Ying Chen

National University of Singapore

Associate Professor

Department of Mathematics, Faculty of Science

Block S17, Level 4, 10 Lower Kent Ridge Road

Singapore, Singapore 119076

Singapore

  • National University of Singapore

SCHOLARLY PAPERS

4

DOWNLOADS

980

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (4)

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1.

Topic Tones of Analyst Reports and Stock Returns: A Deep Learning Approach

Number of pages: 45 Posted: 20 Aug 2018 Last Revised: 20 May 2021
Hitoshi Iwasaki, Ying Chen, Qianqian Du and Jun Tu
National University of Singapore (NUS) - Department of Statistics and Applied Probability, National University of Singapore, Southwest University of Finance and Economics and Singapore Management University - Lee Kong Chian School of Business
Downloads 636 (51,364)
Citation 3

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Textual Analysis; DNN Approach; Topic Tones; Information Content

2.

Discover Regional and Size Effects in Global Bitcoin Blockchain via Sparse-Group Network AutoRegressive Modeling

Number of pages: 38 Posted: 26 Sep 2018 Last Revised: 16 Feb 2021
Simon Trimborn, Ying Chen and Jiejie Zhang
City University of Hong Kong (CityUHK) - Department of Management Sciences, National University of Singapore and National University of Singapore (NUS) - Department of Statistics and Applied Probability
Downloads 214 (174,893)
Citation 4

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Bitcoin Blockchain, Network Dynamics, Two-Layer Sparsity

3.

TriSNAR: A Three-Layer Sparse Estimator for Large-Scale Network AutoRegressive Models

Number of pages: 57 Posted: 06 May 2020
Simon Trimborn, Ying Chen and Ray-Bing Chen
City University of Hong Kong (CityUHK) - Department of Management Sciences, National University of Singapore and National Cheng Kung University
Downloads 85 (356,212)
Citation 1

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High-Dimensions, Dimension Reduction, Structure Detection, Network Analysis, Bitcoin Exchanges

4.

Regularized Partially Functional Autoregressive Model

Number of pages: 35 Posted: 15 Nov 2019 Last Revised: 11 Nov 2020
Ying Chen, Xiaofei Xu, Thorsten Koch and Ge Zhang
National University of Singapore, National University of Singapore, Technische Universitaet Berlin and Institute of Data Science, National University of Singapore
Downloads 45 (488,959)

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Functional Data, High Dimensionality, Mixed-Type Covariates, Two-Layer Sparsity