Yi Ding

I am a Ph.D student in Business Statistics at Hong Kong University of Science and Technology. I am currently looking for academic jobs and will graduate in June 2020.

 

My research interests include

Financial econometrics; High-dimensional statistics; Financial technology; Statistical

learning; Portfolio optimization; Asset allocation; High-frequency financial data.

MY CV can be found here

EDUCATION

Hong Kong University of Science and Technology

Ph.D. in Business Statistics, Expected 2020

Tsinghua University

B.Sc. in Mathematics and Applied Mathematics, 2009

RESEARCH INTEREST

Financial econometrics; High-dimensional statistics; Financial technology; Statistical learning; 

Portfolio optimization;  Asset allocation; High-frequency financial data

RESEARCH PAPERS
  • Ding, Yi and Li, Yingying and Zheng, Xinghua, ''High dimensional minimum variance portfolio under factor model" (2019) , under 2ed round review for Journal of Econometrics

  • Ding, Yi and Li, Yingying and Song, Rui, ''Statistical learning for individualized asset allocation(2019), manuscript

  • Ding, Yi and Engle, Robert and Li, Yingying and Zheng, Xinghua, ''Factor modeling for volatility" (2019), manuscript

HONORS AND REWARDS
  • SoFiE 2019 Shanghai Conference Travel Grant from NYU (2019)

  • Dean's PhD Fellowship from HKUST (2016-2017)

  • Research Travel Grant from HKUST (2016-2017)

  • Post Graduate Studentship from HKUST (2015-2020)

  • Various scholarships from Tsinghua University (2005-2009)

CONFERENCE PRESENTATIONS
  • The Asian Regional Section of the International Association for Statistical Computing (IASC-ARS 2019), invited talk, “Statistical learning for personalized wealth management”, Hong Kong (Dec. 2019)

  • The 3rd International Conference on Econometrics and Statistics (EcoSta 2019), invited talk, ''Factor
    modeling for volatility", Tai Wan (Jun 2019)

  • The 2ed International Conference on Econometrics and Statistics (EcoSta 2018), invited talk, ''Statistical learning of personalized wealth management", Hong Kong (Jun 2018)

  • The 1st International Conference on Econometrics and Statistics (EcoSta 2017), invited talk, ''High dimensional minimum variance portfolio under factor model", Hong Kong (Jun 2017)

  • China Meeting of Econometric Society 2017 (CMES 2017), invited talk, ''High dimensional minimum variance portfolio under factor model", Wuhan (June 2017)

  • The 2017 Asia Meeting of the Econometrics Society 2017 (AMES 2017), ''High dimensional minimum variance portfolio under factor model", Hong Kong (June 2017)

TEACHING EXPERIENCE
  • Instructor: Business Statistics, ISOM 2500, Hong Kong University of Science and Technology, undergraduate course, instructor rating: 87.5/100 (average: 86.5/100), Summer 2019

  • Teaching Assistant: Statistical Analysis of Financial Data in R, ISOM 4530, Hong Kong University of Science and Technology, undergraduate course, Fall 2016, Fall 2017, Fall 2018, Fall 2019

  • Teaching Assistant: Statistics for Financial Risk Management, ISOM 4520, Hong Kong University of Science and Technology, undergraduate course, Spring 2016, Spring 2017

ACADEMIC SERVICE
  • Reviewer for Journal of Econometrics, Journal of Empirical Finance