Why yes, that is a Tuesday and Wednesday, right at the start of the National Holiday, playing a venue with a max capacity of 1,500, with tickets starting at 680rmb.
Here's an article from 1994 where he calls out Joe Satriani and Jeff Beck for playing out-of-tune, suggests he influenced Metallica, says Pantera's singing sounds like "somebody is either shoving something up the vocalist's ass, or something is coming out of his ass and mouth at the same time," and insists that The Cure should be shot. Here's a first-hand account of that time his band started a brawl in the first class cabin on a flight to Tokyo and Yngwie tried to kill a lady and the pilot got knocked out when he tried to get involved. Here's an audio recording (VPN On, Parental Guidance off). He named his next album after the event.
And here he is performing Arpeggios From Hell.
Anyway, this riotous, calamitous, arpeggio-loving, supremely talented mess of a man, who claims 19th century violin virtuoso Niccolò Paganini as an inspiration, but also says that he isn't influenced by music, is on stage at MAO Livehouse. Tickets available on SmartTicket right here.