Mean-ELT portfolio construction in US equity market

von Shao, Barret Pengyuan
Veröffentlicht in Portfolio construction, measurement, and efficiency (2017)

Aggregation of an FX order book based on complex event processing

von Shao, Barret Pengyuan
Veröffentlicht in Investment management and financial innovations (2012)

Mean-ETL optimization of a global portfolio

von Shao, Barret Pengyuan
Veröffentlicht in The journal of investing (2013)

Applied mean-ETL optimization in using earnings forecasts

von Shao, Barret Pengyuan
Veröffentlicht in International journal of forecasting (-2015)