Concepedia

Raphael Yan

RY

4

Publications

162

Citations

4

H-Index

2000

Active since

Affiliations

University of Washington Applied Physics Laboratory(Current)

McMaster University

Raphael Yan is an author at University of Washington Applied Physics Laboratory specializing in business, finance, and financial engineering.

Top concepts

FinanceBusinessFinancial EngineeringEconomicsAsset PricingAlgorithmic TradingFinancial EconomicsMedicineManagementPhysiology

Publications per year

2000–2019

4

Publications

4

Dynamic pairs trading using the stochastic control approach

Agnès Tourin, Raphael Yan · Journal of Economic Dynamics and Control · 2013 · 85 citations

Economics, Algorithmic Trading, Stochastic Control Approach +6

Sodium-ascorbate cotransport controls intracellular ascorbate concentration in primary astrocyte cultures expressing the SVCT2 transporter

Jasminka Korčok, Raphael Yan, Ramin Siushansian et al. · Brain Research · 2000 · 45 citations

Signal Transduction, Molecular Physiology, Biochemistry +13

Optimal dynamic pairs trading of futures under a two-factor mean-reverting model

Tim Leung, Raphael Yan · International Journal of Financial Engineering · 2018 · 16 citations

Two-factor Mean-reverting Model, Financial Mathematics, Computational Finance +16

A stochastic control approach to managed futures portfolios

Tim Leung, Raphael Yan · International Journal of Financial Engineering · 2019 · 16 citations

Portfolio Optimization, Financial Economics, Asset Pricing +13

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