Overview
Qiji Jim Zhu is a mathematician (Professor, Western Michigan University) working on variational analysis, optimization, and mathematical finance.
Key Contributions / Features
- Probability of backtest overfitting (Bailey et al. 2017): coauthor of the PBO/CSCV framework for detecting backtest overfitting (Backtest Overfitting).
- Work on variational methods in optimization and their financial applications.
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