Dr Gang Yi
Research Associate
- Email: gang.yi@ncl.ac.uk
- Telephone: +44(0)191 208 1692
- Address: Room 8.08
Newcastle University Business School
Newcastle University
Newcastle upon Tyne
NE1 4SE
UK
Current position: Research Associate in Finance, Newcastle University Business School.
Previous experiences:
Postdoctoral Research Associate in Multivariate Statistical Process Control, Centre for Process Analytics and Control Technology, Newcastle University.
PhD in Statistics, Newcastle University, UK.
MA in International Financial Analysis with merit, Newcastle University, UK.
MBA in Finance with distinction. Renmin University of China.
Bachelor of Engineering in Mechanics, 1st class. Shenyang Institute of Technology, China.
- Statistical Pattern Recognition/statistical arbitrage.
- Computational finance.
- High Frequency Financial Data Analysis.
- Consumer credit risk modeling.
- Predictive dynamic modeling.
N/A.
- Yi G, Shi JQ, Choi T. Penalized Gaussian Process Regression and Classification for High-Dimensional Nonlinear Data. Biometrics 2011, 67(4), 1285-1294.
- Yi G, Coleman SY, Ren Q. CUSUM Method in predicting regime shifts and its performance in different stock markets. Journal of Applied Statistics 2006, 33(7), 647-661.
