Ying L. Becker
Degrees
Worcester Polytechnic Institute, Ph.D.Brandeis University, M.S.F.
Tsinghua University, B.S.
Expertise
Quantitative Investment; Advanced Technologies in Finance; Equity and Derivatives Pricing, Modeling and Applications; Active Portfolio Optimization and Risk Hedging.Profile
Professor Becker has over 24 years’ experience working in high technology and quantitative asset management industries. Before joining academic as a fulltime professor of finance practice in 2014, Professor Becker was a managing director and a senior management group member of State Street Global Advisor, where she was leading a global team using advanced technologies to research, develop, and apply quantitative investment strategies on hundred-billion dollars of global equity asset under management. Many of these models and strategies have been and are still applied on managing billions of US dollars for institutional clients worldwide. She pioneered the US Dynamic Equity investment product that has been categorized as “the category king” and as the top 10% among similar investment products. Another hedge fund strategy Dr. Becker has developed based on Genetic Programming Methodology resulted in superior risk-return performance than a conventional active investment model. With significant investment practitioner expertise and many years of applied research experience, Professor Becker brings a unique blend of skills, knowledge, and industrial best practices to the education field.Dr. Becker also serves as an independent director and senior consultant for a Hong Kong based hedge fund, and advises several Fintech startups.
Dr. Becker earned a PhD in chemical engineering from Worcester Polytechnic Institute and a master’s degree in finance from Brandeis University. She also holds a BS and MS in chemical engineering from Tsinghua University in Beijing, China. Dr. Becker's research has been published in various peer-reviewed journals and books and is a frequent speaker at academic and practitioner conferences.
Courses Taught
| BUS | 294a | Data Analytics Field Project |
| FIN | 270a | Options and Derivatives |
| FIN | 279a | Applied Risk Management |
| FIN | 280a | Financial Risk Management |
| FIN | 285a | Computer Simulations and Risk Assessment |
Scholarship
Becker, Ying L., Lin Guo, and Odilbek Nurmamatov. "Assessing Asset Tail Risk with Artificial Intelligence: The application of Artificial Neural Network." Advances in Pacific Basin Business, Economics, and Finance Vol. 8. (2020): 23-52.
Becker, Ying L., Lin Guo and Odilbek Nurmamatov. "Assessing Asset Tail Risk with Artificial Intelligence: The application of Artificial Neural Network." 2019 Annual Meeting of the China International Risk Forum (CIRF), Nankai University, Tianjing, China. July19-21, 2019.
Ying L. Becker and Marc R. Reinganum. "The Current State of Quantitative Equity Investing." CFA Research Foundation Literature Reviews Volume 13. 1 (2018): 1-74.
Ying L. Becker, Ki Han, and Georges Tsafack. "Earnings Announcement Premium and Idiosyncratic Risk: Is It Consistent with Risk-Return Trade-Off?." Southern Finance Association Annual Conference, NC, USA. November, 2018.
Becker, Ying L. "Behavioral, Big Data, and Asset Management." Keynote speaker, Hedge Fund Golden-Bull Award and 10-Year King Tower Asset Management Annul Meeting. Beijing, China. November, 2017.
Xi Li, Ying Becker, and Didier Rosenfeld. "Asset Growth and Future Stock Returns - International Evidence." Financial Analysts Journal Vol.68. No.3 (2012): 51-62.
Marc Reinganum, Ying Becker, and Chen He. "Active Equity Portfolio Strategies: Dynamic Quantitative Models." Institutional Money Management: An inside Look at Strategies, Players, and Practices. vol. August, 2011 John Wiley & Sons, Inc, 2011. 161-180.
Ying Becker, Xi Li, and Didier Rosenfeld. "Asset Growth and Future Stock Returns - International Evidence." Southern Financial Association Annual Conference, Florida, USA. November, 2011.
H. Shahrur, Y. Becker, and D. Rosenfeld. "Return Predictability along the Supply Chain - The International Evidence." Financial Analysts Journal Vol.66. No.3 (2010): 60-78.
Becker, Ying L. "Return Predictability along the Supply Chain - The International Evidence." European Financial Managment Association Annual Conference, Turin, Italy. June, 2009.
Becker, Ying L. Genetic Programming for Quantitative Stock Selection. Proc. of 2009 World Summit on Genetic and Evolutionary Computation. Shagnhai, China: 2009.
M. Kim, Y. Becker, P. Fei, and U. O’Reilly. "Identifying Macroeconomic Factors' Impact on Sector Performance - A Genetic Programming Based Approach." Genetic Programming Theory and Practice 2009 Workshop. University of Michigan, Ann Arbor, MI. May, 2009.
M. Kim, Y. Becker, P. Fei, and U. O’Reilly. "Constrained Genetic Programming to Minimize Overfitting in Stock Selection." Genetic Programming Theory and Practice VI. University of Michigan at Ann Arbor, MI: Springer, 2008
Ying Becker, Harold Fox and Peng Fei. "An Empirical Study of Multi-Objective Algorithms for Stock Ranking." Genetic Programming Theory and Practice V. University of Michigan at Ann Arbor, MI: Springer, 2007
Becker, Ying L. "Using Genetic Programming as a Tool in Quantitative Asset Management – An overview." Southern Finance Association Annual Conference, FL, USA. 2006.
Peng Fei and Ying L. Becker. "Empirical Evidence of Analyst Behavior and Market Reaction to the Earnings Forecast - Does Reg FD Matter." Proceedings of Southern Finance Association Annual Conference, FL, USA. 2006.
Ying L. Becker, Peng Fei and Anna Lester. "Stock Selection - An Innovative Application of Genetic Programming." Genetic Programming Theory and Practice IV. University of Michigan at Ann Arbor, MI: Springer, 2006
Michael Caplan and Ying L. Becker. "Lessons Learned Using Genetic Programming in a Stock Picking Context." Genetic Programming Theory and Practice II. Springer, 2005
Kimberly Gluck and Ying L. Becker. "Can Environmental Factors Improve Stock Selection?." Journal of Asset Management Vol. 5/4. (2004).
Ying L. Becker and Richard Ochman. "Predicting Extreme Performers in European Equities." Journal of Asset Management Vol. 4/6. (2004).
Y. L. Becker, Y. Wang, E. Choinski and E. Thorgerson. Thin Film Slot Coating Stability Analysis. Proc. of International Coating Science and Technology Symposium. University of Minnesota, Minniapolis, MN: 1998.
Y. L. Becker, Y. Wang, E. Choinski and E. Thorgerson. Two-Layer Simultaneous Slot Coating Flow Study. Proc. of International Coating Science and Technology Symposium. University of Minnesota, Minniapolis, MN: 1998.
Y. L. Becker and Y. Wang. Prediction of the minimum wet thickness of slot coating at low capillary number. Proc. of Prediction of the minimum wet thickness of slot coating at low capillary number. Cambridge, MA: 1997.
Y. L. Becker, A.G. Dixon, W.R. Moser and Y.H. Ma. "Modeling of ethylbenzene dehydrogenation in a catalytic membrane reactor." Journal of Membrane Science Vol. 77. (1993).
Y. L. Becker, W.R. Moser, Y.H. Ma and A.G. Dixon. "The synthesis and properties of catalytic inorganic membranes for the conversion of ethylbenzene to styrene." Journal of Catalysis Vol. 25. (1993).
A.G. Dixon, Y.L. Becker, Y.H. Ma and W.R. Moser. Comparison of model and experiment for ethylbenzene dehydrogenation in a catalytic membrane reactor. Proc. of Symposium of AIChE (American Institue of Chemical Engineers) Annual Meeting. Miami, Florida: 1992.
Y. L. Becker. Simultaneous reaction and separation by selective microporous ceramic membranes. Ph.D Thesis, WPI, 1991.
Y. Liu (maiden name), A.G. Dixon, Y.H. Ma, and W.R. Moser. "Permeation of ethylbenzene and hydrogen through untreated and catalytically-treated alumina membranes." Journal of Separation Science and Technology Vol. 25. (1990).
Y. Liu, W.R. Moser, Y.H. Ma and A.G. Dixon. Inorganic membranes for shifting equilibria in the catalytic dehydrogenation of ethylbenzene to styrene. Proc. of ACS (American Chemical Society) Symposium on New Catalytic Material and Techniques. Miami, Florida: 1989.
Y. Liu and W.J. Jiang. Extraction of acetic acid and furfural from dilute aqueous solutions with trialkylphosphine oxide (TRPO). Proc. of Proceedings of 1st International conference of Petro-chemical Industries. Tianjin, China: 1986.
Y. Liu. "Parametric pumping research – a periodic ladder model." Tsinghua Academic Study (1983).