Liang-Ching Lin

Associate Professor

Department of Statistics

Phone886 6 2757575 ext 53638
Emaillclin@mail.ncku.edu.tw
Websitehttp://www.stat.ncku.edu.tw/activities/Liang/DrLiang.html

Source: Scopus
Calculated based on no. of publications stored in Pure and citations from Scopus

Research output per year

If you made any changes in Pure these will be visible here soon.

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.

Network

Recent external collaboration on country level. Dive into details by clicking on the dots.

1 Not started
1 Active
3 Finished

常態性假設下的符號區間值變數與區間值時間序列的分析及其應用
Lin, L.
19-08-01 → 20-07-31
Project: Research project
常態性假設下的符號區間值變數與區間值時間序列的分析及其應用
Lin, L.
20-08-01 → 21-07-31
Project: Research project
穩健主期望百分位成分以及其應用
Lin, L.
17-08-01 → 18-07-31
Project: Research project
穩健主期望百分位成分以及其應用
Lin, L.
16-08-01 → 17-07-31
Project: Research project
多維高頻交易資料的共變異數矩陣估計
Lin, L.
15-03-01 → 16-07-31
Project: Research project

18 Citations
2 h-Index
10 Article

Huber-type principal expectile component analysis
Lin, L. C., Chen, R. B., Huang, M. N. L. & Guo, M., 2020 Nov, In: Computational Statistics and Data Analysis. 151, 106992.
Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus)
Symbolic interval-valued data analysis for time series based on auto-interval-regressive models
Lin, L. C., Chien, H. L. & Lee, S., 2020 Jan 1, (Accepted/In press) In: Statistical Methods and Applications.
Research output: Contribution to journal › Article › peer-review
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 › peer-review

Open Access
Goodness-of-fit test for the SVM based on noisy observations
Lin, L. C., Lee, S. & Guo, M., 2016 Jul, In: Statistica Sinica. 26, 3, p. 1305-1329 25 p.
Research output: Contribution to journal › Article › peer-review
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 › peer-review
1 Citation (Scopus)