Yingying Li
University of Science and Technology of China(CN)Dongbei University of Finance and Economics(CN)PLA Information Engineering University(CN)Henan University(CN)Chinese Academy of Sciences(CN)Chinese Academy of Sciences(CN)Changsha University(CN)Hong Kong University of Science and Technology(HK)Henan University of Engineering(CN)Shanghai University of Traditional Chinese Medicine(CN)Peng Huanwu Center for Fundamental Theory(CN)Institute of High Energy Physics(CN)Shuguang Hospital(CN)Xijing University(CN)Changsha University of Science and Technology(CN)Guangzhou Medical University(CN)Baidu (China)(CN)
Publications by Year
Research Areas
Financial Risk and Volatility Modeling, Particle physics theoretical and experimental studies, Financial Markets and Investment Strategies, Stochastic processes and financial applications, Complex Systems and Time Series Analysis
Most-Cited Works
- → Quantum Simulation for High-Energy Physics(2023)285 cited
- → The leverage effect puzzle: Disentangling sources of bias at high frequency(2013)216 cited
- → Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection(2012)164 cited
- → Novelty detection meets collider physics(2020)147 cited
- → Approaching Mean-Variance Efficiency for Large Portfolios(2018)145 cited
- → Statistical Properties of Microstructure Noise(2017)113 cited
- → Complete one-loop matching for a singlet scalar in the Standard Model EFT