Jennifer So-Kuen Chan

Orcid: 0000-0002-3167-6586

According to our database1, Jennifer So-Kuen Chan authored at least 16 papers between 2004 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2023
Stochastic modelling of volatility and inter-relationships in the Australian electricity markets.
Commun. Stat. Simul. Comput., August, 2023

2022
Time-varying neural network for stock return prediction.
Intell. Syst. Account. Finance Manag., 2022

2021
Supervised Temporal Autoencoder for Stock Return Time-series Forecasting.
Proceedings of the IEEE 45th Annual Computers, Software, and Applications Conference, 2021

2020
Non-stationary neural network for stock return prediction.
CoRR, 2020

2016
Autoregressive Conditional Duration Model with an Extended Weibull Error Distribution.
Proceedings of the Causal Inference in Econometrics, 2016

2014
Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions.
J. Multivar. Anal., 2014

An Innovative Financial Time Series Model: The Geometric Process Model.
Proceedings of the Modeling Dependence in Econometrics, 2014

2012
A Bayesian conditional autoregressive geometric process model for range data.
Comput. Stat. Data Anal., 2012

2011
A comparison of estimators for regression models with change points.
Stat. Comput., 2011

Bayesian approach to analysing longitudinal bivariate binary data with informative dropout.
Comput. Stat., 2011

Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures.
Comput. Stat. Data Anal., 2011

Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions.
Comput. Stat. Data Anal., 2011

Classification in segmented regression problems.
Comput. Stat. Data Anal., 2011

2010
Binary geometric process model for the modeling of longitudinal binary data with trend.
Comput. Stat., 2010

2009
Nonignorable dropout models for longitudinal binary data with random effects: An application of Monte Carlo approximation through the Gibbs output.
Comput. Stat. Data Anal., 2009

2004
Statistical inference for geometric processes with gamma distributions.
Comput. Stat. Data Anal., 2004


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