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Jennifer So-Kuen Chan
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2020 – today
- 2023
- [j12]Joanna J. J. Wang, Jennifer S. K. Chan
:
Stochastic modelling of volatility and inter-relationships in the Australian electricity markets. Commun. Stat. Simul. Comput. 52(8): 3877-3896 (2023) - 2022
- [j11]Steven Y. K. Wong
, Jennifer S. K. Chan, Lamiae Azizi, Richard Y. D. Xu
:
Time-varying neural network for stock return prediction. Intell. Syst. Account. Finance Manag. 29(1): 3-18 (2022) - 2021
- [c2]Steven Y. K. Wong, Jennifer S. K. Chan, Lamiae Azizi, Richard Y. D. Xu
:
Supervised Temporal Autoencoder for Stock Return Time-series Forecasting. COMPSAC 2021: 1735-1741 - 2020
- [i1]Steven Y. K. Wong, Jennifer S. K. Chan, Lamiae Azizi, Richard Y. D. Xu:
Non-stationary neural network for stock return prediction. CoRR abs/2003.02515 (2020)
2010 – 2019
- 2016
- [p1]Rasika P. Yatigammana, S. T. Boris Choy
, Jennifer So-Kuen Chan
:
Autoregressive Conditional Duration Model with an Extended Weibull Error Distribution. Causal Inference in Econometrics 2016: 83-107 - 2014
- [j10]Jennifer So-Kuen Chan
, Wai-Yin Wan:
Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions. J. Multivar. Anal. 127: 72-87 (2014) - [c1]Jennifer So-Kuen Chan
, Connie P. Y. Lam, S. T. Boris Choy
:
An Innovative Financial Time Series Model: The Geometric Process Model. TES 2014: 81-99 - 2012
- [j9]Jennifer So-Kuen Chan
, Connie P. Y. Lam, Philip L. H. Yu, S. T. Boris Choy
, Cathy W. S. Chen
:
A Bayesian conditional autoregressive geometric process model for range data. Comput. Stat. Data Anal. 56(11): 3006-3019 (2012) - 2011
- [j8]Wai-Yin Wan, Jennifer So-Kuen Chan
:
Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions. Comput. Stat. Data Anal. 55(1): 687-702 (2011) - [j7]Joanna J. J. Wang, Jennifer So-Kuen Chan
, S. T. Boris Choy
:
Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures. Comput. Stat. Data Anal. 55(1): 852-862 (2011) - [j6]Cathy W. S. Chen
, Jennifer So-Kuen Chan
, Mike K. P. So
, Kevin K. M. Lee:
Classification in segmented regression problems. Comput. Stat. Data Anal. 55(7): 2276-2287 (2011) - [j5]Jennifer So-Kuen Chan
, Wai-Yin Wan:
Bayesian approach to analysing longitudinal bivariate binary data with informative dropout. Comput. Stat. 26(1): 121-144 (2011) - [j4]Cathy W. S. Chen
, Jennifer So-Kuen Chan
, Richard Gerlach
, William Y. L. Hsieh:
A comparison of estimators for regression models with change points. Stat. Comput. 21(3): 395-414 (2011) - 2010
- [j3]Jennifer S. K. Chan
, Doris Y. P. Leung
:
Binary geometric process model for the modeling of longitudinal binary data with trend. Comput. Stat. 25(3): 505-536 (2010)
2000 – 2009
- 2009
- [j2]Jennifer So-Kuen Chan
, Doris Y. P. Leung
, S. T. Boris Choy
, Wai-Yin Wan:
Nonignorable dropout models for longitudinal binary data with random effects: An application of Monte Carlo approximation through the Gibbs output. Comput. Stat. Data Anal. 53(12): 4530-4545 (2009) - 2004
- [j1]Jennifer So-Kuen Chan
, Yeh Lam, Doris Y. P. Leung
:
Statistical inference for geometric processes with gamma distributions. Comput. Stat. Data Anal. 47(3): 565-581 (2004)
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