All Stories

  1. Standardized Local Assortativity and Systemic Risk in Financial Markets

    Article • PLOS One, October 2023, PLOS

    Mike K.P. So

  2. A moving-window bayesian network model for assessing systemic risk in financial markets

    Article • PLOS One, January 2023, PLOS

    Mike K.P. So

  3. Identifying the Big Shots—A Quantile-Matching Way in the Big Data Context

    Article • ACM Transactions on Management Information Systems, June 2022, ACM (Association for Computing Machinery)

    Mike K.P. So

  4. Predicting standardized absolute returns using rolling-sample textual modelling

    Article • PLOS One, December 2021, PLOS

    Mike K.P. So

  5. A Latent Space Modeling Approach to Interfirm Relationship Analysis

    Article • ACM Transactions on Management Information Systems, January 2021, ACM (Association for Computing Machinery)

    Ka Chung Ng, Mike K.P. So

  6. Estimating the dependence of mixed sensitive response types in randomized response technique

    Article • Statistical Methods in Medical Research, May 2019, SAGE Publications

    Mike K.P. So

  7. A simulation smoother for long memory time series with correlated and heteroskedastic additive noise

    Article • Communications in Statistics - Simulation and Computation, January 2019, Taylor & Francis

    Mike K.P. So

  8. On hysteretic vector autoregressive model with applications

    Article • Journal of Statistical Computation and Simulation, October 2018, Taylor & Francis

    Mike K.P. So

  9. Multivariate modelling of spatial extremes based on copulas

    Article • Journal of Statistical Computation and Simulation, May 2018, Taylor & Francis

    Mike K.P. So

  10. Long Memory and Asymmetry for Matrix-Exponential Dynamic Correlation Processes

    Article • Journal of Time Series Econometrics, January 2014, De Gruyter

    Mike K.P. So