XU Jiali

Working-paper.jpg
Working Paper 7.07.2020 Improving the Robustness of Trading Strategy Backtesting with Boltzman...
60

In this article, we explore generative models in order to build a market generator. The underlying idea is to simulate artificial multi-dimensional financial ti...

More > 10 minutes
  • PDF
  • 60
Working-paper.jpg
Working Paper 19.12.2019 A Note on Portfolio Optimization with Quadratic Transaction Costs
30

In this short note, we consider mean-variance optimized portfolios with transaction costs.

More > 10 minutes
  • PDF
  • 30
Working-paper.jpg
Working Paper 24.06.2019 Factor Investing in Currency Markets: Does it Make Sense?
44

The concept of factor investing emerged at the end of the 2000s and has completely changed the landscape of equity investing.

More > 10 minutes
  • PDF
  • 44
Working-paper.jpg
Working Paper 11.03.2019 Financial Applications of Gaussian Processes and Bayesian Optimization
25

In the last five years, the financial industry has been impacted by the emergence of digitalization and machine learning. In this article, we explore two method...

More > 10 minutes
  • PDF
  • 25

Get in touch with us

Our online help service is available to answer your question

My personal information

If you have a question about our company or one of our products, please complete the form to get in touch. Please do not mention your account numbers or critical data in this form.

Civility*

(*) Required fields
All our job offers (Permanent and temporary position, Internship, Apprenticeship or VIE) are available on our dedicated website: https://jobs.amundi.com.

Register and apply directly online.

Amundi on Twitter