Qiji J. Zhu

The probability of back-test over-fitting

David H. Bailey, Jonathan M. Borwein, Lopez M. de Pardo, 2015 .

A General Framework for Portfolio Theory. Part III: Multi-Period Markets and Modular Approach

Stanislaus Maier-Paape, Qiji J. Zhu, Andreas Platen, 2019, Risks.

Special Issue "Portfolio Optimization and Risk Management: New Development and Applications"

Stanislaus Maier-Paape, Qiji J. Zhu, 2019 .

PSEUDO MATHEMATICS AND FINANCIAL CHARLATANISM: BACKTEST OVERFITTING AND OUT-OF-SAMPLE PERFORMANCE

Jonathan M. Borwein, David H. Bailey, Marcos Lopez de Prado, 2013 .

A survey of subdifferential calculus with applications

Jonathan M. Borwein, Qiji J. Zhu, J. Borwein, 2002 .