Concepedia

Qiji Jim Zhu

QJ

31

Publications

1.6K

Citations

21

H-Index

1994

Active since

Affiliations

Western Michigan University(Current)

Simon Fraser University

University of Newcastle Australia

University of Victoria

Lawrence Berkeley National Laboratory

Qiji Jim Zhu is an author at Western Michigan University specializing in functional analysis, engineering, and business.

Top concepts

Functional AnalysisEngineeringBusinessFinanceMathematical ProgrammingOperations ResearchEconomicsMechanism DesignAsset PricingConvex Optimization

Publications per year

1994–2019

31

Publications

31

Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems

Jane J. Ye, Dingju Zhu, Qiji Jim Zhu · SIAM Journal on Optimization · 1997 · 194 citations

Mathematical Programming, Engineering, Constrained Optimization +16

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

David H. Bailey, Jonathan M. Borwein, Marcos López de Prado et al. · Notices of the American Mathematical Society · 2014 · 181 citations · Full text

Economics, Backtesting, Vagueness +11

Trend Following Trading under a Regime Switching Model

Min Dai, Q. Zhang, Qiji Jim Zhu · SIAM Journal on Financial Mathematics · 2010 · 126 citations · Full text

Market Microstructure, Economics, Financial Economics +14

Nonsmooth analysis on smooth manifolds

Yu. S. Ledyaev, Qiji Jim Zhu · Transactions of the American Mathematical Society · 2007 · 119 citations · Full text

Variational Analysis, Pde-constrained Optimization, Manifold Modeling +9

A survey of subdifferential calculus with applications

Jonathan M. Borwein, Qiji Jim Zhu · Nonlinear Analysis · 1999 · 99 citations

Variational Analysis, Derivative-free Optimization, Subdifferential Calculus +2

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