Concepedia

Yingying Li

YL

Statistics

Publications

50

Citations

2.5K

H-Index

28

Active since

2008

Affiliations

Hong Kong University of Science and Technology(Current)

University of Hong Kong

University of Chicago

Fermi National Accelerator Laboratory

University of Science and Technology of China

Yingying Li is an author at Hong Kong University of Science and Technology specializing in engineering, business, and finance.

Top concepts

Publications per year

2008–2024

50

Publications

50

Quantum Simulation for High-Energy Physics

C. Bauer, Zohreh Davoudi, A. Baha Balantekin et al. · PRX Quantum · 2023 · 274 citations · Full text

The leverage effect puzzle: Disentangling sources of bias at high frequency

Yacine Aı̈t-Sahalia, Jianqing Fan, Yingying Li · Journal of Financial Economics · 2013 · 216 citations

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Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection

Jianqing Fan, Yingying Li, Ke Yu · Journal of the American Statistical Association · 2012 · 163 citations · Full text

Novelty detection meets collider physics

Jan Hajer, Yingying Li, Tao Liu et al. · Physical review. D/Physical review. D. · 2020 · 146 citations · Full text

Approaching Mean-Variance Efficiency for Large Portfolios

Mengmeng Ao, Yingying Li, Xinghua Zheng · Review of Financial Studies · 2018 · 144 citations

, , +15

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