Yi Cai

Dr. Yi Cai

orcid

Biography

My research interests lie in financial time series modeling, reverse mixed-frequency time series forecasting, prediction using decomposition algorithms, DY spillover index, etc. Recently, I have been focusing on the integration of rolling decomposition forecasting and explainable mechanisms, which can be applied to energy prices, stock prices, cryptocurrency prices, and more.

Affiliations

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Honors and Awards

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Experience

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