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Weidong Lin

Personal Details

First Name:Weidong
Middle Name:
Last Name:Lin
Suffix:
RePEc Short-ID:pli1588
[This author has chosen not to make the email address public]
https://sites.google.com/view/weidong-lin
Terminal Degree:2023 Business School; Durham University (from RePEc Genealogy)

Affiliation

Neoma Business School

Rouen/Reims, France
http://www.neoma-bs.com/
RePEc:edi:neomafr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Weidong Lin & Abderrahim Taamouti, 2023. "Portfolio Selection Under Non-Gaussianity And Systemic Risk: A Machine Learning Based Forecasting Approach," Working Papers 202310, University of Liverpool, Department of Economics.
  2. Weidong Lin & Abderrahim Taamouti, 2023. "Machine Learning Based Portfolio Selection Under Systemic Risk," Working Papers 202311, University of Liverpool, Department of Economics.
  3. Weidong Lin & Jose Olmo & Abderrahim Taamouti, 2022. "Portfolio Selection Under Systemic Risk," Working Papers 202208, University of Liverpool, Department of Economics.

Articles

  1. Lin, Weidong & Taamouti, Abderrahim, 2024. "Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1179-1188.

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. Weidong Lin & Abderrahim Taamouti, 2023. "Machine Learning Based Portfolio Selection Under Systemic Risk," Working Papers 202311, University of Liverpool, Department of Economics.

    Cited by:

    1. Weidong Lin & Abderrahim Taamouti, 2023. "Portfolio Selection Under Non-Gaussianity And Systemic Risk: A Machine Learning Based Forecasting Approach," Working Papers 202310, University of Liverpool, Department of Economics.

Articles

    Sorry, no citations of articles recorded.

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 2 papers 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-BIG: Big Data (2) 2024-03-04 2024-03-04. Author is listed
  2. NEP-CMP: Computational Economics (1) 2024-03-04. Author is listed
  3. NEP-RMG: Risk Management (1) 2024-03-04. Author is listed

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