Ying Chen

National University of Singapore (NUS)

1E Kent Ridge Road

NUHS Tower Block Level 7

Singapore, 119228

Singapore

  • National University of Singapore (NUS)

SCHOLARLY PAPERS

4

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1,031

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (4)

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1.

Intraday Index Predictability and Options Trading Profitability

Number of pages: 43 Posted: 01 Feb 2015
Kian Guan Lim, Ying Chen and Nelson Yap
Singapore Management University, National University of Singapore (NUS) and Independent
Downloads 661 (67,072)

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options trading, intraday predictability, risk-neutral moments, local autoregression model

2.

Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional Autoregressive Dynamics

SFB 649 Discussion Paper 2016-025
Number of pages: 38 Posted: 04 Aug 2016 Last Revised: 22 Jun 2017
Ying Chen, Wee Song Chua and Wolfgang Karl Härdle
National University of Singapore (NUS), National University of Singapore (NUS) and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 247 (205,867)
Citation 2

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Liquidity demand and supply curves, Order splitting strategy, Vector functional autoregression

3.

Risk Related Brain Regions Detected with 3D Image FPCA

Number of pages: 31 Posted: 14 Jul 2015
Ying Chen, Wolfgang Karl Härdle, Qiang He and Piotr Majer
National University of Singapore (NUS), Blockchain Research Center Humboldt-Universität zu Berlin, National University of Singapore (NUS) - Department of Statistics and Applied Probability and Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE)
Downloads 62 (575,549)

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Decision Making; fMRI; Neuroeconomics; Risk Attitude; RPID.

4.

An Adaptive Approach to Forecasting Three Key Macroeconomic Variables for Transitional China

BOFIT Discussion Paper No. 12/2015
Number of pages: 47 Posted: 15 Apr 2015 Last Revised: 17 Apr 2015
Linlin Niu, Xiu Xu and Ying Chen
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE), Humboldt University of Berlin - Institute for Statistics and Econometrics and National University of Singapore (NUS)
Downloads 61 (580,109)
Citation 2

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Chinese economy, local parametric models, forecasting