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

DOWNLOADS
Rank 33,978

SSRN RANKINGS

Top 33,978

in Total Papers Downloads

1,277

CITATIONS
Rank 45,025

SSRN RANKINGS

Top 45,025

in Total Papers Citations

3

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 1,173 (16,653)
Citation 3

Abstract:

Loading...

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 44 (401,667)

Abstract:

Loading...

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 40 (416,457)

Abstract:

Loading...

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 20 (511,574)

Abstract:

Loading...

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