Publications

Our Faculty members are frequent contributors to world-renowned journals and serve on editorial boards of top IS, OR and Statistics academic journals.

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Business Statistics

Vine Copula Statistical Disclosure Control for Mixed-type Data

Chu, Amanda M.Y.; Ip, Chun Yin; Lam, Benson S.Y.; So, Mike Ka Pui
Computational Statistics and Data Analysis, v. 176, 2022, article number 107561
Business Statistics

Single-Block Recursive Poisson–Dirichlet Fragmentations of Normalized Generalized Gamma Processes

James, Lancelot
Mathematics, v. 10, (4), 2022, article number 561
Business Statistics

A Multivariate Randomized Response Model for Sensitive Binary Data

Chu, Amanda M.Y.; Omori, Yasuhiro; So, Hing Yu; So, Mike Ka Pui
Econometrics and Statistics, 26 2022
Business Statistics

Efficient Estimation of High-dimensional Dynamic Covariance by Risk Factor Mapping: Applications for Financial Risk Management

So, Mike Ka Pui; Chan, Wing Chun; Chu, Amanda M.Y.
Journal of Econometrics, v. 227, (1), 2022, p. 151-167
Business Statistics

Assessing Systemic Risk in Financial Markets Using Dynamic Topic Networks

So, Mike Ka Pui .; Mak, Anson S.W.; Chu, Amanda M.Y.
Scientific Reports, v. 12, (1), 2022, article number 2668
Business Statistics

Identifying the Big Shots-a Quantile-matching Way in the Big Data Context

Li, Guangrui (Kayla); So, Mike Ka Pui; Tam, Kar Yan
ACM Transactions on Management Information Systems, v. 13, (2), 2022, article number 19, p. 1-30
Business Statistics

Testing Specification of Distribution in Stochastic Frontier Analysis

Cheng, Ming-yen; Wang, Shouxia; Xia, Lucy; Zhang, Xibin
Journal of Econometrics, 2022
Business Statistics

Predicting Standardized Absolute Returns using Rolling-sample Textual Modelling

Tang, Ka Kit; Li, Ka Ching; So, Mike Ka Pui
PLoS ONE, v. 16, (12), Decmber 2021, article number e0260132
Business Statistics

Dynamic Covariance Modeling with Artificial Neural Networks

Liu, Wing Ki; So, Mike Ka Pui; Chu, Man Ying
Communications in Statistics: Case Studies, Data Analysis and Applications, 2021
Business Statistics

False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation

Du, Lilun; Guo, Xu; Sun, Wenguang; Zou, Changliang
Journal of the American Statistical Association, 2021