D. Xiu
Finance · 2010–2020
A researcher in the Science corpus: 17 papers; trusts 191 researchers and is trusted by 56 researchers here, as inferred from the citation graph.
Subfields
- Finance — 366 citations into it; #624 of 10,518 by trust here, #921 by citations
- Economics and Econometrics — 238 citations into it; #1,408 of 23,481 by trust here, #3,114 by citations
- Statistics and Probability — 144 citations into it
- Accounting — 54 citations into it; #6,766 of 8,970 by trust here, #7,013 by citations
- Management Science and Operations Research — 52 citations into it; #5,212 of 11,946 by trust here, #4,746 by citations
- Artificial Intelligence — 36 citations into it
- Computational Mechanics — 26 citations into it
- Strategy and Management — 24 citations into it
Whom D. Xiu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jun Pan
- Yacine Aït-Sahalia
- Ole E. Barndorff-Nielsen
- Jushan Bai
- Torben G. Andersen
- P. R. Hansen
- Lan Zhang
- Tim Bollerslev
- Jean Jacod
- Jianqing Fan
Who trusts D. Xiu overall
- Yacine Aït-Sahalia
- Markus Bibinger
- Markus Pelger
- Yang Zu
- Jianqing Fan
- Bing-Yi Jing
- Jean Jacod
- Elie Bouri
- Jia Li
- Yingying Li
Papers from D. Xiu's perspective
Ordered by how strongly the researchers D. Xiu trusts endorse each paper. Same corpus, a different order for every researcher.
- Deep Residual Learning for Image Recognition (Computer Vision and Pattern Recognition)
- ImageNet classification with deep convolutional neural networks
- Adam: A Method for Stochastic Optimization (International Conference on Learning Representations)
- Regression Shrinkage and Selection via the Lasso
- Gradient-based learning applied to document recognition
- Long Short-Term Memory
- Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift (International Conference on Machine Learning)
- Attention is All you Need (Neural Information Processing Systems)
- ImageNet: A large-scale hierarchical image database
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
Their papers
- Quasi-maximum likelihood estimation of volatility with high frequency data (2010) — 246 citations
- Generalized Method of Integrated Moments for High‐Frequency Data (2016) — 69 citations
- High-Frequency Covariance Estimates With Noisy and Asynchronous Financial Data (2010) — 268 citations
- Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency (2017) — 55 citations
- Using Principal Component Analysis to Estimate a High Dimensional Factor Model with High-Frequency Data (2017) — 202 citations
- Taming the Factor Zoo: A Test of New Factors (2019) — 528 citations
- Empirical Asset Pricing via Machine Learning (2018) — 2,086 citations
- Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods (2014) — 132 citations
- Principal Component Analysis of High-Frequency Data (2016) — 254 citations
- High-frequency factor models and regressions (2020) — 64 citations
- Autoencoder asset pricing models (2020) — 364 citations
- Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data (2019) — 56 citations
- Resolution of Policy Uncertainty and Sudden Declines in Volatility (2017) — 141 citations
- Taming the Factor Zoo (2017) — 114 citations
- Incorporating Global Industrial Classification Standard Into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator With High-Frequency Data (2016) — 136 citations
- A tale of two option markets: Pricing kernels and volatility risk ☆ (2014) — 132 citations
- Hermite Polynomial Based Expansion of European Option Prices (2014) — 63 citations