Tiantian Ren

Multi-source data driven cryptocurrency price movement prediction and portfolio optimization

Zhongbao Zhou, Zhengyang Song, Helu Xiao et al. · Expert Systems with Applications · 2023 · 27 citations

Business, Computer Science, Finance +16

Parameter uncertainty in estimation of portfolio efficiency: Evidence from an interval diversification-consistent DEA approach

Helu Xiao, Tiantian Ren, Zhongbao Zhou et al. · Omega · 2020 · 22 citations

Business, Economics, Finance +15

Two-Stage Portfolio Optimization Integrating Optimal Sharp Ratio Measure and Ensemble Learning

Zhongbao Zhou, Zhengyang Song, Tiantian Ren et al. · IEEE Access · 2022 · 22 citations · Full text

Business, Finance, Financial Management +17

Time-consistent investment and reinsurance strategies for insurers under multi-period mean-variance formulation with generalized correlated returns

Zhongbao Zhou, Tiantian Ren, Helu Xiao et al. · Journal of Management Science and Engineering · 2019 · 17 citations · Full text

Business, Insurance, Risk Management +13

Efficiency of funding to rural revitalization and regional heterogeneity of technologies in China: Dynamic network nonconvex metafrontiers

Tiantian Ren, Na Wang, Helu Xiao et al. · Socio-Economic Planning Sciences · 2024 · 14 citations

Social Sciences, Agricultural Economics, Economics +15