Qiwei Yao
Scholar

Qiwei Yao

Google Scholar ID: 6otVU08AAAAJ
London School of Economics
Time seriesdimension reduction and factor modelsspatio-temporal modellingfinancial econometrics
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Citations & Impact
All-time
Citations
4,155
 
H-index
30
 
i10-index
57
 
Publications
20
 
Co-authors
27
list available
Contact
Emailq.yao@lse.ac.ukCVOpen ↗
Publications
6 items
Hedging Memory Horizons for Non-Stationary Prediction via Online Aggregation
2026
Cited
0
Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration
2025
Cited
0
Spatio-Temporal Autoregressions for High Dimensional Matrix-Valued Time Series
2025
Cited
0
Autoregressive Hypergraph
2025
Cited
0
Weight-calibrated estimation for factor models of high-dimensional time series
2025
Cited
0
Identification and estimation for matrix time series CP-factor models
arXiv.org · 2024
Cited
1
Resume (English only)
Co-authors
27 total
Co-author 1
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Co-author 3
Yannig Goude
Yannig Goude
EDF R&D, LMO Université Paris-Saclay
Co-author 5
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Co-author 7
Eric Kolaczyk
Eric Kolaczyk
Professor, Department of Mathematics & Statistics, McGill University