activity
20052026
most citedModeling high-frequency financial data by pure jump processes

59 citations · 202 across the 12 of their papers we have counts for

collaborators

13 papers

math.PR2026

Optimal normal approximation for symmetric statistics

Bing-Yi Jing, Yiming Liu, Shaochen Wang +1

Rates of convergence in normal approximation are fundamental to probability and statistics. The theory has evolved from normalized sums to Studentized statistics, smooth functions…

math.ST2025

On Convergence Rates of Spiked Eigenvalue Estimates: A General Study of Global and Local Laws in Sample Covariance Matrices

Bing-Yi Jing, Weiming Li, Jiahui Xie +2

This paper investigates global and local laws for sample covariance matrices with general growth rates of dimensions. The sample size and population dimension can have the…

math.ST2021★ 3 cited

Convergence of Gaussian process regression: Optimality, robustness, and relationship with kernel ridge regression

Wenjia Wang, Bing-Yi Jing

In this work, we investigate Gaussian process regression used to recover a function based on noisy observations. We derive upper and lower error bounds for Gaussian process regress…

cs.SI2020★ 3 cited

Community Detection on Mixture Multi-layer Networks via Regularized Tensor Decomposition

Bing-Yi Jing, Ting Li, Zhongyuan Lyu +1

We study the problem of community detection in multi-layer networks, where pairs of nodes can be related in multiple modalities. We introduce a general framework, i.e., mixture mul…

cs.SI2019★ 2 cited

Measuring the Clustering Strength of a Network via the Normalized Clustering Coefficient

Ting Li, Xianshi Yu, Bing-Yi Jing

In this paper, we propose a novel statistic of networks, the normalized clustering coefficient, which is a modified version of the clustering coefficient that is robust to network…

stat.ML2019

Semi-supervised learning in unbalanced and heterogeneous networks

Ting Li, Ningchen Ying, Xianshi Yu +1

Community detection was a hot topic on network analysis, where the main aim is to perform unsupervised learning or clustering in networks. Recently, semi-supervised learning has re…

stat.ML2017★ 2 cited

Adaptive Scaling

Ting Li, Bingyi Jing, Ningchen Ying +1

Preprocessing data is an important step before any data analysis. In this paper, we focus on one particular aspect, namely scaling or normalization. We analyze various scaling meth…

math.ST2015★ 52 cited

Testing for pure-jump processes for high-frequency data

Xin-Bing Kong, Zhi Liu, Bing-Yi Jing

Pure-jump processes have been increasingly popular in modeling high-frequency financial data, partially due to their versatility and flexibility. In the meantime, several statistic…

cs.LG2015

Regularized maximum correntropy machine

Jim Jing-Yan Wang, Yunji Wang, Bing-Yi Jing +1

In this paper we investigate the usage of regularized correntropy framework for learning of classifiers from noisy labels. The class label predictors learned by minimizing transiti…

math.ST2012★ 34 cited

Nonparametric estimate of spectral density functions of sample covariance matrices: A first step

Bing-Yi Jing, Guangming Pan, Qi-Man Shao +1

The density function of the limiting spectral distribution of general sample covariance matrices is usually unknown. We propose to use kernel estimators which are proved to be cons…

math.ST2012★ 59 cited

Modeling high-frequency financial data by pure jump processes

Bing-Yi Jing, Xin-Bing Kong, Zhi Liu

It is generally accepted that the asset price processes contain jumps. In fact, pure jump models have been widely used to model asset prices and/or stochastic volatilities. The que…

math.PR2009★ 18 cited

On normal approximations to -statistics

Vidmantas Bentkus, Bing-Yi Jing, Wang Zhou

Let be i.i.d. random observations. Let be a -statistic of order where is a linear statistic having asympt…

math.ST2005★ 29 cited

Saddlepoint approximation for Student's t-statistic with no moment conditions

Bing-Yi Jing, Qi-Man Shao, Wang Zhou

A saddlepoint approximation of the Student's t-statistic was derived by Daniels and Young [Biometrika 78 (1991) 169-179] under the very stringent exponential moment condition that…