Ban Zheng

Economics and Econometrics · 2012–2013

A researcher in the Science corpus: 2 papers; trusts 9 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 18 citations into it; #10,846 of 23,481 by trust here, #19,308 by citations
• Finance — 16 citations into it; #4,989 of 10,518 by trust here, #8,309 by citations
• Applied Mathematics — 7 citations into it

Whom Ban Zheng trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Frédéric Abergel
2. Eymen Errais
3. Paul Embrechts
4. Rama Cont
5. Robert Tibshirani
6. A. Jedidi
7. Eric R. Ziegel
8. Jean-Philippe Bouchaud
9. Yacine Aït-Sahalia
10. Kay Giesecke

Who trusts Ban Zheng overall

1. Alec N. Kercheval
2. Matthew F. Dixon
3. Adamantios Ntakaris
4. Martin Magris
5. Dat Thanh Tran
6. Juho Kanniainen
7. Moncef Gabbouj
8. Simon Clinet

Papers from Ban Zheng's perspective

Ordered by how strongly the researchers Ban Zheng trusts endorse each paper. Same corpus, a different order for every researcher.

1. Affine Point Processes and Portfolio Credit Risk (SIAM Journal on Financial Mathematics)
2. The Elements of Statistical Learning
3. Regression Shrinkage and Selection via the Lasso
4. How Markets Slowly Digest Changes in Supply and Demand
5. Regularization Paths for Generalized Linear Models via Coordinate Descent
6. Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
7. Atomic Decomposition by Basis Pursuit
8. Estimating the degree of activity of jumps in high frequency data
9. Econophysics: Empirical facts and agent-based models
10. Multivariate Hawkes processes: an application to financial data (Journal of Applied Probability)

Their papers

• Price jump prediction in a limit order book (2012) — 48 citations
• Ergodicity and scaling limit of a constrained multivariate Hawkes process (2013) — 52 citations