Ying Chen

National University of Singapore

Associate Professor

Department of Mathematics, Faculty of Science

Block S17, Level 4, 10 Lower Kent Ridge Road

Singapore, Singapore 119076

Singapore

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 46,123

SSRN RANKINGS

Top 46,123

in Total Papers Downloads

1,467

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

Topic Tones of Analyst Reports and Stock Returns: A Deep Learning Approach

Number of pages: 45 Posted: 20 Aug 2018 Last Revised: 20 May 2021
National University of Singapore (NUS) - Department of Statistics and Applied Probability, National University of Singapore, Southwest University of Finance and Economics and Singapore Management University - Lee Kong Chian School of Business
Downloads 801 (44,514)
Citation 3

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Textual Analysis; DNN Approach; Topic Tones; Information Content

2.

Discover Regional and Size Effects in Global Bitcoin Blockchain via Sparse-Group Network AutoRegressive Modeling

Number of pages: 38 Posted: 26 Sep 2018 Last Revised: 16 Feb 2021
Simon Trimborn, Ying Chen and Jiejie Zhang
University of Amsterdam - Amsterdam School of Economics (ASE), National University of Singapore and National University of Singapore (NUS) - Department of Statistics and Applied Probability
Downloads 278 (156,672)
Citation 4

Abstract:

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Bitcoin Blockchain, Network Dynamics, Two-Layer Sparsity

3.

Influencers, Inefficiency and Fraud – The Bitcoin Price Discovery Network Under the Microscope

Number of pages: 61 Posted: 25 Apr 2022
Simon Trimborn, Ying Chen and Ray-Bing Chen
University of Amsterdam - Amsterdam School of Economics (ASE), National University of Singapore and National Cheng Kung University
Downloads 173 (243,881)

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Influencer Identification, Market Efficiency, Fraud Detection, Structure Detection, Bitcoin Exchanges

4.

TriSNAR: A Three-Layer Sparse Estimator for Large-Scale Network AutoRegressive Models

Number of pages: 57 Posted: 06 May 2020
Simon Trimborn, Ying Chen and Ray-Bing Chen
University of Amsterdam - Amsterdam School of Economics (ASE), National University of Singapore and National Cheng Kung University
Downloads 151 (272,830)
Citation 1

Abstract:

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High-Dimensions, Dimension Reduction, Structure Detection, Network Analysis, Bitcoin Exchanges

5.

Regularized Partially Functional Autoregressive Model

Number of pages: 43 Posted: 15 Nov 2019 Last Revised: 23 Nov 2021
National University of Singapore, National University of Singapore, Institute of Data Science, National University of Singapore and Technische Universitat Berlin - Software and Algorithms for Discrete Optimization
Downloads 63 (479,659)
Citation 1

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Functional Data, High Dimensionality, Mixed-Type Covariates, Two-Layer Sparsity, Energy Forecasting

6.

Influencer Detection meets Network AutoRegression – Influential Regions in the Bitcoin Blockchain

Number of pages: 75
Simon Trimborn, Hanqiu Peng and Ying Chen
University of Amsterdam - Amsterdam School of Economics (ASE), affiliation not provided to SSRN and National University of Singapore
Downloads 1

Abstract:

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Bitcoin Blockchain, Network Dynamics, Two-Layer sparsity