Author

Zhan-Kun Wang

1 paper indexed here

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

Open access Aug 2026

Information-Driven Resampling and Market Regime Detection: A Futures Trading Framework Based on GMM and Multi-Model Ensemble Learning

The results show that combining information-driven resampling with regime-aware model fusion improves trade selectivity and risk-adjusted performance.

Zhan-Kun Wang · International Journal of Com... · 0 citations