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  1. Tang, Chen [Author]; Shi, Yanlin [Author]

    Forecasting high-dimensional financial functional time series : an application to constituent stocks in Dow Jones index

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    2021

    Published in: Journal of risk and financial management ; 14(2021), 8 vom: Aug., Artikel-ID 343, Seite 1-13

  2. Kularatne, Thilini Dulanjali [Author]; Li, Jackie [Author]; Shi, Yanlin [Author]

    Forecasting mortality rates with a two-step LASSO based vector autoregressive model

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    2022

    Published in: Risks ; 10(2022), 11 vom: Nov., Artikel-ID 219, Seite 1-23

  3. Shi, Jianjie [Author]; Shi, Yanlin [Author]; Wang, Pengjie [Author]; Zhu, Dan [Author]

    Multi-population mortality modelling : a Bayesian hierarchical approach

    2024

    Published in: International Actuarial Association. Actuarial Studies in Non-Life Insurance: ASTIN bulletin ; 54(2024), 1 vom: Jan., Seite 46-74