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)
  • Visiting Scholar, Kellogg School of Management, Northwestern University (May 2023 — July 2023)
  • 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)
  • Start-up Fund from University of Macau 2023-2024.
  • 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, 2022:1-11.
  3. Yi Ding, Guoli Liu, Yingying Li, and Xinghua Zheng. Stock co-jump networks. Journal of Econometrics, to appear
  4. Yi Ding and Xinghua Zheng. High-dimensional covariance matrices under volatility models: Asymptotics and shrinkage estimation, submitted.
  5. Yi Ding, Robert Engle, Yingying Li, and Xinghua Zheng. Factor modeling for volatility, working paper.
  • Conference presentations:
    • 2023: 15th annual meeting of the Society for Financial Econometrics (SoFiE 2023, Seoul); Asia meeting of the econometrics society (AMES2023, Beijing&Singapore).
    • 2022: 16th International Conference on Computational and Financial Econometrics (CFE 2022)&15th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2022, London), invited talk;14th annual meeting of the Society for Financial Econometrics (SoFiE 2022, London).
    • 2021: NSFC-UST FinTech Symposium (FinTech Symposium 2021, Hong Kong), invited talk.
    • 2019: 11th ICSA International Conference (ICSA 2019, Hangzhou), invited talk; 3rd International Conference on Econometrics and Statistics (EcoSta 2019, Taiwan), invited talk
    • 2018: 2nd International Conference on Econometrics and Statistics (EcoSta 2018, Hong Kong), invited talk.
    • 2017:1st International Conference on Econometrics and Statistics (EcoSta 2017, Hong Kong), invited talk; China Meeting of Econometric Society 2017 (CMES 2017, Wuhan), invited talk; Asia Meeting of the Econometrics Society 2017 (AMES, Hong Kong).
  • Invited seminar presentations
    • Oxford University (2022)
    • Hong Kong University (2020)
    • City University of Hong Kong (2019)
    • Shenzhen University (2019)