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Zhongmin Luo

Personal Details

First Name:Zhongmin
Middle Name:
Last Name:Luo
Suffix:
RePEc Short-ID:plu394

Affiliation

Department of Economics, Mathematics and Statistics
Birkbeck College

London, United Kingdom
http://www.ems.bbk.ac.uk/
RePEc:edi:debbkuk (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Raymond Brummelhuis & Zhongmin Luo, 2017. "CDS Rate Construction Methods by Machine Learning Techniques," Papers 1705.06899, arXiv.org.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Raymond Brummelhuis & Zhongmin Luo, 2017. "CDS Rate Construction Methods by Machine Learning Techniques," Papers 1705.06899, arXiv.org.

    Cited by:

    1. Mathieu Mercadier & Jean-Pierre Lardy, 2019. "Credit spread approximation and improvement using random forest regression," Post-Print hal-03241566, HAL.
    2. Ryan Ferguson & Andrew Green, 2018. "Deeply Learning Derivatives," Papers 1809.02233, arXiv.org, revised Oct 2018.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (1) 2017-05-28. Author is listed
  2. NEP-RMG: Risk Management (1) 2017-05-28. Author is listed

Corrections

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