Xing Yan

Email: yanxing128 [at]

Welcome to my website!

Research Interests

Machine Learning and Financial Engineering

Data-driven Financial Analytics

Quantitative Risk Management

Asset Pricing, Market Microstructure, etc.

Journal Papers

Qi Wu, Xing Yan (alphabetical order). "Capturing Deep Tail Risk via Sequential Learning of Quantile Dynamics." Journal of Economic Dynamics and Control (JEDC), 2019

Conference Papers

Xing Yan, Qi Wu, Wen Zhang. "Cross-sectional Learning of Extremal Dependence among Financial Assets." Neural Information Processing Systems (NeurIPS), 2019 (Forthcoming) code0.1 poster

Xing Yan, Weizhong Zhang, Lin Ma, Wei Liu, Qi Wu. "Parsimonious Quantile Regression of Financial Asset Tail Dynamics via Sequential Learning." Neural Information Processing Systems (NIPS), 2018 code0.1 poster

Xing Yan, Hong Chang, Shiguang Shan, Xilin Chen. "Modeling video dynamics with deep dynencoder." European Conference on Computer Vision (ECCV), 2014

Xing Yan, Hong Chang, Xilin Chen. "Temporally multiple dynamic textures synthesis using piecewise linear dynamic systems." IEEE International Conference on Image Processing (ICIP), 2013

Conference Talks

"Cross-sectional Learning of Extremal Dependence Among Financial Assets." Invited Talk at INFORMS Annual Meeting, Seattle. (October 2019)

"Cross-sectional Learning of Extremal Dependence Among Financial Assets." Invited Talk at 7th Asian Quantitative Finance Conference (AQFC), VIASM. (July 2019)

"Parsimonious Learning of Tail Dynamics." 6th Asian Quantitative Finance Conference (AQFC), Sun Yat-sen University. (November 2018)


PhD in SEEM (Financial Engineering), The Chinese University of Hong Kong, 2019

Master in Computer Science, Chinese Academy of Sciences, 2015

Bachelor in Pure Mathematics, Nankai University, 2012