Projects per year
Personal profile
Education
- 2013 PhD, Department of Applied Mathematics, National Sun Yat-sen University
Research Interests
- High-frequency financial data analysis
- Mathematical finance
- Time series analysis
Experience
- 1998/9~2003/6 B.S., Mathematics, National Tsing Hua University
- 2005/9~2007/6 M.S., Applied Mathematics, National Sun Yat-sen University
- 2007/9~2013/1 Ph.D., Applied Mathematics, National Sun Yat-sen University
Fingerprint Dive into the research topics where Liang-Ching Lin is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
Stochastic Volatility Model
Mathematics
Data analysis
Mathematics
High-frequency Data
Mathematics
Goodness of Fit Test
Mathematics
Financial Data
Mathematics
Continuous Time
Mathematics
Random variable
Mathematics
Spearman's coefficient
Mathematics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output 2012 2019
- 16 Citations
- 2 h-Index
- 8 Article
Modeling financial interval time series
Lin, L. C. & Sun, L. H., 2019 Feb, In : PloS one. 14, 2, e0211709.Research output: Contribution to journal › Article
Open Access
Time series
time series analysis
Likelihood Functions
Volatilization
financial economics
1
Citation
(Scopus)
Goodness-of-fit test for the SVM based on noisy observations
Lin, L-C., Lee, S. & Guo, M., 2016 Jul 1, In : Statistica Sinica. 26, 3, p. 1305-1329 25 p.Research output: Contribution to journal › Article
Goodness of Fit Test
Data analysis
Empirical Characteristic Function
High-frequency Data
Financial Data
1
Citation
(Scopus)
Optimal restricted quadratic estimator of integrated volatility
Lin, L. C. & Guo, M., 2016 Jun 1, In : Annals of the Institute of Statistical Mathematics. 68, 3, p. 673-703 31 p.Research output: Contribution to journal › Article
Volatility
Estimator
Data analysis
High-frequency Data
Sample variance
Assessing influential trade effects via high-frequency market reactions
Guo, M., Guo, Y. T., Wang, C. J. & Lin, L-C., 2015 Jul 3, In : Journal of Applied Statistics. 42, 7, p. 1458-1471 14 p.Research output: Contribution to journal › Article
Logistic Regression Model
Transactions
Market
Trade
Market reaction
4
Citations
(Scopus)
Spectral statistics of large dimensional spearman's rank correlation matrix and its application
Bao, Z., Lin, L. C., Pan, G. & Zhou, W., 2015 Dec, In : Annals of Statistics. 43, 6, p. 2588-2623 36 p.Research output: Contribution to journal › Article
Spearman's coefficient
Correlation Matrix
Cumulants
Random Vector
Random Matrices
Thesis
Monitoring outbreak of Dengue Fever by using INARMA model
Author: 孟翔, 陳., 2016 Jul 27Supervisor: Lin, L. (Supervisor)
Student thesis: Master's Thesis
Study on the Interval Time Series Model
Author: 維敬, 王., 2017 Jul 21Supervisor: Lin, L. (Supervisor)
Student thesis: Master's Thesis
基於區間時間序列的投資組合分配
Author: 怡萱, 劉., 2017 Jul 24Supervisor: Lin, L. (Supervisor)
Student thesis: Master's Thesis
基於蒙地卡羅模擬法預測共整合配對交易之獲利
Author: 俊豪, 廖., 2016 Jul 27Supervisor: Lin, L. (Supervisor)
Student thesis: Master's Thesis