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Barret Pengyuan Shao
Barret Pengyuan Shao
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Title
Cited by
Cited by
Year
Efficient global portfolios: Big data and investment universes
JB Guerard, ST Rachev, BP Shao
IBM Journal of Research and Development 57 (5), 11: 1-11: 11, 2013
672013
A more realistic simulation of pedestrian based on cellular automata
P Shao
2009 IEEE International Workshop on Open-source Software for Scientific …, 2009
172009
Applied mean-ETL optimization in using earnings forecasts
BP Shao, ST Rachev, Y Mu
International Journal of Forecasting 31 (2), 561-567, 2015
92015
Mean-ETL optimization of a global portfolio
BP Shao, ST Rachev
The Journal of Investing 22 (4), 115-119, 2013
42013
Aggregation of an FX order book based on complex event processing
B Shao, G Frank
Investment management and financial innovations, 88-92, 2012
22012
Efficient global portfolios: Big data and investment universes
JB Guerard Jr, ST Rachev, BP Shao
Handbook of Applied Investment Research, 357-367, 2020
12020
Mean-ETL portfolio construction in US equity market
BP Shao
Portfolio Construction, Measurement, and Efficiency: Essays in Honor of Jack …, 2017
12017
Long-Memory Processes in High-Frequency Foreign Exchange and US Equity Market
BP Shao
HANDBOOK OF APPLIED INVESTMENT RESEARCH, 597-620, 2020
2020
Mean-ETL Optimization in HorseRace Competition
BP Shao
Frontiers in Applied Mathematics and Statistics 4, 20, 2018
2018
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Articles 1–9