Hello, this is my research garden.
You could find me at Google Scholar or Research Gate.
You could find me at Google Scholar or Research Gate.
Machine Learning; Financial Risk Management; High-frequency Trading; Stochastic Control; Derivatives Pricing...
J. Yin and H.Y. Wong (2023). Bond portfolio optimization with long-range dependent credits. Journal of Industrial and Management Optimization, 19(10), 7090-7104.
J. Yin and H.Y. Wong (2023). Deep LOB Trading: Half a second please! Expert Systems with Applications, 213, 118899.
J. Yin, B. Han, and H.Y. Wong (2022). COVID-19 and credit risk: A long memory perspective. Insurance: Mathematics and Economics, 104, 15-34.
J. Yin and H.Y. Wong (2022). The relevance of features to limit order book learning. Available at SSRN 4226309.
The 11th World Congress of the Bachelier Finance Society (BFS), June 13-17, 2022.
NVIDIA GPU Technology Conference (GTC), March 21-24, 2022.
The 24th International Congress on Insurance: Mathematics and Economics (IME), July 5-9, 2021.