10 citations · 12 across the 7 of their papers we have counts for
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q-fin.PM2025
Tensor dynamic conditional correlation model: A new way to pursuit "Holy Grail of investing"
Cheng Yu, Zhoufan Zhu, Ke Zhu
Style investing creates asset classes (or the so-called "styles") with low correlations, aligning well with the principle of "Holy Grail of investing" in terms of portfolio selecti…
q-fin.PM2024
Enhancement of price trend trading strategies via image-induced importance weights
Zhoufan Zhu, Ke Zhu
We open up the "black-box" to identify the predictive general price patterns in price chart images via the deep learning image analysis techniques. Our identified price patterns le…