Ban Zheng

Price Jump Prediction in Limit Order Book

É. Moulines, F. Abergel, Ban Zheng, 2011, 1204.1381.

Integration of ESG in Asset Allocation

Ban Zheng, Benjamin Bruder, Yazid Cheikh, 2019, SSRN Electronic Journal.

Ergodicity and Scaling Limit of a Constrained Multivariate Hawkes Process

F. Abergel, Ban Zheng, F. Roueff, 2013, 1301.5007.

Measuring the Liquidity of ETFs : An Application to the European Market

Ban Zheng, T. Roncalli, 2014 .

Modelling Bid and Ask Prices Using Constrained Hawkes Processes: Ergodicity and Scaling Limit

Frédéric Abergel, François Roueff, Ban Zheng, 2014, SIAM J. Financial Math..

Measuring the Liquidity of ETFs: An Application to the European Market

Ban Zheng, T. Roncalli, 2014, The Journal of Trading.

Integration of Macroeconomic Data into Multi-Asset Allocation with Machine Learning Techniques

Amine Abouseir, Arthur Le Manach, Mohamed El Mennaoui, 2020, SSRN Electronic Journal.