Number of items: **25**.

## Article

Bailey, David H. and Borwein, Jonathan M. and de Pardo, Lopez M. and Zhu, Qiji J. (2016) *Backtest overfitting in financial markets.* Featured Article The Automated Trader, 39 (1). pp. 52-57.

Borwein, Jonathan M. and Zhu, Qiji J. (2015) *A variational approach to Lagrange multipliers.* JOTA .

Bailey, David H. and Borwein, Jonathan M. and de Pardo, Lopez M. and Zhu, Qiji J. (2015) *The probability of back-test over-fitting.* Financial Mathematics .

Bailey, David H. and Borwein, Jonathan M. and de Pardo, Lopez M. and Zhu, Qiji J. (2014) *PSEUDO-MATHEMATICS AND FINANCIAL CHARLATANISM: THE EFFECTS OF BACKTEST OVERFITTING ON OUT-OF-SAMPLE PERFORMANCE.* Notices of the AMS (61). pp. 458-471.

Bailey, David H. and Borwein, Jonathan M. and de Pardo, Lopez M. and Zhu, Qiji J. (2014) *Pseudo mathematics and financial charlatanism: Backtest overfitting and out-of-sample over performance.* Notices of the AMS (61). pp. 458-471.

Borwein, Jonathan M. and Zhu, Qiji J. (2013) *Variational methods in the presence of symmetry.* Advances in Nonlinear Analysis, 2 (3). pp. 271-307.

Borwein, Jonathan M. and Zhu, Qiji J. (2006) *Variational methods in convex analysis.* Journal of Global Optimization, 35 . pp. 197-213. ISSN 0925-5001

Borwein, Jonathan M. and Lewis, Adrian and Zhu, Qiji J. (2001) *Convex Spectral Functions of Compact Operators, Part II: Lower Semicontinuity and Rearrangement Invariance.* Optimization and Related Topics, 47 . pp. 179-196.

Borwein, Jonathan M. and Lewis, Adrian and Read, John and Zhu, Qiji J. (2000) *Convex spectral functions of compact operators, Part 1.* J. Nonlinear and Convex Analysis, 1 . pp. 17-36.

Borwein, Jonathan M. and Treiman, Jay S. and Zhu, Qiji J. (1999) *Partially Smooth Variational Principles and Applications.* Journal of Nonlinear Analysis: Theory, Methods & Applications, 38 (8). pp. 1031-1059. ISSN 0362546X

Borwein, Jonathan M. and Zhu, Qiji J. (1999) *A Survey of Subdifferential Calculus with Applications.* J. Nonlinear Analysis: Th. Meth., Appl., 38 . pp. 687-773.

Borwein, Jonathan M. and Treiman, Jay S. and Zhu, Qiji J. (1998) *Necessary Conditions for Constrained Optimization Problems with Semicontinuous and Continuous Data.* Transactions of the American Mathematical Society, 350 (6). pp. 2409-2429.

Borwein, Jonathan M. and Zhu, Qiji J. (1998) *Limiting convex examples for nonconvex subdifferential calculus.* Journal of Convex Analysis, 5 (2). pp. 221-235. ISSN 0944-6532

Borwein, Jonathan M. and Zhu, Qiji J. (1997) *Variational Analysis in Non-reflexive Spaces and Applications to Control Problems with $L^1$ Perturbations.* Nonlinear Analysis: Theory, Methods & Applications, 28 (5). pp. 889-915. ISSN 0362546X

Borwein, Jonathan M. and Zhu, Qiji J. (1996) *Viscosity Solutions and Viscosity Subderivatives in Smooth Banach Spaces with Applications to Metric Regularity.* SIAM Journal on Control and Optimization, 34 (5). pp. 1568-1591. ISSN 0363-0129

Bailey, David H. and Borwein, Jonathan M. and de Pardo, Lopez M. and Zhu, Qiji J. *The probability of backtest overfitting.*

## Book

Borwein, Jonathan M. and Zhu, Qiji J. (2005) *Techniques of Variational Analysis.* Springer.

Borwein, Jonathan M. and Zhu, Qiji J. (2001) *Multifunctional and functional analytic techniques in nonsmooth analysis.* Unpublished. (Unpublished)

## Preprint

Zhu, Qiji J. (2001) *Necessary Conditions for Constrained Optimization Problems in Smooth Banach Spaces and Applications.* [Preprint]

Zhu, Qiji J. (1999) *Hamiltonian Necessary Conditions for a Multiobjective Optimal Control Problem with Endpoint Constraints.* [Preprint]

Ledyaev, Yuri S. and Zhu, Qiji J. (1998) *Implicit Multifunction Theorems.* [Preprint]

Zhu, Qiji J. (1997) *The equivalence of several basic theorems for subdifferentials.* [Preprint]

Vanderwerff, Jon D. and Zhu, Qiji J. (1996) *A Limiting Example for the Local ``Fuzzy" Sum Rule in Nonsmooth Analysis.* [Preprint]

Zhu, Qiji J. (1996) *Clarke-Ledyaev Mean Value Inequality in Smooth Banach Spaces.* [Preprint]

Zhu, Qiji J. (1994) *Necessary Optimality Conditions for Nonconvex Differential Inclusion with Endpoint Constraints.* [Preprint]

This list was generated on **Sat Oct 20 05:54:03 2018 AEDT**.