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林健武

代表性论文

1. 林健武、林宁、贾淑琴,阿尔法因子和风险因子的变迁,《中国证券期货》,2014.3

2. 林健武、吴穗华、吴图涂,算法交易中对于涨跌停板的处理方式,21世纪数量经济,第十四卷,2013.10

3. 林健武,全球金融量化投资发展及其策略思考,《量化投资与对冲基金》,Dec. 2012

4. 贾淑芹、林健武,静态最优VWAP策略模型实证分析,《量化投资与对冲基金》,Dec. 2012

5. 林健武主编,中国量化投资2012年上半年研究报告,中国量化投资研究院,Sept. 2012

6. Ning Lin, Jianwu Lin,Optimal Scale Parameter Setting of Nelson-Siegel Model in Pricing Convertible Bonds in China,第二届中国量化投资国际峰会论文集,September 2012

7. 曹大海、林健武, 基于沪深300的市场情绪因子测定及相关交易策略研究,第二届中国量化投资国际峰会论文集,September 2012

8. 王志伟、林健武,关于中国股市成交量的若干探索,第二届中国量化投资国际峰会论文集,September 2012

9. Oliver Hansch,Jianwu Lin,Killian Mie, Ingrid Tierens, Overnight risk and multi-day trading, GSET Street Color, Issue 5, Jan. 2010

10. Oliver Hansch,Jianwu Lin,Killian Mie, Ingrid Tierens, Optimal usage of portfolio algorithms, GSET Street Color, Issue 3, Nov. 2009

11. Chun-Hung Chen, Karen Donohue, Enver Yücesan, Jianwu Lin, Optimal Computing Budget Allocation for Monte Carlo Simulation with Application to Product Design, Journal of Simulation Modeling Practice and Theory, Vol. 11, No. 1, pp. 57-74, March 2003

12. Chun-Hung Chen, Karen Donohue, Jianwu Lin, Enver Yücesan, Efficient Approach for Monte Carlo Simulation Experiments and Its Applications to Circuit Systems Design, Annual Simulation Symposium 2001: 65-71

13. Chun-Hung Chen, Jianwu Lin, Enver Yücesan, Stephen E. Chick, Simulation Budget Allocation for Further Enhancing the Efficiency of Ordinal Optimization, Journal of Discrete Event Dynamic Systems: Theory and Applications, Vol. 10, pp. 251-270, July 2000

14. Hsiao-Chang Chen, Chun-Hung Chen, Jianwu Lin, Enver Yücesan,An asymptotic allocation for simultaneous simulation experiments, Winter Simulation Conference 1999: 359-366

15. Jing Bai,Jianwu Lin,A pacemaker working status telemonitoring algorithm, IEEE Transactions on Information Technology in Biomedicine 3(3): 197-204 (1999)

16. Jianwu Lin, Jian Chen, Jing Bai, Using human factors engineering as the basis for developing medical human-computer systems, IEEE International conference on systems, man and cybernetics, vol. 2, pp. 1202-1207, 1996 (获IEEE 学生论文奖)

代表性著作

林健武编著,量化投资分析,清华大学出版社,计划2014年下半年出版

Chun-Hung Chen, Loo Hey Lee, Jianwu Lin (Chapter Author and major theory contributor),Stochastic Simulation Optimization: An Optimal Computing Budget Allocation, World Scientific Publishing Co., 2011,248 pages

林功实、林健武主编《信用卡》,清华大学出版社,2006,共428页

林功实、王宗旨、林健武《个人投资理财》,清华大学出版社,2003,共409页

主要专利成果

海量高速缓存技术,专利初审通过

—种股票或股票投资组合波动率的预测方法,专利初审通过

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