1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.ME2023★ 1 cited
Quantiled conditional variance, skewness, and kurtosis by Cornish-Fisher expansion
Ningning Zhang, Ke Zhu
The conditional variance, skewness, and kurtosis play a central role in time series analysis. These three conditional moments (CMs) are often studied by some parametric models but…
stat.ML2023
Big portfolio selection by graph-based conditional moments method
Zhoufan Zhu, Ningning Zhang, Ke Zhu
How to do big portfolio selection is very important but challenging for both researchers and practitioners. In this paper, we propose a new graph-based conditional moments (GRACE)…