Concepedia

Rui Zhou

RZ

Statistics

Publications

6

Citations

119

H-Index

6

Active since

2018

Affiliations

Hong Kong University of Science and Technology(Current)

University of Hong Kong

Rui Zhou is an author at Hong Kong University of Science and Technology specializing in optimization, business, and mathematics.

Publications per year

2018–2022

6

Publications

6

Optimal Mean-Reverting Portfolio With Leverage Constraint for Statistical Arbitrage in Finance

Ziping Zhao, Rui Zhou, Daniel P. Palomar · IEEE Transactions on Signal Processing · 2019 · 43 citations

Business, Finance, Mathematics +13

Student's $t$ VAR Modeling With Missing Data Via Stochastic EM and Gibbs Sampling

Rui Zhou, Junyan Liu, Sandeep Kumar et al. · IEEE Transactions on Signal Processing · 2020 · 22 citations

Natural Sciences, Mathematics, Econometrics +16

Understanding the Quintile Portfolio

Rui Zhou, Daniel P. Palomar · IEEE Transactions on Signal Processing · 2020 · 15 citations

Business, Finance, Financial Management +14

Covariance Matrix Estimation Under Low-Rank Factor Model With Nonnegative Correlations

Rui Zhou, Jiaxi Ying, Daniel P. Palomar · IEEE Transactions on Signal Processing · 2022 · 15 citations

Business, Data Science, Finance +17

Optimal Portfolio Design for Statistical Arbitrage in Finance

Ziping Zhao, Rui Zhou, Zhongju Wang et al. · 2018 · 13 citations

Business, Finance, Mathematics +16

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