Qiji Jim Zhu

Mathematical Appendices to: 'The Probability of Backtest Overfitting'

David H. Bailey, Jonathan Borwein, Marcos Lopez de Prado, 2015 .

Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance

David H. Bailey, Marcos Lopez de Prado, Qiji Jim Zhu, 2014 .

The Probability of Backtest Overfitting

David H. Bailey, Marcos Lopez de Prado, Qiji Jim Zhu, 2015 .

Optimal Risk Budgeting under a Finite Investment Horizon

Marcos Lopez de Prado, Qiji Jim Zhu, Ralph Vince, 2013 .