Author Page for Ying Chen

Neural Tangent Kernel in Implied Volatility Forecasting: A Nonlinear Functional Autoregression Approach

Number of pages: 87 Posted: 28 Aug 2023 Last Revised: 17 Apr 2025

National University of Singapore (NUS) - Department of Mathematics, NEOMA Business School and National University of Singapore (NUS) - Department of Mathematics

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Citation 1

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2.

Reinforcement Learning for Optimal Market Making with the Presence of Rebate

Number of pages: 34 Posted: 05 Aug 2020

Ge Zhang and Ying Chen

Institute of Data Science, National University of Singapore and National University of Singapore (NUS) - Department of Mathematics

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Citation 5

Abstract:

3.

Option Returns and the risk-free Rate in Crypto Asset Markets

Number of pages: 23 Posted: 07 May 2025

Julian Winkel, Wolfgang Karl Härdle, Lei Zhou and Ying Chen

International Research Training Group 1792 "High Dimensional Nonstationary Time Series", Humboldt-Universität zu Berlin, Blockchain Research Center Humboldt-Universität zu Berlin, National University of Singapore (NUS) and National University of Singapore (NUS) - Department of Mathematics

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4.

Optimal trade execution under endogenous order flow

Number of pages: 37 Posted: 01 Oct 2021

Ying Chen, Ulrich Horst and Hoang Hai Tran

National University of Singapore (NUS) - Department of Mathematics, Humboldt University of Berlin and National University of Singapore (NUS) - Department of Statistics and Applied Probability

Downloads 361 (213,671)

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5.

Optimal Execution with Hidden Orders Under Self-Exciting Dynamics

Number of pages: 56 Posted: 01 Oct 2021

Ying Chen, Zexin Wang, Ge Zhang and Chao Zhou

National University of Singapore (NUS) - Department of Mathematics, Imperial College London - Department of Mathematics, Institute of Data Science, National University of Singapore and National University of Singapore (NUS) - Department of Mathematics

Downloads 308 (249,561)

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6.

Portfolio Liquidation Under Transient Price Impact – Theoretical Solution and Implementation With 100 NASDAQ Stocks

Number of pages: 22 Posted: 07 Jan 2020

Ying Chen, Ulrich Horst and Hoang Hai Tran

National University of Singapore (NUS) - Department of Mathematics, Humboldt University of Berlin and National University of Singapore (NUS) - Department of Statistics and Applied Probability

Downloads 252 (307,444)

Citation 5

Abstract:

7.

Optimal Trade Execution Strategy and Implementation with Deterministic Market Impact Parameters

Number of pages: 68 Posted: 30 Aug 2023

Ying Chen, Ulrich Horst and Hoang Hai Tran

National University of Singapore (NUS) - Department of Mathematics, Humboldt University of Berlin and National University of Singapore (NUS) - Department of Statistics and Applied Probability

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8.

An eXplainable Multi-Stage Stochastic Optimisation for Bunker Procurement Planning

Number of pages: 49 Posted: 20 Aug 2023

Wei Li, Qinghe Sun, Ying Chen and Mabel C. Chou

National University of Singapore (NUS) - Institute of Operations Research and Analytics, Hong Kong Polytechnic University - Department of Logistics and Maritime Studies, National University of Singapore (NUS) - Department of Mathematics and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)

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9.

Article's Scientific Prestige: measuring the impact of individual articles in the Web of Science

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2

Article's Scientific Prestige: measuring the impact of individual articles in the Web of Science

Number of pages: 39 Posted: 24 Mar 2022

Ying Chen, Thorsten Koch, Nazgul Zakiyeva, Kailiang Liu, Zhitong Xu, Chun-houh Chen, Junji Nakano and Keisuke Honda

National University of Singapore (NUS) - Department of Mathematics, Technische Universitat Berlin - Software and Algorithms for Discrete Optimization, Zuse Institute Berlin, affiliation not provided to SSRN, National University of Singapore (NUS) - Department of Statistics and Applied Probability, Academia Sinica - Institute of Statistical Science, Chuo University and The Institute of Statistical Mathematics

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Article's Scientific Prestige: Measuring the Impact of Individual Articles in the Web of Science

Number of pages: 39 Posted: 04 Mar 2022

Ying Chen, Thorsten Koch, Nazgul Zakiyeva, Kailiang Liu, Zhitong Xu, Chun-houh Chen, Junji Nakano and Keisuke Honda

National University of Singapore (NUS) - Department of Mathematics, Technische Universitat Berlin - Software and Algorithms for Discrete Optimization, Zuse Institute Berlin - Applied Algorithmic Intelligence Methods Department, National University of Singapore (NUS) - National University of Singapore (Chongqing) Research Institute, National University of Singapore (NUS) - Department of Statistics and Data Science, Academia Sinica - Institute of Statistical Science, Chuo University - Department of Global Management and The Institute of Statistical Mathematics

Downloads 56 (1,017,159)

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10.

Is Innovation Slowing Down? Insights from the AIMS Framework of Patent Values

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Citation 1

2

Is Innovation Slowing Down? Insights from the AIMS Framework of Patent Values

Number of pages: 27 Posted: 15 Aug 2024

Lei Zhou, Ying Chen, Hanqiu Peng and Thorsten Koch

National University of Singapore (NUS), National University of Singapore (NUS) - Department of Mathematics, National University of Singapore (NUS) and Technische Universitat Berlin - Software and Algorithms for Discrete Optimization

Downloads 83 (798,777)

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Is Innovation Slowing Down? Insights from the Aims Framework of Patent Values

Number of pages: 27 Posted: 26 Sep 2024

Lei Zhou, Ying Chen, Hanqiu Peng and Thorsten Koch

National University of Singapore (NUS), National University of Singapore (NUS) - Department of Mathematics, National University of Singapore (NUS) and Technische Universitat Berlin - Software and Algorithms for Discrete Optimization

Downloads 29 (1,371,100)

Citation 1

Abstract:

11.

Investor Attention and Topic Appearance Probabilities: Evidence from Treasury Bond Market

Number of pages: 34 Posted: 05 Aug 2020

Hao Lei, Ying Chen and Cathy Yi‐Hsuan Chen

National University of Singapore (NUS) - Department of Statistics and Applied Probability, National University of Singapore (NUS) - Department of Mathematics and University of Glasgow, Adam Smith Business School

Downloads 106 (664,543)

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12.

Modeling and Forecasting the Dynamics of the Natural Gas Transmission Network in Germany with the Demand and Supply Balance Constraint

Number of pages: 39 Posted: 05 Aug 2020

Ying Chen, Thorsten Koch, Nazgul Zakiyeva and Bangzhu Zhu

National University of Singapore (NUS) - Department of Mathematics, Technische Universitat Berlin - Software and Algorithms for Discrete Optimization, Zuse Institute Berlin and Jinan University

Downloads 98 (704,534)

Abstract:

13.

Analyzing Risk Spillovers in Regional and Global Sovereign Bond Markets: The Influence of ASEAN Emerging Countries Using a Time-Varying Matrix Autoregressive Model

Number of pages: 63 Posted: 07 Dec 2023

Ying Chen, Jiazi Chen, Wei Li and Gazi Salah Uddin

National University of Singapore (NUS) - Department of Mathematics, affiliation not provided to SSRN, affiliation not provided to SSRN and Linkoping University - Department of Management and Engineering Division

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14.

The Variational Bayesian Inference for Network Autoregression Models

Number of pages: 40 Posted: 23 Feb 2021

Wei-Ting Lai, Ray-Bing Chen, Ying Chen and Thorsten Koch

Department of Statistics, National Cheng Kung University, National Cheng Kung University, National University of Singapore (NUS) - Department of Mathematics and Technische Universitat Berlin - Software and Algorithms for Discrete Optimization

Downloads 42 (1,157,785)

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15.

Innovation Value Discrepancy and Its Role in Shaping Firms’ Short-Term Gains and Sustainable Growth

Number of pages: 52 Posted: 14 Nov 2025

Lei Zhou, Ying Chen, Wenhan Gao and Sy Bor Wang

National University of Singapore (NUS), National University of Singapore (NUS) - Department of Mathematics, National University of Singapore (NUS) and affiliation not provided to SSRN

Downloads 28 (1,372,601)

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16.

Debt Structure and the Allocation of Recoveries in Default

Number of pages: 55

Lei Zhou, Ying Chen and Katsuki Fujisawa

National University of Singapore (NUS), National University of Singapore (NUS) - Department of Mathematics and Institute of Science Tokyo

Downloads 0

Ying Chen

National University of Singapore (NUS) - Department of Mathematics

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Scholarly Papers (16)

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Other Papers (1)

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