Person:1735535

Available identifiers

zbMath Open li.yingyingMaRDI QIDQ1735535

List of research outcomes

Publication	Date of Publication	Type
Robust two-stage minimum asymmetric cost consensus models under uncertainty circumstances	2024-05-06	Paper
Statistical Learning for Individualized Asset Allocation	2024-03-19	Paper
Mining the factor zoo: estimation of latent factor models with sufficient proxies	2024-03-06	Paper
Stock co-jump networks	2024-03-06	Paper
Distributed Reinforcement Learning for Decentralized Linear Quadratic Control: A Derivative-Free Policy Optimization Approach	2023-09-26	Paper
Impulse noise removal by using a nonconvex TGV regularizer and nonconvex fidelity	2023-07-11	Paper
A note on the analytic structure of celestial amplitudes	2023-01-09	Paper
A relaxed CQ algorithm involving the alternated inertial technique for the multiple-sets split feasibility problem	2022-11-25	Paper
Online Adaptive Policy Selection in Time-Varying Systems: No-Regret via Contractive Perturbations	2022-10-21	Paper
Volatility of volatility: estimation and tests based on noisy high frequency data with jumps	2022-07-15	Paper
Online Optimization With Predictions and Switching Costs: Fast Algorithms and the Fundamental Limit	2022-02-23	Paper
High dimensional minimum variance portfolio estimation under statistical factor models	2021-03-24	Paper
Loops and trees in generic EFTs	2021-02-10	Paper
On the Regret Analysis of Online LQR Control with Predictions	2021-02-01	Paper
https://portal.mardi4nfdi.de/entity/Q5143990	2021-01-14	Paper
A reliability-aware multi-armed bandit approach to learn and select users in demand response	2020-10-22	Paper
The two-component \(\mu\)-Camassa-Holm system with peaked solutions	2020-09-03	Paper
Bogdanov-Takens singularity in the Hindmarsh-rose neuron with time delay	2019-11-28	Paper
Low Mach number limit of strong solutions for 3-D full compressible MHD equations with Dirichlet boundary condition	2019-08-28	Paper
Complex Dynamical Behaviors in a 3D Simple Chaotic Flow with 3D Stable or 3D Unstable Manifolds of a Single Equilibrium	2019-08-14	Paper
Online Optimal Control with Linear Dynamics and Predictions: Algorithms and Regret Analysis	2019-06-26	Paper
Estimating the integrated volatility with tick observations	2019-04-26	Paper
Complete one-loop matching for a singlet scalar in the standard model EFT	2019-03-28	Paper
Statistical Properties of Microstructure Noise	2019-01-31	Paper
A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise	2018-03-22	Paper
Online Optimization with Predictions and Switching Costs: Fast Algorithms and the Fundamental Limit	2018-01-23	Paper
Efficient estimation of integrated volatility incorporating trading information	2016-09-13	Paper
SIMULATION-BASED OPTIMIZATION BY NEW STOCHASTIC APPROXIMATION ALGORITHM	2014-11-26	Paper
REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS	2014-09-25	Paper
Volatility inference in the presence of both endogenous time and microstructure noise	2014-04-28	Paper
Heat source identification based on \(\ell_1\) constrained minimization	2014-03-10	Paper
Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection	2013-04-22	Paper
On the estimation of integrated covariance matrices of high dimensional diffusion processes	2012-09-03	Paper
Coordinate descent optimization for \(l^{1}\) minimization with application to compressed sensing; a greedy algorithm	2010-03-10	Paper
A new median formula with applications to PDE based denoising	2010-01-13	Paper
Microstructure noise in the continuous case: the pre-averaging approach	2009-07-15	Paper
https://portal.mardi4nfdi.de/entity/Q5452862	2008-04-04	Paper
Are volatility estimators robust with respect to modeling assumptions?	2008-02-06	Paper

Research outcomes over time

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This page was built for person: Ying-Ying Li