Tingting Ye

Boston University - Questrom School of Business

595 Commonwealth Avenue

Boston, MA MA 02215

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 38,938

SSRN RANKINGS

Top 38,938

in Total Papers Downloads

1,373

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

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 Dongxing Securities
Downloads 580 (54,570)

Abstract:

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

2.

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 Dongxing Securities
Downloads 393 (87,632)
Citation 3

Abstract:

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

3.

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 Dongxing Securities
Downloads 158 (217,835)

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

4.

Asset Allocation via Machine Learning and Applications to Equity Portfolio Management

Number of pages: 23 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 Dongxing Securities
Downloads 104 (303,280)

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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

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 Dongxing Securities
Downloads 99 (309,234)

Abstract:

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Regression Asset Pricing, Deep Neural Networks, Panel Regression

6.

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 39 (494,510)
Citation 1

Abstract:

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