Tingting Ye

Boston University - Questrom School of Business

595 Commonwealth Avenue

Boston, MA MA 02215

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 35,187

SSRN RANKINGS

Top 35,187

in Total Papers Downloads

1,986

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

Derivatives Pricing via Machine Learning

Boston University Questrom School of Business Research Paper No. 3352688
Number of pages: 40 Posted: 06 Apr 2019 Last Revised: 16 Jul 2019
Tingting Ye and Liangliang Zhang
Boston University - Questrom School of Business and Huatai Securities
Downloads 685 (53,983)
Citation 3

Abstract:

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Machine Learning, Regression Analysis, Jump-Diffusion, Derivatives Pricing, Hilbert Space, Orthogonal Projection

2.

A General Framework of Optimal Investment

Number of pages: 32 Posted: 10 Mar 2018 Last Revised: 21 Jun 2019
Qing Yang, Tingting Ye and Liangliang Zhang
Fudan University - School of Economics, Boston University - Questrom School of Business and Huatai Securities
Downloads 621 (61,192)

Abstract:

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Active Portfolio Management, Strong Law of Large Numbers, Artificial Intelligence, Deep Learning, Backtesting

3.

Asset Allocation via Machine Learning and Applications to Equity Portfolio Management

Number of pages: 33 Posted: 27 Jan 2021
Fudan University - School of Economics, affiliation not provided to SSRN, Fudan University - School of Economics, Boston University - Questrom School of Business and Huatai Securities
Downloads 212 (200,692)

Abstract:

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Portfolio Optimization, Machine Learning, Hierarchical Clustering, K-Means Clustering, Deep Learning Regression, Mean-Variance-Skewness-Kurtosis, Reinforcement Learning, Monte-Carlo Simulation, Bottom-up Approaches

4.

A Unified Theory of Asset Pricing

Boston University Questrom School of Business Research Paper
Number of pages: 75 Posted: 12 Aug 2017 Last Revised: 12 May 2019
Qing Yang, Tingting Ye and Liangliang Zhang
Fudan University - School of Economics, Boston University - Questrom School of Business and Huatai Securities
Downloads 187 (224,722)

Abstract:

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Stochastic Partial Equilibrium, Dynamic Stochastic General Equilibrium, Asset Pricing, Complete Market, Incomplete Market, Heterogeneous Beliefs, External Habit Formation, Generalized Recursive Preference, Convex Portfolio Constraint, Picard Fixed-Point Iteration, PIDE

5.

Regression Asset Pricing and Investment

Boston University Questrom School of Business Research Paper No. 3386467
Number of pages: 7 Posted: 03 Jun 2019
Tingting Ye and Liangliang Zhang
Boston University - Questrom School of Business and Huatai Securities
Downloads 112 (336,440)

Abstract:

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Regression Asset Pricing, Deep Neural Networks, Panel Regression

6.

Treasury Bond Price and Yield Curve Prediction via No Arbitrage Arguments and Machine Learning

Number of pages: 29 Posted: 03 Feb 2022
affiliation not provided to SSRN, Fudan University - School of Economics, Fudan University - School of Economics, Boston University - Questrom School of Business, Fudan University and Huatai Securities
Downloads 92 (382,482)

Abstract:

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Bond Return Prediction, No Arbitrage Models, Bond Pricing, Yield Curve Prediction, Machine Learning, Factor Models

7.

Managerial Ability and Intangible Assets: Evidence From Purchase Price Allocations in Mergers and Acquisitions

Boston University Questrom School of Business Research Paper No. 3384449
Number of pages: 39 Posted: 30 May 2019 Last Revised: 07 Jul 2020
Shin Hyoung Kwon and Tingting Ye
Hanyang University ERICA and Boston University - Questrom School of Business
Downloads 77 (425,135)
Citation 1

Abstract:

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Managerial Ability, Intangible Assets, Goodwill, Purchase Price Allocation, Mergers and Acquisitions