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Works (9)

SFQRA: Scaled factor-augmented quantile regression with aggregation in conditional mean forecasting

Journal of Multivariate Analysis
2025-05 | Journal article
Contributors: Lei Shu; Yifan Hao; Yu Chen; Qing Yang
Source: check_circle
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Block structure-based covariance tensor decomposition for group identification in matrix variables

Statistics & Probability Letters
2025-01 | Journal article
Part of ISSN: 0167-7152
Contributors: Yu Chen; Zongqing Hu; Jie Hu; Lei Shu
Source: Self-asserted source
Lei Shu

Systemic risk in Chinese interbank lending networks: insights from short-term and long-term lending data

Empirical Economics
2024-12 | Journal article
Part of ISSN: 0377-7332
Part of ISSN: 1435-8921
Contributors: Shuyue Jin; Lei Song; Lei Shu; Qifeng Gao; Yu Chen
Source: Self-asserted source
Lei Shu

Tail Risk Dynamics under Price-Limited Constraint: A Censored Autoregressive Conditional Fréchet Model

Entropy
2024-06-28 | Journal article
Part of ISSN: 1099-4300
Contributors: Tao Xu; Lei Shu; Yu Chen
Source: Self-asserted source
Lei Shu

Factor-driven completion of tensor data with missing entries

Communications in Statistics - Simulation and Computation
2024-06-06 | Journal article
Part of ISSN: 0361-0918
Part of ISSN: 1532-4141
Contributors: Xinyu Li; Lei Shu; Yu Chen
Source: Self-asserted source
Lei Shu

Network effects on risk co-movements: A network quantile autoregression-based analysis

Finance Research Letters
2023-09 | Journal article
Contributors: Yu Chen; Yu Gao; Lei Shu; Xiaonan Zhu
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Crossref
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Preferred source (of 2)‎

Robust forecasting with scaled independent component analysis

Finance Research Letters
2023-01 | Journal article
Contributors: Lei Shu; Feiyang Lu; Yu Chen
Source: check_circle
Crossref
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Preferred source (of 2)‎

Sparse linear discriminant analysis via $l_0$ constraint

JUSTC
2022 | Journal article
Part of ISSN: 0253-2778
Part of ISSN: 0253-2778
Contributors: Qi Yin; Lei Shu; Department of Statistics and Finance, School of Management, University of Science and Technology of China, Hefei 230026, China
Source: Self-asserted source
Lei Shu

Spatial rank-based high-dimensional change point detection via random integration

Journal of Multivariate Analysis
2022-05 | Journal article
Part of ISSN: 0047-259X
Contributors: Lei Shu; Yu Chen; Weiping Zhang; Xueqin Wang
Source: Self-asserted source
Lei Shu

Peer review (1 review for 1 publication/grant)

Review activity for Finance research letters. (1)