Ying Chen

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
A Cole-Hopf transformation based fourth-order multiple-relaxation-time lattice Boltzmann model for the coupled Burgers' equations	2023-09-06	Paper
The macroscopic finite-difference scheme and modified equations of the general propagation multiple-relaxation-time lattice Boltzmann model	2023-08-22	Paper
A general fourth-order mesoscopic multiple-relaxation-time lattice Boltzmann model and equivalent macroscopic finite-difference scheme for two-dimensional diffusion equations	2023-08-09	Paper
Variational Bayesian inference for network autoregression models	2022-02-18	Paper
Efficient and positive semidefinite pre-averaging realized covariance estimator	2021-10-06	Paper
Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics	2019-09-26	Paper
Sparse-group independent component analysis with application to yield curves prediction	2019-02-21	Paper
Risk related brain regions detection and individual risk classification with 3D image FPCA	2019-01-11	Paper
TVICA -- time varying independent component analysis and its application to financial data	2018-11-23	Paper
MODELING NONSTATIONARY AND LEPTOKURTIC FINANCIAL TIME SERIES	2015-11-03	Paper
Localized Realized Volatility Modeling	2015-06-17	Paper
Adaptive dynamic Nelson-Siegel term structure model with applications	2014-11-11	Paper
On Newton non-degeneracy of polynomial mappings	2012-07-06	Paper
Value at Risk Estimation	2012-01-10	Paper
Nonparametric Risk Management With Generalized Hyperbolic Distributions	2011-02-01	Paper
Portfolio value at risk based on independent component analysis	2007-07-17	Paper

Research outcomes over time

Doctoral students

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