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

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

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

High-Dimensional Minimum Variance Portfolio Estimation Based on High-Frequency Data

Cai, Tianwen Tony; Hu, Jianchang; Li, Yingying; Zheng, Xinghua
Journal of Econometrics, v. 214, (2), 2020, p. 482-494
Business Statistics

Organizational Information Security Management for Sustainable Information Systems: An Unethical Employee Information Security Behavior Perspective

Chu, Amanda M. Y.; v
Sustainability, v. 12, (8), 2020, article number 3163, p. 1-25
Business Statistics

An Empirical Bayes Method for Chi-Squared Data

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

A GARCH Model with Artificial Neural Networks

Liu, Wing Ki; So, Mike Ka Pui; Chu, Man Ying
Information, v. 11, (10), 2020, article number 489, p. 1-17
Business Statistics

Quasi-maximum Likelihood Estimation of Conditional Autoregressive Wishart Models

Asai, Manabu; So, Mike Ka Pui
Journal of Time Series Analysis, v. 42, (3), 2021, p. 271-294
Business Statistics

Asking Sensitive Questions Using the Randomized Response Approach in Public Health Research: An Empirical Study on the Factors of Illegal Waste Disposal

Chong, Andy C. Y.; Chu, Amanda M. Y.; So, Mike Ka Pui; Chung, Siu Wa
International Journal of Environmental Research and Public Health, v. 16, (6), 2019, article number 970
Business Statistics

On Hysteretic Vector Autoregressive Model with Applications

Chen, Cathy W. S.; Hong, Than-Thi; So, Mike Ka Pui
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, v. 89, (2), 2019, p. 191-210
Business Statistics

Inferactive Data Analysis

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