Yi (Sherry) Luo|Sherry Luo

Yi (Sherry) Luo|Sherry Luo

Xi'an Jiaotong-Liverpool University - Suzhou / China
Others
AD Scientific Index ID: 5879233
西交利物浦大学
person_outline Yi (Sherry) Luo|Sherry Luo's MOST POPULAR ARTICLES
1-) Essays on Hybrid Modeling of Machine Learning Algorithms and Financial Time Series Models PQDT-Global, 2022
2-) When MIDAS Meets LASSO: The Power of Low-Frequency Variables in Forecasting Value-at-Risk and Expected ShortfallY Luo, X Xue, M IzzeldinJournal of Financial Econometrics 23 (1), nbae016, 2025
3-) Bankruptcy forecasting—Market information with ensemble modelY Cao, Y Luo, P Wei, J Zhai, S ShiThe British Accounting Review, 101530, 2024
4-) When MIDAS Meets LASSO: The Wisdom of Low-frequency Variables in Forecasting Value-at-Risk and Expected ShortfallY Luo, X Xue, M IzzeldinAvailable at SSRN 4342139, 20232023