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EZH2 overexpression dampens tumor-suppressive signals via an EGR1 silencer to drive breast tumorigenesis Journal article
Oncogene, 2020,Volume: 39,Issue: 48,Page: 7127-7141
Authors:  Guan,Xiaowen;  Deng,Houliang;  Choi,Un Lam;  Li,Zhengfeng;  Yang,Yiqi;  Zeng,Jianming;  Liu,Yunze;  Zhang,Xuanjun;  Li,Gang
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date：2021/03/04
Elevated Exogenous Pyruvate Potentiates Mesodermal Differentiation through Metabolic Modulation and AMPK/mTOR Pathway in Human Embryonic Stem Cells Journal article
STEM CELL REPORTS, 2019,Volume: 13,Issue: 2,Page: 338-351
Authors:  Chengcheng Song;  Faxiang Xu;  Zhili Ren;  Yumeng Zhang;  Ya Meng;  Yiqi Yang;  Shreyas Lingadahalli;  Edwin Cheung;  Gang Li;  Weiwei Liu;  Jianbo Wan;  Yang Zhao;  Guokai Chen
Favorite |  | TC[WOS]:5 TC[Scopus]:6 | Submit date：2020/04/22
Hescs  Pyruvate  Bmp4  Glycolysis  Tca Cycle  Ampk  Wnt  Metabolism  Mesoderm  Differentiation  
Estimating spot volatility in the presence of infinite variation jumps Journal article
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2018,Volume: 128,Issue: 6,Page: 1958-1987
Authors:  Liu, Qiang;  Liu, Yiqi;  Liu, Zhi
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date：2018/10/30
Semi-martingale  High Frequency Data  Spot Volatility  Kernel Estimate  Central Limit Theorem  
Estimation of spot volatility with superposed noisy data Journal article
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2018,Volume: 44,Page: 62-79
Authors:  Liu, Qiang;  Liu, Yiqi;  Liu, Zhi;  Wang, Li
Favorite |  | TC[WOS]:2 TC[Scopus]:1 | Submit date：2018/10/30
High Frequency Financial Data  Spot Volatility  Range-based Estimation  Kernel Estimate  Multiple Records  Microstructure Noise  Central Limit Theorem  
A regression-based numerical scheme for backward stochastic differential equations Journal article
COMPUTATIONAL STATISTICS, 2017,Volume: 32,Issue: 4,Page: 1357-1373
Authors:  Deng DING;  Yiqi Liu
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date：2019/07/23
Characteristic Functions  Least-squares Regressions  Monte Carlo Methods  European Options  
Determining the integrated volatility via limit order books with multiple records Journal article
Quantitative Finance, 2017,Volume: 17,Issue: 11,Page: 1697-1714
Authors:  YIQI LIU;  QIANG LIU;  ZHI LIU;  DENG DING
Favorite |  | TC[WOS]:0 TC[Scopus]:1 | Submit date：2019/05/22
High-frequency Data  Integrated Volatility  Limit Order Books  Microstructure Noise  Multiple Records