Ying Chen

National University of Singapore

Block S16, Level 7,

6 Science Drive 2

Singapore, 117546

SCHOLARLY PAPERS

2

DOWNLOADS

467

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Topic Sentiment Asset Pricing with DNN Supervised Learning

Number of pages: 54 Posted: 20 Aug 2018 Last Revised: 23 Sep 2018
Hitoshi Iwasaki and Ying Chen
National University of Singapore (NUS) - Department of Statistics and Applied Probability and National University of Singapore
Downloads 326 (92,868)

Abstract:

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Sentiment Analysis; Asset Pricing; Portfolio construction

2.

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

Number of pages: 36 Posted: 26 Sep 2018 Last Revised: 26 Aug 2019
Ying Chen, Simon Trimborn and Jiejie Zhang
National University of Singapore, National University of Singapore (NUS) - Department of Mathematics and National University of Singapore (NUS) - Department of Statistics and Applied Probability
Downloads 141 (207,532)
Citation 1

Abstract:

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Bitcoin Blockchain, Network Dynamics, Two-Layer Sparsity