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

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

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
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

Neyman-Pearson classification: parametrics and sample size requirement

Tong, Xin; Xia, Lucy; Wang, Jiacheng; Feng, Yang
Journal of Machine Learning Research, v. 21, 2020, article number 12
Business Statistics

An Empirical Bayes Method for Chi-Squared Data

Du, Lilun; Hu, Inchi
Journal of the American Statistical Association, 2020
Business Statistics

Intentional Control of Type I Error over Unconscious Data Distortion: a Neyman-Pearson Approach to Text Classification

Xia, Lucy; Zhao, Richard; Wu, Yanhui; Tong, Xin
Journal of the American Statistical Association, v. 116, (533), Mrch 2021, p. 68-81
Business Statistics

Inferactive Data Analysis

Bi, Nan; Markovic, Jelena; Xia, Lucy; Taylor, Jonathan
Scandinavian Journal of Statistics, 2019
Business Statistics

Quadro: A Supervised Dimension Reduction mMethod via Rayleigh Quotient Optimization

Fan, Jianqing; Ke, Zheng Tracy; Liu, Han; Xia, Lucy
Annals of Statistics, v. 43, (4), 2015, p. 1498-1534
Business Statistics

Single-index Modulated Multiple Testing

Du, Lilun; Zhang, Chunming
The Annals of Statistics, v. 42, :(4), 2014, p. 1262-1311
Business Statistics

Aggregation of affine estimators

Dai, Dong; Rigollet, Philippe; Xia, Lucy; Zhang, Tong
Electronic Journal of Statistics, v. 8, (1), 2014, p. 302-327