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  Correspondence

  • Name:   Ya-Fen Ye
  • E-mail:   yafenye@163.com
  • Phone:   +86-0571-87317741(O)
  • Address:   Zhijiang College, Zhejiang Univercity of Technology, Hangzhou 310024, China

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      Biography


         Ya-Fen Ye received her Bachelor's degree in Department of Mathematics from Wenzhou Normal College, and received Doctor's degree in College of Statistics from Zhejiang Gongshang University, China, in 2005 and 2011, respectively. Currently, she is a lecturer at the Zhijiang College, Zhejiang University of Technology. Her research interests include economic statistics and machine learning.

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      Research Interests

  • Dynamic Stochastic General Equilibrium (DSGE) Model and Application

         Bayesian Techniques of DSGE Model

         MCMC Simulation of DSGE Model

         DSGE Model Analyzing Monetary Policy Rule

  • Support Vector Machine and Application

         Twin Support Vector Regression

         Financial Conditions Index and Inflation Prediction by SVMs

         Dimensionality reduction and feature selection

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    Resources

  • TWSVM: A Matlab code for twin bounded SVM.

    Publications



  • Y.-F. Ye, Y.-H. Shao, W.-J. Chen, Comparing inflation forecasts using an \epsilon-wavelet twin support vector regression, Journal of Information & Computational Science , 2013(5).
  • Y.-F. Ye, B. Xu, Exchange rate flexibility and monetary policy in china: simulation evidence, International Journal of Innovative Management, Information & Production, , 2012(3):43-52.
  • Y.-F. Ye, B. Xu, Financial structure and economic growth: A nonparametric assessment, International Conference on Innovative Computing, Information and control, ICIC, , 2009:1144-1147.
  • L. Xu, Y.-F. Ye,Monetary Policy Rules and House Price in Chinese Economy, the 5the International Conference on Computer Sciences and Convergence Information Technology ICCIT, , 2010:935-938.
  • B. Xu, Y.-F. Ye,Chinese Real Estate Sector Under Precommitment and Discretion Money Policy Rule, Mathematics and Computers in Science and Engineering, , 2009:19-24.
  • N. Jin, Y.-F. Ye,Estimating a Dynamic Stochastic General Equilibrium Model for China: a Bayesian Approach, Proceeding of the 10th International Conference on Intelligent Technologies, , 2009.
  • N. Jin, Y.-F. Ye, Estimation of reporting tax errors for Chinese personal income based on errors-in-variables model, the Second International Conference on Innovative Computing, Information and control, ICIC, , 2007.

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