Ying Chen

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All published works

Action	Title	Year	Authors
+	Article’s scientific prestige: Measuring the impact of individual articles in the web of science	2023	Ying Chen Thorsten Koch Nazgul Zakiyeva Kailiang Liu Zhitong Xu Chun‐Houh Chen Junji Nakano Keisuke Honda
+ PDF Chat	Article's Scientific Prestige: measuring the impact of individual articles in the Web of Science	2022	Ying Chen Thorsten Koch Nazgul Zakiyeva Kailiang Liu Zhitong Xu Chun‐Houh Chen Junji Nakano Keisuke Honda
+ PDF Chat	Article's Scientific Prestige: Measuring the Impact of Individual Articles in the Web of Science	2022	Ying Chen Thorsten Koch Nazgul Zakiyeva Kailiang Liu Zhitong Xu Chun‐Houh Chen Junji Nakano Keisuke Honda
+	Policy Effectiveness on the Global COVID-19 Pandemic and Unemployment Outcomes: A Large Mixed Frequency Spatial Approach	2022	Xiaoyi Han Yanli Zhu Yijiong Zhang Ying Chen
+ PDF Chat	Variational Bayesian inference for network autoregression models	2021	Wei‐Ting Lai Ray‐Bing Chen Ying Chen Thorsten Koch
+ PDF Chat	Deep Stochastic Volatility Model	2021	Xiuqin Xu Ying Chen
+	Deep Switching State Space Model (DS$^3$M) for Nonlinear Time Series Forecasting with Regime Switching	2021	Xiuqin Xu Ying Chen
+ PDF Chat	The Variational Bayesian Inference for Network Autoregression Models	2021	Wei‐Ting Lai Ray‐Bing Chen Ying Chen Thorsten Koch
+	TriSNAR: A Three-Layer Sparse Estimator for Large-Scale Network AutoRegressive Models	2020	Simon Trimborn Ying Chen Ray‐Bing Chen
+	Portfolio liquidation under transient price impact -- theoretical solution and implementation with 100 NASDAQ stocks	2019	Ying Chen Ulrich Horst Hoang Hai Tran
+	Portfolio liquidation under transient price impact -- theoretical solution and implementation with 100 NASDAQ stocks	2019	Ying Chen Ulrich Horst Hoang Hai Tran
+ PDF Chat	Portfolio Liquidation Under Transient Price Impact – Theoretical Solution and Implementation With 100 NASDAQ Stocks	2019	Ying Chen Ulrich Horst Hoang Hai Tran
+ PDF Chat	Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps	2018	Yuping Song Ying Chen Zhouwei Wang

Common Coauthors

Coauthor	Papers Together
Thorsten Koch	5
Ray‐Bing Chen	3
Junji Nakano	3
Kailiang Liu	3
Chun‐Houh Chen	3
Keisuke Honda	3
Hoang Hai Tran	3
Ulrich Horst	3
Nazgul Zakiyeva	2
Zhitong Xu	2
Wei‐Ting Lai	2
Xiuqin Xu	2
Xiaoyi Han	1
Yanli Zhu	1
Nazgul Zakiyeva	1
Simon Trimborn	1
Yijiong Zhang	1
Zhitong Xu	1
Zhouwei Wang	1
Yuping Song	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Finding scientific gems with Google’s PageRank algorithm	2006	P. Chen Haoxuan Xie Sergei Maslov S. Redner	2
+ PDF Chat	Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes	2004	Jean–Philippe Bouchaud Yuval Gefen Marc Potters Matthieu Wyart	2
+	Network vector autoregression	2017	Xuening Zhu Rui Pan Guodong Li Yuewen Liu Hansheng Wang	2
+ PDF Chat	Regularized joint estimation of related vector autoregressive models	2019	Andrey Skripnikov George Michailidis	2
+ PDF Chat	Sparse Vector Autoregressive Modeling	2015	Richard A. Davis Pengfei Zang Tian Zheng	2
+ PDF Chat	Structured Inference Networks for Nonlinear State Space Models	2017	Rahul Krishnan Uri Shalit David Sontag	2
+	Low Rank and Structured Modeling of High-Dimensional Vector Autoregressions	2019	Sumanta Basu Xianqi Li George Michailidis	2
+	Regularized estimation in sparse high-dimensional time series models	2015	Sumanta Basu George Michailidis	2
+	A Recurrent Latent Variable Model for Sequential Data	2015	Jun‐Young Chung Kyle Kastner Laurent Dinh Kratarth Goel Aaron Courville Yoshua Bengio	2
+ PDF Chat	A Scaling Limit for Limit Order Books Driven by Hawkes Processes	2019	Ulrich Horst Wei Xu	2
+	GENERALIZED ASSOCIATION PLOTS: INFORMATION VISUALIZATION VIA ITERATIVELY GENERATED CORRELATION MATRICES	2002	Chun‐Houh Chen	2
+	Maximum likelihood estimation of Hawkes' self-exciting point processes	1979	T. Ozaki	2
+ PDF Chat	On Lewis' simulation method for point processes	1981	Patricia Reynaud-Bouret Vincent Rivoirard Franck Grammont Christine Tuleau-Malot	2
+ PDF Chat	The microstructural foundations of leverage effect and rough volatility	2018	Omar El Euch Masaaki Fukasawa Mathieu Rosenbaum	2
+ PDF Chat	Modelling microstructure noise with mutually exciting point processes	2012	Emmanuel Bacry Sylvain Delattre Marc Hoffmann J. F. Muzy	2
+ PDF Chat	Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience	2017	Paulwin Graewe Ulrich Horst	2
+	Stochastic Backpropagation and Approximate Inference in Deep Generative Models	2014	Danilo Jimenez Rezende Shakir Mohamed Daan Wierstra	2
+ PDF Chat	Measuring the academic reputation through citation networks via PageRank	2019	Francesco Alessandro Massucci Domingo Docampo	2
+	An index to quantify an individual's scientific research output	2005	J. E. Hirsch	2
+ PDF Chat	A Law of Large Numbers for Limit Order Books	2017	Ulrich Horst Michael Paulsen	2
+ PDF Chat	Variable Bandwidth and Local Linear Regression Smoothers	1992	Jianqing Fan Irène Gijbels	1
+ PDF Chat	Estimating the degree of activity of jumps in high frequency data	2009	Yacine Aït‐Sahalia Jean Jacod	1
+	Generating Sequences With Recurrent Neural Networks	2013	Alex Graves	1
+	Local Linear Estimation of Second-Order Diffusion Models	2010	Hanchao Wang Zhengyan Lin	1
+ PDF Chat	Discovering author impact: A PageRank perspective	2010	Erjia Yan Ying Ding	1
+	Subset selection for vector autoregressive processes using Lasso	2007	Nan‐Jung Hsu Hung-Lin Hung Ya‐Mei Chang	1
+	Non Parametric Estimation of Second-Order Diffusion Equation by Using Asymmetric Kernels	2013	Muhammad Hanif	1
+ PDF Chat	An Introduction to the Theory of Point Processes	2007	D. J. Daley D. Vere-Jones	1
+	Parameter Estimation for a Discretely Observed Integrated Diffusion Process	2006	Arnaud Gloter	1
+	Local Linear Estimation of Second-order Jump-diffusion Model	2014	Yingyu Chen Zhang Li	1
+ PDF Chat	The Adaptive Lasso and Its Oracle Properties	2006	Hui Zou	1
+	A Sparse-Group Lasso	2012	Noah Simon Jerome H. Friedman Trevor Hastie Robert Tibshirani	1
+ PDF Chat	Hawkes Processes in Finance	2015	Emmanuel Bacry Iacopo Mastromatteo J. F. Muzy	1
+ PDF Chat	Market impact as anticipation of the order flow imbalance	2015	Thibault Jaisson	1
+	Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps	2009	Cecilia Mancini	1
+ PDF Chat	Non-parametric adaptive estimation of the drift for a jump diffusion process	2013	Émeline Schmisser	1
+ PDF Chat	Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions	2013	Hongwei Long Lianfen Qian	1
+	Nonparametric adaptive estimation for integrated diffusions	2008	Fabienne Comte Valentine Genon‐Catalot Yves Rozenholc	1
+ PDF Chat	GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS	2012	Drew Creal Siem Jan Koopman André Lucas	1
+ PDF Chat	How Markets Slowly Digest Changes in Supply and Demand	2009	Jean‐Philippe Bouchaud J. Doyne Farmer Fabrizio Lillo	1
+	On the multi-splitting iteration method for computing PageRank	2013	Chuanqing Gu Lei Wang	1
+	Estimation of an Ergodic Diffusion from Discrete Observations	1997	Mathieu Kessler	1
+ PDF Chat	Economic Activity and the Spread of Viral Diseases: Evidence from High Frequency Data *	2016	Jérôme Adda	1
+	Parametric inference for stochastic differential equations: a smooth and match approach	2011	Shota Gugushvili Peter Spreij	1
+ PDF Chat	Stochastic volatility with leverage: Fast and efficient likelihood inference	2006	Yasuhiro Omori Siddhartha Chib Neil Shephard Jouchi Nakajima	1
+	Bayesian Sparse Group Selection	2015	Ray‐Bing Chen Chi‐Hsiang Chu Shinsheng Yuan Ying Wu	1
+	Regression Shrinkage and Selection Via the Lasso	1996	Robert Tibshirani	1
+ PDF Chat	Optimal Portfolio Liquidation with Limit Orders	2012	Olivier Guéant Charles‐Albert Lehalle Joaquin Fernandez-Tapia	1
+ PDF Chat	Nonlinearity and temporal dependence	2009	Xiaohong Chen Lars Peter Hansen Marine Carrasco	1
+	Bayesian constrained variable selection	2010	Alessio Farcomeni	1