Jin Zhang
Profile:
Jin Zhang
Institution:
University of Essex
Wivenhoe Park, Colchester CO4 3SQ, United Kingdom.
Contact Details:
ku.ca.xesse|fgnahzj#ku.ca.xesse|fgnahzj; moc.liamtoh|ncgnahznij#moc.liamtoh|ncgnahznij(MSN)
http://comisef.eu/?q=jin_zhang
Education:
Bachelor in Engineering, BUPT, China
Master of Financial Mathematics, UOW, Australia
Master of Science (Research) in Mathematics, UOW, Australia
Doctor of Philosophy in Computational Finance, University of Essex, UK
Research interests:
Numerical Approaches, Heuristic Optimisation Method, Econometrics, Portfolio and Risk Management, Financial Derivative pricing, and Computer Telecommunication
Publications:
Journal Articles:
* Jin Zhang and Dietmar Maringer, Distributing Weights under Hierarchical Clustering: A Way in Reducing Performance Breakdown, Expert Systems With Applications, Vol. 38, pp. 14952–14959, 2011.
* Jin Zhang and Dietmar Maringer, Selecting Pair-Copulas with Downside Risk Minimization, International Journal of Financial Markets and Derivatives, Vol. 2, pp. 121-148, 2011.
* Songping Zhu and Jin Zhang, A New Predictor–Corrector Scheme for Valuing American Puts, Applied Mathematics and Computation, Vol. 217, pp. 4439-4452, 2011.
page revision: 17, last edited: 11 Jul 2012 13:09