Photo of Liang-Ching Lin

View Scopus Profile

Liang-Ching Lin

Assistant Professor

  • 16 Citations
  • 2 h-Index
20122019
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.

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.

Projects 2015 2018

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

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 27

Supervisor: Lin, L. (Supervisor)

Student thesis: Master's Thesis

Study on the Interval Time Series Model

Author: 維敬, 王., 2017 Jul 21

Supervisor: 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 24

Supervisor: 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 27

Supervisor: Lin, L. (Supervisor)

Student thesis: Master's Thesis