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researcher

Kan Chen

4 papers hereh-index 327 citations6 works total

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

author position
  • first author1
  • last author3

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • cs.LG1
  • q-fin.PM1
  • q-fin.RM1
  • stat.ME1
same name
  • Kan Chen — 21 papers, h 21
  • Kan Chen — 17 papers, h 12
  • Kan Chen — 15 papers, h 16
  • Kan Chen — 6 papers, h 6
  • Kan Chen — 6 papers, h 3
  • Kan Chen — 6 papers, h 3

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
20222025
most citedA General Framework for Portfolio Construction Based on Generative Models of Asset Returns

14 citations · 22 across the 4 of their papers we have counts for

collaborators
Showing 2023Show all

1 paper · 1 filter

q-fin.PM2023★ 14 cited

A General Framework for Portfolio Construction Based on Generative Models of Asset Returns

Tuoyuan Cheng, Kan Chen

In this paper, we present an integrated approach to portfolio construction and optimization, leveraging high-performance computing capabilities. We first explore diverse pairings o…

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