Yi Zhang
Shanghai Lixin University of Accounting and Finance(CN)Jiangxi University of Finance and Economics(CN)
Publications by Year
Research Areas
Statistical Methods and Inference, Financial Risk and Volatility Modeling, Statistical Methods and Bayesian Inference, Probability and Risk Models, Risk and Portfolio Optimization
Most-Cited Works
- → Optimality of general reinsurance contracts under CTE risk measure(2011)77 cited
- → Expectile regression for analyzing heteroscedasticity in high dimension(2018)38 cited
- → Double/debiased machine learning for logistic partially linear model(2021)23 cited
- → Multivariate risk models under heavy‐tailed risks(2013)22 cited
- → Lookback option pricing problem of mean-reverting stock model in uncertain environment(2020)18 cited
- → Flexible and efficient Bayesian pharmacometrics modeling using Stan and Torsten, Part I(2022)17 cited
- → Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity(2021)