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Jiacheng Zhang

12 papers hereh-index 6151 citations16 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1
  • last author11

Across the 12 of 12 papers where every author was matched, so the position is known.

fields
  • math.OC5
  • math.PR4
  • stat.ML2
  • q-fin.MF1
same name
  • Jiacheng Zhang — 12 papers, h 2
  • Jiacheng Zhang — 6 papers, h 9
  • Jiacheng Zhang — 5 papers, h 10
  • Jiacheng Zhang — 5 papers, h 7
  • Jiacheng Zhang — 4 papers, h 5
  • Jiacheng Zhang — 3 papers, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20182025
most citedInverting the Markovian projection, with an application to local stochastic volatility models

4 citations · 6 across the 11 of their papers we have counts for

collaborators
Showing 2018Show all

1 paper · 1 filter

math.PR2018

Dynamics of observables in rank-based models and performance of functionally generated portfolios

Sergio A. Almada Monter, Mykhaylo Shkolnikov, Jiacheng Zhang

In the seminal work [9], several macroscopic market observables have been introduced, in an attempt to find characteristics capturing the diversity of a financial market. Despite t…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.