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

SCHOLARLY PAPERS

4

DOWNLOADS

896

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

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

Number of pages: 41 Posted: 20 Aug 2018 Last Revised: 23 Dec 2020
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 590 (54,500)
Citation 3

Abstract:

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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 195 (184,547)
Citation 4

Abstract:

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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 69 (389,558)
Citation 1

Abstract:

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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
National University of Singapore, National University of Singapore, Technische Universitaet Berlin and Institute of Data Science, National University of Singapore
Downloads 42 (488,204)

Abstract:

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