Ruixun Zhang

6 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-7670-8393

School of Mathematical Sciences, Peking University, Beijing 100871, China; and Center for Statistical Science, Peking University, Beijing 100871, China; and Laboratory for Mathematical Economics and Quantitative Finance, Peking University, Beijing 100871, China; and National Engineering Laboratory for Big Data Analysis and Applications, Peking University, Beijing 100871, China

Publications

• Spectral Volume Models: Universal High-Frequency Periodicities in Intraday Trading Activities — Management Science 2026
• Debiasing Watermarks for Large Language Models via Maximal Coupling — Journal of the American Statistical Association 2025
• On Consistency of Signature Using Lasso — Operations Research 2025
• Performance Attribution for Portfolio Constraints — Management Science 2025
• Quantifying the Impact of Impact Investing — Management Science 2024
• Optimal Impact Portfolios with General Dependence and Marginals — Operations Research 2024