| Forecasting realized volatility: An automatic system using many features and many machine learning algorithms SZ Li, Y Tang Available at SSRN 3776915, 2021 | 15 | 2021 |
| Automated risk forecasting SZ Li, Y Tang Automated Risk Forecasting: Li, Sophia Zhengzi| uTang, Yushan, 2022 | 10 | 2022 |
| Anomalies as new hedge fund factors: A machine learning approach Y Chen, SZ Li, Y Tang, G Zhou Anomalies as New Hedge Fund Factors: A Machine Learning Approach: Chen, Yong …, 2023 | 3 | 2023 |
| Forecasting and managing correlation risks T Bollerslev, SZ Li, Y Tang Forecasting and Managing Correlation Risks: Bollerslev, Tim| uLi, Sophia …, 2022 | 3 | 2022 |
| Impacts of Time Aggregation on Beta Value and R2 Estimations Under Additive and Multiplicative Assumptions: Theoretical Results and Empirical Evidence Y Xiao, Y Tang, CF Lee Handbook of Financial Econometrics, Mathematics, Statistics, and Machine …, 2021 | 3 | 2021 |
| Automated Volatility Forecasting SZ Li, Y Tang Available at SSRN 3776915, 2023 | 2 | 2023 |
| Anomalies as New Hedge Fund Factors Y Chen, SZ Li, Y Tang, G Zhou Available at SSRN 4320496, 2024 | | 2024 |
Sophia Zhengzi LiAssociate Professor of Finance, Rutgers University在 business.rutgers.edu 的电子邮件经过验证
