主要论文
期刊论文发表：
1.Huiming Zhang, Siji Qian, and Zhen Ma. “An Analysis of the Market Efficiency of the Chinese Copper Futures Based on Intertemporal and Intermarket Arbitrages.” International Review of Financial Analysis, Vol.94, pp.1-20, April 2024. (SSCI, JCR-Q1, ABS-3星)
2.Huiming Zhang, Zhen Ma, and Siji Qian. “The Market Efficiency Analysis of China’s Copper Options Based on Risk-Free Arbitrages.” Applied Economics, Vol.56, pp.1-29, January 2024. (SSCI, JCR-Q3, ABS-2星)
3.Huiming Zhang, Junzo Watada, “Sensitivity-Based Fuzzy Multi-Objective Portfolio Model with Value-at-Risk”, IEEJ Transactions on Electrical and Electronic Engineering, TEEE C (Electronics, Information and Systems), Vol.14, pp.1-13, July 2019. (SCI)
4.Huiming Zhang, Junzo Watada, “An analysis of the arbitrage efficiency of the Chinese SSE 50ETF options market”,International Review of Economics and Finance, Vol.59, pp.1-16, January 2019. (SSCI, JCR-Q2, ABS-2星)
5.Huiming Zhang, Junzo Watada, “A European Call Option Pricing Model Using the Infinite Pure Jump Levy Process in a Fuzzy Environment”, IEEJ Transactions on Electrical and Electronic Engineering, TEEE C (Electronics, Information and Systems), Vol.13, pp.1-15, October 2018. (SCI)
6.Huiming Zhang, Junzo Watada, “Fuzzy Levy-GJR-GARCH American Option Pricing Model Based on an Infinite Pure Jump Process”, IEICE Transaction on Information and Systems, Vol. 101, pp.1-17, July 2018. (SCI)
会议论文发表：
1.Huiming Zhang, Junzo Watada, “A Fuzzy Index Tracking Multi-Objective Approach to Stock Data Analytics”, the 4th International Conference on Computer and Information Sciences (ICCOINS 2018), pp.1-6, Kuala Lumpur Convention Center, Kuala Lumpur, Malaysia, 13-14 August 2018. (ISI, SCOPUS)
2.Huiming Zhang, Junzo Watada, “Building Fuzzy Variance Gamma Option Pricing Models with Jump Levy Process”, the 9th International Knowledge-Based and Intelligent Engineering Systems Conference on Intelligent Decision Technologies 2017 (KES-IDT 2017), Springer, Cham, 2017. pp.105-116., Vilamoura, Portugal, 21-23 June 2017. (SCOPUS, CPCI)
3. Haydee Melo,Huiming Zhang, Pandian Vasant and Junzo Watada, “Training Method for a Feed Forward Neural Network Based on Meta-Heuristics ”, The Thirteenth International Conference on Intelligent Information Hiding and Multimedia Signal Processing (IIH-MSP 2017), Springer, Cham, 2017. p.378-385., Matsue, Shimane, Japan, 12-15 August 2017. (EI)
4. Junzo Watada,Huiming Zhang, Haydee Melo, Diqing Sun and Pandian Vasant, “Boosted HOG Features and Its Application on Object Movement Detection”, The Thirteenth International Conference on Intelligent Information Hiding and Multimedia Signal Processing (IIH-MSP 2017), Springer, Cham, 2017. p.340-348., Matsue, Shimane, Japan, 12-15 August 2017. (EI)
5. Junzo Watada,Huiming Zhang, Haydee melo, Jiaxi Wang and Pandian Vasant, “SURF Algorithm-Based Panoramic Image Mosaic Application”, The Thirteenth International Conference on Intelligent Information Hiding and Multimedia Signal Processing (IIH-MSP 2017), Springer, Cham, 2017. p.349-358., Matsue, Shimane, Japan, 12-15 August 2017. (EI)
