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Parley Ruogu Yang

University of Cambridge (from arXiv:2407.10175, 2024) · ORCID · OpenAlex

5 papers in scope · 1 published · 3 on the econ.EM arXiv · 16 citations · h-index 1 (over the papers listed here)

Related authors

The 1 authors closest to this one in our weighted citation graph, most related first.

  1. Alexander Y. Shestopaloff

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(4 of 5)

Low Volatility Stock Portfolio Through High Dimensional Bayesian Cointegration
working paper2024 · arXiv
with Alexander Y. Shestopaloff
Paper profile arXiv arXiv:2407.10175
Bayesian Analysis of High Dimensional Vector Error Correction Model
working paper2023 · arXiv
with Alexander Y. Shestopaloff
Paper profile arXiv arXiv:2312.17061
DMS, AE, DAA: methods and applications of adaptive time series model selection, ensemble, and financial evaluation
working paper2021 · arXiv
with Ryan Lucas
Paper profile arXiv arXiv:2110.11156
Forecasting High-Frequency Financial Time Series: An Adaptive Learning Approach With the Order Book Data
working paper2021 · arXiv
Paper profile arXiv arXiv:2103.00264
Using the yield curve to forecast economic growth
published2020 · Journal of Forecasting · 16 citations
Journal of Forecasting

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.