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张曙光

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基于状态相依风险厌恶的最优动态协整配对交易策略, 中国科学技术大学学报, 2019, 49(8): 655-667

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Pre One:Maximizing The Probability Of A Perfect Hedge In The Case Of Stochastic Interest Rate, American Journal of Mathematical and Management Sciences, 2010, 30(1): 179-196

Next One:基于LSTM神经网络的黑色金属期货套利策略模型, 中国科学技术大学学报, 2018, (2): 125-132