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Drfuliyang/README.md

Fuli Yang

Financial econometrics · institutional market dynamics · distributional risk

Academic homepage · GARCH Institute · SSRN

I study how institutions, information, and market design shape financial risk, and develop methods to measure volatility, distributional change, and market memory.

Research programmes

My empirical research covers crypto markets, Japan macro-finance, monetary policy communication, climate risk and AI, and market design.

Explore the research hub →

Research guide · Repository directory

Popular repositories Loading

  1. research research Public

    Dr Fuli Yang’s research hub — Institutional Market Dynamics (IMD), Distributional Regime Persistence (DRP), financial econometrics, macro-finance, climate risk, and market design.

    1

  2. scientific-agent-skills scientific-agent-skills Public

    GARCH QUANT · Scientific Quant Agent — Non-commercial academic quantitative research agent

    Python 1

  3. pdf-craft pdf-craft Public

    Forked from oomol-lab/pdf-craft

    PDF craft can convert PDF files into various other formats. This project will focus on processing PDF files of scanned books.

    Python 1

  4. Auto-claude-code-research-in-sleep Auto-claude-code-research-in-sleep Public

    Forked from wanshuiyin/Auto-claude-code-research-in-sleep

    ARIS ⚔️ (Auto-Research-In-Sleep) — Lightweight Markdown-only skills for autonomous ML research: cross-model review loops, idea discovery, and experiment automation. No framework, no lock-in — works…

    Python 1

  5. pairs-trading pairs-trading Public

    Pairs Trading Strategy — cointegration, z-score signals, backtest, window optimization. For AI coding assistants.

    1

  6. financial-services financial-services Public

    Forked from anthropics/financial-services

    Python