Computational Finance, forthcoming, 2016 | 106 | 2016 |
Viscosity solutions and viscosity subderivatives in smooth Banach spaces with applications to metric regularity JM Borwein, QJ Zhu SIAM Journal on Control and Optimization 34 (5), 1568-1591, 1996 | 104 | 1996 |
Implicit multifunction theorems YS Ledyaev, QJ Zhu Set-Valued Analysis 7, 209-238, 1999 | 94 | 1999 |
Multiobjective optimization problem with variational inequality constraints JJ Ye, QJ Zhu Mathematical Programming 96 (1), 139-160, 2003 | 72 | 2003 |
An extended extremal principle with applications to multiobjective optimization BS Mordukhovich, JS Treiman, QJ Zhu SIAM Journal on Optimization 14 (2), 359-379, 2003 | 70 | 2003 |
Hamiltonian necessary conditions for a multiobjective optimal control problem with endpoint constraints QJ Zhu SIAM Journal on Control and Optimization 39 (1), 97-112, 2000 | 67 | 2000 |
The equivalence of several basic theorems for subdifferentials QJ Zhu Set-Valued Analysis 6, 171-185, 1998 | 67 | 1998 |
Convergence in evolutionary programs with self-adaptation GW Greenwood, QJ Zhu Evolutionary Computation 9 (2), 147-157, 2001 | 58 | 2001 |
Necessary conditions for constrained optimization problems with semicontinuous and continuous data J Borwein, J Treiman, Q Zhu Transactions of the American Mathematical Society 350 (6), 2409-2429, 1998 | 57 | 1998 |
Necessary optimality conditions for nonconvex differential inclusions with endpoint constraints QJ Zhu journal of differential equations 124 (1), 186-204, 1996 | 53 | 1996 |
Piecewise deterministic Markov process model for flexible manufacturing systems with preventive maintenance EK Boukas, Q Zhu, Q Zhang Journal of Optimization Theory and Applications 81 (2), 259-275, 1994 | 53 | 1994 |
Clarke-Ledyaev mean value inequalities in smooth Banach spaces Q Zhu Nonlinear analysis 32 (3), 315-334, 1998 | 43 | 1998 |
A general framework for portfolio theory—Part I: Theory and various models S Maier-Paape, QJ Zhu Risks 6 (2), 53, 2018 | 29 | 2018 |
Optimal trend following trading rules M Dai, Z Yang, Q Zhang, QJ Zhu Mathematics of Operations Research 41 (2), 626-642, 2016 | 29 | 2016 |