Yingying Fan

University of Southern California - Marshall school of Business

Marshall School of Business

BRI 401, 3670 Trousdale Parkway

Los Angeles, CA 90089

United States

http://www-rcf.usc.edu/~fanyingy

SCHOLARLY PAPERS

4

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SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Testing and Detecting Jumps Based on a Discretely Observed Process

Number of pages: 39 Posted: 06 Jan 2009
Yingying Fan and Jianqing Fan
University of Southern California - Marshall school of Business and Princeton University - Bendheim Center for Finance
Downloads 1,192 (18,322)
Citation 5

Abstract:

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Jump diffusion process, test for jumps, high frequency, stable convergence, FDR

2.

DNN: A Two-Scale Distributional Tale of Heterogeneous Treatment Effect Inference

Number of pages: 36 Posted: 05 Sep 2018
Yingying Fan, Jinchi Lv and Jingbo Wang
University of Southern California - Marshall school of Business, University of Southern California - Marshall School of Business and University of Southern California - Department of Economics
Downloads 62 (378,198)
Citation 1

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Causal inference, Heterogeneous treatment effects, U-statistics, L-statistics, Nonparametric estimation, $k$-nearest neighbors, Distributional nearest neighbors, Two-scale DNN, Personalization

3.

Tuning-Free Heterogeneity Pursuit in Massive Networks

USC-INET Research Paper No. 16-27
Number of pages: 58 Posted: 14 Oct 2016 Last Revised: 17 Oct 2016
Zhao Ren, Yongjian Kang, Yingying Fan and Jinchi Lv
University of Pittsburgh - Department of Statistics, University of Southern California, University of Southern California - Marshall school of Business and University of Southern California - Marshall School of Business
Downloads 42 (448,879)

Abstract:

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Heterogeneous Learning, Large-Scale Inference, Multiple Networks, Scalability, Heterogeneous Group Square-Root Lasso, Efficiency, Sparsity, and High Dimensionality

4.

IPAD: Stable Interpretable Forecasting with Knockoffs Inference

Number of pages: 50 Posted: 24 Sep 2018 Last Revised: 03 Oct 2018
University of Southern California - Marshall school of Business, University of Southern California - Marshall School of Business, University of Southern California - Department of Economics and Tohoku University - Graduate School of Economics & Management
Downloads 29 (508,700)
Citation 1

Abstract:

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Reproducibility, Power, Big Data, Interpretable Forecasting, Stability, Latent Factors, Model-X Knockoffs, Large-Scale Inference and FDR, Scalability, Intertwined Probabilistic Factors Decoupling, Lasso and Random Forest