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Qiji Jim Zhu
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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
2091997
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
1792014
A survey of subdifferential calculus with applications
JM Borwein, QJ Zhu
Nonlinear Analysis: Theory, Methods & Applications 38 (6), 687-773, 1999
1701999
Nonsmooth analysis on smooth manifolds
Y Ledyaev, Q Zhu
Transactions of the American Mathematical Society 359 (8), 3687-3732, 2007
1292007
On the solution set of differential inclusions in Banach space
QJ Zhu
Journal of Differential Equations 93 (2), 213-237, 1991
1201991
Trend following trading under a regime switching model
M Dai, Q Zhang, QJ Zhu
SIAM Journal on Financial Mathematics 1 (1), 780-810, 2010
1192010
The probability of backtest overfitting
DH Bailey, J Borwein, M Lopez de Prado, QJ Zhu
Journal of Computational Finance, forthcoming, 2016
1062016
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
1041996
Implicit multifunction theorems
YS Ledyaev, QJ Zhu
Set-Valued Analysis 7, 209-238, 1999
941999
Multiobjective optimization problem with variational inequality constraints
JJ Ye, QJ Zhu
Mathematical Programming 96 (1), 139-160, 2003
722003
An extended extremal principle with applications to multiobjective optimization
BS Mordukhovich, JS Treiman, QJ Zhu
SIAM Journal on Optimization 14 (2), 359-379, 2003
702003
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
672000
The equivalence of several basic theorems for subdifferentials
QJ Zhu
Set-Valued Analysis 6, 171-185, 1998
671998
Convergence in evolutionary programs with self-adaptation
GW Greenwood, QJ Zhu
Evolutionary Computation 9 (2), 147-157, 2001
582001
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
571998
Necessary optimality conditions for nonconvex differential inclusions with endpoint constraints
QJ Zhu
journal of differential equations 124 (1), 186-204, 1996
531996
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
531994
Clarke-Ledyaev mean value inequalities in smooth Banach spaces
Q Zhu
Nonlinear analysis 32 (3), 315-334, 1998
431998
A general framework for portfolio theory—Part I: Theory and various models
S Maier-Paape, QJ Zhu
Risks 6 (2), 53, 2018
292018
Optimal trend following trading rules
M Dai, Z Yang, Q Zhang, QJ Zhu
Mathematics of Operations Research 41 (2), 626-642, 2016
292016
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