科学研究
会议报告 (2019-2022)
- Zhihua Allen-Zhao; Robust Enhanced Indexation Optimization with Sparse Industry Layout Constraint, ORSC-FERM2022, Host: Prof. Fengmin Xu, 2022-12 (会议报告)
- Zhihua Allen-Zhao; Models and Algorithms for Constrained Sparse Finance Optimization, 河南大学110周年校庆报告,Host: Xiangyu Yang, 2022-11 (邀请报告)
- Zhihua Allen-Zhao; Worst-case CVaR Portfolio Rebalancing with Cardinality and Diversification Constraints, 西北工业大学邀请报告, Host: Prof. Longfeng Zhao, 2021-10 (邀请报告)
- Zhihua Allen-Zhao; A Portfolio Rebalancing Problem: Sparsity versus Robustness, 上海科技大学邀请报告, Host: Prof. Hao Wang, 2019-03 (邀请报告)
- Zhihua Allen-Zhao; Balance Analyses of Sparsity and Robustness for Portfolio Rebalancing with Parameter Uncertainty,上海大学邀请报告, Host: Prof. Guihua Lin, 2019-03 (邀请报告)