Yan‐Xia Lin

Loss protection in pairs trading through minimum profit bounds: A cointegration approach

Yan‐Xia Lin, Michael McCrae, Chandra Gulati · Journal of Applied Mathematics and Decision Sciences · 2006 · 86 citations · Full text

Trade, Pairs Trading, Market Design +19

Improving promoter prediction Improving promoter prediction for the NNPP2.2 algorithm: a case study using Escherichia coli DNA sequences

Sandy Burden, Yan‐Xia Lin, R. Zhang · Bioinformatics · 2004 · 78 citations · Full text

ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS

Qiying Wang, Yan‐Xia Lin, Chandra Gulati · Econometric Theory · 2003 · 67 citations

General Fractional Processes, Engineering, Fractional-order System +9

Asymptotics for moving average processes with dependent innovations

Qiying Wang, Yan‐Xia Lin, Chandra Gulati · Statistics & Probability Letters · 2001 · 35 citations

Engineering, Dependent Innovations, Stochastic Processes +3

Can cointegration‐based forecasting outperform univariate models? An application to Asian exchange rates

Michael McCrae, Yan‐Xia Lin, Daniel Pavlik et al. · Journal of Forecasting · 2002 · 27 citations

Forecasting Methodology, Engineering, Long‐term Forecasting +18