Faculty

Institution

Unit

Venue

Jim Zhu

Professor

Western Michigan University

Affiliations

College of Arts and Sciences

Mathematics

Jim Zhu is currently serving as a College Of Arts And Sciences Professor at Western Michigan University.

Honors

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Experiences

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Education

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Jim Zhu

Western Michigan University

Professor

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applied mathematics mathematics finance mathematical optimization functional analysis variational analysis convex analysis mathematical finance mathematical analysis nonlinear analysis risk management financial economics function spaces control optimization portfolio optimization mathematical sciences portfolio allocation spectral theory constrained optimization general framework portfolio theory mathematical control theory portfolio management social sciences numerical analysis social science research backtesting financial mathematics mathematical programming optimization problems smooth banach spaces computational finance option pricing flexible manufacturing systems necessary conditions empirical finance linear operators variational inequalities financial modeling subdifferential calculus constrained optimization problems global optimization perturbation methods endpoint constraints variational methods graph theory evolutionary computation bayesian analysis entropy control science topological semigroups stochastic calculus financial risk management financial charlatanism out-of-sample performance smooth manifolds metric regularity viscosity subderivatives extended extremal principle hamiltonian necessary conditions topology approximate reasoning internal medicine symptom management risk analysis (business) hidden markov model stochastic systems exploration v exploitation algorithmic learning infinite dimensional analysis clinical disease general internal medicine evidence-based medicine clinical populations production engineering viscosity solutions abstract and applied analysis nondifferentiable optimization

Notable Scholarly Works

Notable Federal Grants

Collaborators

Quick Introduction Into the General Framework of Portfolio Theory. Risks (2024)

Philipp KreinsStanislaus Maier-PaapeQiji Jim Zhu

general frameworkfinancefinancial risk managementportfolio theoryrisk management

Efficient Portfolios for Scalar Risk Functions. CMS/CAIMS books in mathematics (2023)

Stanislaus Maier-PaapePedro JúdiceAndreas PlatenQiji Jim Zhu

portfolio optimizationscalar risk functionsmathematical financerisk managementmathematicsefficient portfolios

Scalar and Vector Risk in the General Framework of Portfolio Theory. CMS/CAIMS books in mathematics (2023)

Stanislaus Maier-PaapePedro JúdiceAndreas PlatenQiji Jim Zhu

general frameworkfinanceportfolio theorymathematical financevector risk

Bank Balance Sheet Risk Allocation. Journal of Banking & Finance (2021)

Pedro JúdiceQiji Jim Zhu

financerisk management

Application Examples. Synthesis lectures on learning, networks, and algorithms (2020)

Qing Zhao

game theoryapproximate reasoningexploration v exploitationbayesian analysisapplication examplesreinforcement learningrepresentative application examplesalgorithmic learningbandit formulations

Computational Methods for Risk Management in Economics and Finance. MDPI eBooks (2020)

Marina RestaPeter AddoDominique GueganBertrand HassaniAndreas MühlbacherThomas GuhrDouw Gerbrand BreedTanja VersterWillem SchutteNaeem SiddiqiStanislaus Maier-PaapeQiji Zhu

financecomputational methodsrisk managementeconomics

Entropy Maximization in Finance. Springer proceedings in mathematics & statistics (2020)

Jonathan M. BorweinQiji J. Zhu

mathematical optimizationentropyapplied mathematicsfinancemathematical financeempirical financemathematicsasset pricing

From Analysis to Visualization. Springer proceedings in mathematics & statistics (2020)

David H. BaileyNaomi Simone BorweinRichard P. BrentRegina S. BurachikJudy-anne Heather OsbornBrailey SimsQiji J. Zhu

applied mathematicsmathematical analysisvisualizationanalyticsmathematicsstatistics

A General Framework for Portfolio Theory. Part III: Multi-Period Markets and Modular Approach. Risks (2019)

Stanislaus Maier-PaapeAndreas PlatenQiji Jim Zhu

general frameworkfinancemulti-period marketsfinancial economicsportfolio theoryrisk management

Optimal Risk Budgeting Under a Finite Investment Horizon. Risks (2019)

Marcos López de PradoRalph VinceQiji Jim Zhu

financefinite investment horizonrisk management

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Jim Zhu

Professor

Western Michigan University

Affiliations

College of Arts and Sciences

Mathematics

Jim Zhu is currently serving as a College Of Arts And Sciences Professor at Western Michigan University.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Jim Zhu

Western Michigan University

Professor

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

Quick Introduction Into the General Framework of Portfolio Theory. Risks (2024)

Philipp KreinsStanislaus Maier-PaapeQiji Jim Zhu

general frameworkfinancefinancial risk managementportfolio theoryrisk management

Efficient Portfolios for Scalar Risk Functions. CMS/CAIMS books in mathematics (2023)

Stanislaus Maier-PaapePedro JúdiceAndreas PlatenQiji Jim Zhu

portfolio optimizationscalar risk functionsmathematical financerisk managementmathematicsefficient portfolios

Scalar and Vector Risk in the General Framework of Portfolio Theory. CMS/CAIMS books in mathematics (2023)

Stanislaus Maier-PaapePedro JúdiceAndreas PlatenQiji Jim Zhu

general frameworkfinanceportfolio theorymathematical financevector risk

Bank Balance Sheet Risk Allocation. Journal of Banking & Finance (2021)

Pedro JúdiceQiji Jim Zhu

financerisk management

Application Examples. Synthesis lectures on learning, networks, and algorithms (2020)

Qing Zhao

game theoryapproximate reasoningexploration v exploitationbayesian analysisapplication examplesreinforcement learningrepresentative application examplesalgorithmic learningbandit formulations

Computational Methods for Risk Management in Economics and Finance. MDPI eBooks (2020)

Marina RestaPeter AddoDominique GueganBertrand HassaniAndreas MühlbacherThomas GuhrDouw Gerbrand BreedTanja VersterWillem SchutteNaeem SiddiqiStanislaus Maier-PaapeQiji Zhu

financecomputational methodsrisk managementeconomics

Entropy Maximization in Finance. Springer proceedings in mathematics & statistics (2020)

Jonathan M. BorweinQiji J. Zhu

mathematical optimizationentropyapplied mathematicsfinancemathematical financeempirical financemathematicsasset pricing

From Analysis to Visualization. Springer proceedings in mathematics & statistics (2020)

David H. BaileyNaomi Simone BorweinRichard P. BrentRegina S. BurachikJudy-anne Heather OsbornBrailey SimsQiji J. Zhu

applied mathematicsmathematical analysisvisualizationanalyticsmathematicsstatistics

A General Framework for Portfolio Theory. Part III: Multi-Period Markets and Modular Approach. Risks (2019)

Stanislaus Maier-PaapeAndreas PlatenQiji Jim Zhu

general frameworkfinancemulti-period marketsfinancial economicsportfolio theoryrisk management

Optimal Risk Budgeting Under a Finite Investment Horizon. Risks (2019)

Marcos López de PradoRalph VinceQiji Jim Zhu

financefinite investment horizonrisk management

1
2
3
4
5
18
10 / page

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Similar Faculty Members

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Institution

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calculus of variation

nonlinear analysis

Gangaram S. Ladde

Institution

University of South Florida

applied mathematics

stochastic process

Richard B Sowers

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University of Illinois Urbana-Champaign

financial network

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Zhang, Jianfeng

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stochastic process

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computational infrastructure

scientific computing

Harold R. Parks

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applied mathematics

geometric measure theory

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biostatistics

pharmacology

Guido De Philippis

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applied mathematical modelling

spectral analysis