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Jiahe Lin

University of Michigan–Ann Arbor (from arXiv:1912.04123, 2019) · ORCID · OpenAlex

6 papers in scope · 4 published · 2 on the econ.EM arXiv · 22 citations · h-index 3 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. George Michailidis
  2. Vladas Pipiras
  3. Young-Hoon Kim
  4. Zachary F. Fisher
  5. Marie-Christine Düker
  6. Likai Chen
  7. Wei Biao Wu
  8. Elvin Isufi
  9. Nathanaël Perraudin
  10. Geert Leus
  11. Andreas Loukas
  12. Yuefeng Han
  13. David S. Matteson
  14. Bernd Funovits
  15. Sayar Karmakar
  16. Stefan Richter
  17. Kejin Wu
  18. Ruey S. Tsay
  19. Niklas Ahlgren
  20. Timo Teräsvirta

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

(2 of 6)

Do price trajectory data increase the efficiency of market impact estimation?
published2024 · Quantitative Finance
with Fengpei Li, Vitalii Ihnatiuk, Yu Chen, Ryan J. Kinnear, Anderson Schneider, Yuriy Nevmyvaka, Henry Lam
Quantitative Finance
Structural Discovery with Partial Ordering Information for Time-Dependent Data with Convergence Guarantees
published2024 · Journal of Computational and Graphical Statistics · first circulated 2023
with Huitian Lei, George Michailidis
Journal of Computational and Graphical Statistics
A multi-task encoder-dual-decoder framework for mixed frequency data prediction
published2023 · International Journal of Forecasting · 6 citations
with George Michailidis
International Journal of Forecasting
System Identification of High-Dimensional Linear Dynamical Systems With Serially Correlated Output Noise Components
published2020 · IEEE Transactions on Signal Processing · 7 citations
with George Michailidis
IEEE Transactions on Signal Processing
Regularized Estimation of High-dimensional Factor-Augmented Vector Autoregressive (FAVAR) Models
working paper2019 · arXiv · 8 citations · first circulated 2018
with George Michailidis
Paper profile arXiv arXiv:1912.04146
Approximate Factor Models with Strongly Correlated Idiosyncratic Errors
working paper2019 · arXiv · 1 citations
with George Michailidis
Paper profile arXiv arXiv:1912.04123

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.