Yuying Sun is currently an associate research fellow and Ph.D. supervisor at the Academy of Mathematics and Systems Science and Center for Forecasting Science, Chinese Academy of Sciences. Her research interests include time series analysis, forecast, and empirical studies on Chinese economy and financial markets. She has published over 20 papers in journals such as the Journal of Econometrics and the European Journal of Operational Research, along with more than 30 policy research reports and related forecasting reports. These reports have received endorsements from national leaders or have been adopted by the general office of the Central Committee and the general office of the State Council of China. She has as successively won the "Major Scientific Research Progress Award (2017, 2019)" from the Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Chen Jingrun Future Star, Guan Zhaozhi Youth Research Award and others. She has been supported by National Natural Science fund for excellent young scholar and "Youth Talent Support Project" by the China Association for Science and Technology.
Research Areas
Education
Academy of Mathematics and Systems Science, Chinese Academy of Sciences | PhD | 2011.9-2016.7
Department of Mathematics, Jilin University (Statistics) | Bachelor's | 2007.9-2011.7
Publications
Papers
(1) Yuying Sun ; Ai Han; Yongmiao Hong; Shouyang Wang ; Threshold autoregressive models for interval-valued time series data, Journal of Econometrics, 2018, 206(2): 414-446
(2) Yuying Sun ; Yongmiao Hong; Tae-Hwy Lee ; Shouyang Wang; Xinyu Zhang ; Time-varying model averaging, Journal of Econometrics, 2021, 222(2): 974-992
(3) Yuying Sun ; Xinyu Zhang; Alan T.K. Wan; Shouyang Wang ; Model averaging for interval-valued data, European Journal of Operational Research, 2021
(4) Yuying Sun ; Jian Zhang; Xin Li ; Shouyang Wang; Forecasting tourism demand with a new time-varying forecast averaging approach, Journal of Travel Research, 2021
(5) Yuying Sun ; Xun Zhang; Yongmiao Hong; Shouyang Wang ; Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling, Energy Economics, 2019, 78: 165-173
(6) Yuying Sun ; Kenan Qiao; Shouyang Wang ; Uncertainty shocks of Trump election in an interval model of stock market, Quantitative Finance, 2021, 21(5): 865-879
(7) Yuying Sun ; Qin Bao; Jia li Zheng; Shouyang Wang; Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach, China Economic Review, 2020, 62
(8) Yanan He ; Ai Han; Yongmiao Hong; Yuying Sun ; Shouyang Wang; Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models, Econometric Reviews, 2021, 40(6): 584-606
(9) Boyu Yang; Yuying Sun ; Shouyang Wang ; A novel two-stage approach for cryptocurrency analysis, International Review of Financial Analysis, 2020, 72
(10) Kenan Qiao; Yuying Sun ; Shouyang Wang ; Market inefficiencies associated with pricing oil stocks during shocks, Energy Economics, 2019, 81: 661-671
(11) Shaolong Sun; Yuying Sun ; Shouyang Wang; Yunjie Wei; Interval decomposition ensemble approach for crude oil price forecasting, Energy Economics, 2018, 76: 274-287
(12) Yuying Sun ; Yongmiao Hong; Shouyang Wang ; Out-of-sample forecasts of China's economic growth and inflation using rolling weighted least squares, Journal of Management Science and Engineering, 2019, 4: 1-11
Students
现指导学生
宇佳 硕士研究生 120100-管理科学与工程
孙茗然 硕士研究生 120100-管理科学与工程