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...
T. Yan, J. Yin, L. Wang and H.Y, Wong (2025). 4/2 rough and smooth. Journal of Banking and Finance, 181, 107560.
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 CUHK symposium on Data Science and Risk Analytics, Dec 9, 2023.
International ICT Expo @HKCEC and ITC InnoCarnival @HKSTP, Oct 2022.
The 11th World Congress of the Bachelier Finance Society (BFS), June 13-17, 2022.
NVIDIA GPU Technology Conference (GTC), Mar 21-24, 2022.
The 24th International Congress on Insurance: Mathematics and Economics (IME), July 5-9, 2021.