Assistant Professor in Business Intelligence and Analytics
  • Ph.D in Business Statistics, Hong Kong University of Science and Technology, Hong Kong, China
  • B.S. in Mathematics and Applied Mathematics, Tsinghua University, Beijing, China
  • Assistant Professor, Faculty of Business Administration, University of Macau (Oct.2022 — present)
  • Research Assistant Professor, Department of Applied Mathematics, Hong Kong Polytechnic University (Aug. 2020 — Sep.2022)
  • Teaching Assistant & Instructor, Hong Kong University of Science and Technology (Aug.2016—Aug.2019)
  • Joint estimation of high-dimensional latent factor and pricing error, Young Scholar Fund, NSFC, China, 2022-2024, Principal Investigator.
  • Spectral properties of sample covariance matrix under high-dimensional volatility models, GRF, Hong Kong, 2021-2022, Principal Investigator, 2022-2024, Co-Investigator.
  • Financial technology
  • High-frequency financial big data
  • Financial econometrics
  • High-dimensional statistics
  • Statistical machine learning
  1. Yi Ding, Yingying Li, and Xinghua Zheng. High dimensional minimum variance portfolio estimation under statistical factor models. Journal of Econometrics, 222(1):502–515, 2021.
  2. Yi Ding, Yingying Li, and Rui Song. Statistical learning in Individualized asset allocation. Journal of the American Statistical Association, to appear, 2022.
  1. Ding, Y., Li, Y., Liu, G., and Zheng, X., Stock Co-jump Networks, 16th International Conference on Computational and Financial Econometrics (CFE 2022)&15th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2022), invited talk, London (Dec.2022)
  2. Ding, Y., Li, Y., Liu, G., and Zheng, X., Stock Co-jump Networks, 14th annual meeting of the Society for Financial Econometrics (SoFiE 2022),
  3. Ding, Y., Li, Y., and Song, R. Statistical learning for individualized asset allocation, NSFC-UST FinTech Symposium (FinTech Symposium 2021), invited talk, Hong Kong (Dec. 2021)
  4. Ding, Y., Engle, R., Li, Y., and Zheng, X. Factor modeling for volatility, 11th ICSA International Conference (ICSA 2019), invited talk, Hangzhou (Dec. 2019)
  5. Ding, Y., Engle, R., Li, Y., and Zheng, X. Factor modeling for volatility, 3rd International Conference on Econometrics and Statistics (EcoSta 2019), invited talk, Tai Wan (June 2019)
  6. Ding, Y., Li, Y., and Song, R. Statistical learning for individualized asset allocation,  2nd International Conference on Econometrics and Statistics (EcoSta 2018), invited talk,  Hong Kong (June 2018)
  7. Ding, Y., Li, Y., and Zheng, X. High dimensional minimum variance portfolio under factor model, 1st International Conference on Econometrics and Statistics (EcoSta 2017), invited talk, Hong Kong (June 2017)
  8. Ding, Y., Li, Y., and Zheng, X. High dimensional minimum variance portfolio under factor model, China Meeting of Econometric Society 2017 (CMES 2017), invited talk, Wuhan (June 2017)
  9. Ding, Y., Li, Y., and Zheng, X. High dimensional minimum variance portfolio under factor model, 2017 Asia Meeting of the Econometrics Society 2017 (AMES 2017), Hong Kong (June 2017)