Yang Liu is a Senior Researcher in the AI Department of WeBank, China. Her research interests include machine learning, federated learning, transfer learning, multi-agent systems, statistical mechanics, and applications of these technologies in the financial industry. She received her Ph.D. from Princeton University in 2012 and her Bachelor's degree from Tsinghua University in 2007. She holds multiple patents. Her research has been published in leading scientific journals such as ACM TIST and Nature.
Author/Editor: Bas B Bakker, Beatriz Garcia-Nunes, Weicheng Lian, Yang Liu, Camila Perez Marulanda, Adam Siddiq, Mariusz A Sumlinski, Yuanchen Yang, Dmitry Vasilyev.
Release Date:March, 2023
In the past decade, fintech has shaken up the financial sector in Latin America providing innovations in lending, payments, insurance, and regulation and compliance. This paper examines this more...
Inflation has been rising during the pandemic against supply chain disruptions and a multi-year boom in global owner-occupied house prices. We present some stylized facts pointing to house prices as more...
Author/Editor: Andras Komaromi, Diego A Cerdeiro, Yang Liu.
Release Date:March, 2022
Rising prices and reports of empty shelves in major economies have drawn attention to the functioning of supply chains that normally operate smoothly in the background. Among the issues, the long more...
Author/Editor: Viral V Acharya, Yang Liu, Yunhui Zhao.
Release Date:June, 2021
We study the effect of COVID-19 containment measures on expected stock price volatility in some advanced economies, using event studies with hand-collected minute-level data and panel regressions more...
Author/Editor: Ricardo Hoyos, Yang Liu, Hui Miao, Christian Saborowski.
Release Date:July, 2020
This paper examines the drivers of liquidity shortages in the Mexican government bond market. We use unique transaction- and quote level data with information on end-investors to construct an index more...
