Yushan Tang

20212022202320242 5 16 6

Public access

1 article

0 articles

available

not available

Based on funding mandates

Sophia Zhengzi LiAssistant Professor of Finance, Rutgers UniversityVerified email at business.rutgers.edu
Yong ChenDavid R. Norcom Professor of Finance, Texas A&M UniversityVerified email at mays.tamu.edu
Guofu ZhouWashington University in St. LouisVerified email at wustl.edu
YUANYUAN XIAORutgers Business SchoolVerified email at rutgers.edu
Cheng-Few LeeRutgers UniversityVerified email at business.rutgers.edu
Tim BollerslevDuke UniversityVerified email at duke.edu

Yushan Tang

Nankai Bussiness School

Verified email at nankai.edu.cn - Homepage


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
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	7	2022
Automated volatility forecasting SZ Li, Y Tang Available at SSRN 3776915, 2023	2	2023
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	2	2023
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	2	2021
Forecasting and Managing Correlation Risks T Bollerslev, SZ Li, Y Tang Available at SSRN 4281900, 2023	1	2023
Anomalies as New Hedge Fund Factors Y Chen, SZ Li, Y Tang, G Zhou Available at SSRN 4320496, 2024		2024

The system can't perform the operation now. Try again later.

Articles 1–7

Citations per year