Min-Bin Lin

affiliation not provided to SSRN

SCHOLARLY PAPERS

9

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1,655

TOTAL CITATIONS

4

Scholarly Papers (9)

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1.

Cross-exchange Crypto Risk: A High-frequency Dynamic Network Perspective

Downloads 372 (170,997)
Citation 1

Cross-exchange Crypto Risk: A High-frequency Dynamic Network Perspective

Number of pages: 36 Posted: 27 Dec 2022 Last Revised: 10 Apr 2024
Yifu Wang, Wanbo Lu, Min-Bin Lin, Rui Ren and Wolfgang Karl Härdle
International Research Training Group 1792 "High Dimensional Nonstationary Time Series", Humboldt-Universität zu Berlin, Southwestern University of Finance and Economics (SWUFE), affiliation not provided to SSRN, Humboldt University of Berlin and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 272 (237,439)
Citation 1

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Partial correlation network, high-frequency data, cryptocurrency, cross exchanges, FTX, risk spillover

Cross-Exchange Crypto Risk: A High-Frequency Dynamic Network Perspective

Number of pages: 35 Posted: 02 Oct 2023 Last Revised: 26 May 2024
Yifu Wang, Wanbo Lu, Min-Bin Lin, Rui Ren and Wolfgang Karl Härdle
International Research Training Group 1792 "High Dimensional Nonstationary Time Series", Humboldt-Universität zu Berlin, School of Statistics, affiliation not provided to SSRN, Humboldt University of Berlin and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 100 (573,270)

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Partial correlation network, high-frequency data, Bitcoin, FTX, HAR

2.

Blockchain Mechanism and Distributional Characteristics of Cryptos

Lin MB, Khowaja K, Chen CYH, Härdle WK. Blockchain mechanism and distributional characteristics of cryptos. Advances in Quantitative Analysis of Finance & Accounting (AQAFA) , Vol. 18, 2021. DOI:10.6293/AQAFA.202112_(18).0006
Number of pages: 27 Posted: 20 Mar 2021 Last Revised: 03 Feb 2022
Min-Bin Lin, Kainat Khowaja, Cathy Yi‐Hsuan Chen and Wolfgang Karl Härdle
affiliation not provided to SSRN, International Research Training Group 1792, School of Business and Economics, Humboldt University of Berlin, University of Glasgow, Adam Smith Business School and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 310 (209,193)
Citation 2

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Cryptocurrency, price, blockchain mechanism, distributional characteristics, clustering

3.

代 DAI Digital Art Index: A robust price index for heterogeneous digital assets

Number of pages: 50 Posted: 14 Dec 2022
Min-Bin Lin, Bingling Wang, Fabian Bocart, Christian M. Hafner and Wolfgang Karl Härdle
affiliation not provided to SSRN, IRTG 1792, Artnet Worldwide Corporation, Catholic University of Louvain - Institute of Statistics and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 252 (259,346)

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Non-fungible token, digital art, hedonic regression, index construction, robustness

4.

In the Beginning Was the Word: LLM-VaR and LLM-ES

Number of pages: 37 Posted: 20 Jan 2025
Daniel Traian Pele, Vlad Bolovaneanu, Min-Bin Lin, Rui Ren, Andrei Theodor Ginavar, Bruno Spilak, Alexandru Victor Andrei, Filip Toma, Stefan Lessmann and Wolfgang Karl Härdle
Bucharest University of Economic Studies, Bucharest University of Economic Studies, affiliation not provided to SSRN, Humboldt University of Berlin, Bucharest University of Economic Studies, Bucharest University of Economic Studies, Bucharest University of Economic Studies, Bucharest University of Economic Studies, School of Business and Economics, Humboldt-University of Berlin and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 189 (348,375)

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Value at Risk, Expected Shortfall, GPT, LLM-VaR, LLM-ES, Large Language Models

5.

What Drives Crypto’s Volatility Persistence: A Data Analytic Probe on Ethereum

Number of pages: 56 Posted: 08 Feb 2024
Min-Bin Lin, Cathy Yi‐Hsuan Chen and Wolfgang Karl Härdle
affiliation not provided to SSRN, University of Glasgow, Adam Smith Business School and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 144 (429,497)

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Blockchain, Ethereum, ETH, cryptonomics, the Merge, volatility components

6.

NFTs and VizTech

Number of pages: 26 Posted: 26 Jun 2023
Bingling Wang, Min-Bin Lin and Wolfgang Karl Härdle
IRTG 1792, affiliation not provided to SSRN and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 105 (548,482)

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NFT, Non-Fungible token, CryptoPunks, digital asset, Visualisation Techniques, UMAP, t-SNE, blockchain, VizTech

7.

Understanding Blockchain Technology

Number of pages: 23 Posted: 30 Apr 2024
Min-Bin Lin, Daniel Traian Pele and Rui Ren
affiliation not provided to SSRN, Bucharest University of Economic Studies and Humboldt University of Berlin
Downloads 104 (552,367)

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8.

On SGX’s Voyage to Corporate Sustainability: Exploring Emerging Topics in Multi-Industry Corpora

Number of pages: 43 Posted: 18 Jan 2024
Xinwen Ni, Min-Bin Lin, Simon Schillebeeckx and Wolfgang Karl Härdle
School of Business and Economics, affiliation not provided to SSRN, Singapore Management University - Lee Kong Chian School of Business and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 96 (583,573)

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nsupervised learning, Latent Dirichlet Allocation (LDA), sustainability, Singapore Exchange (SGX)

9.

Resource Requirements in Business Process Modelling from an Operations Management Perspective

Number of pages: 15 Posted: 08 Jul 2021
Asvin Goel and Min-Bin Lin
Kuehne Logistics University and affiliation not provided to SSRN
Downloads 83 (671,340)
Citation 1

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business process modelling, resource requirements, BPMN 2.0