Comparison of nonnested asymmetric heteroskedastic models. - Cathy W. S. Chen; Richard Gerlach; Mike K. P. So (Comput. Stat. Data Anal., 2006)

Bayesian sample size determination for case-control studies with misclassification. - James D. Stamey; Richard Gerlach (Comput. Stat. Data Anal., 2007)

Volatility forecasting using threshold heteroskedastic models of the intra-day range. - Cathy W. S. Chen; Richard Gerlach; Edward M. H. Lin (Comput. Stat. Data Anal., 2008)

Testing for nonlinearity in mean and volatility for heteroskedastic models. - Cathy W. S. Chen; Richard Gerlach; Amanda P. J. Tai (Math. Comput. Simul., 2008)

Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models. - Richard Gerlach; Cathy W. S. Chen (Stat. Comput., 2008)

Bayesian causal effects in quantiles: Accounting for heteroscedasticity. - Cathy W. S. Chen; Richard Gerlach; D. C. M. Wei (Comput. Stat. Data Anal., 2009)

The impact of structural breaks on the integration of the ASEAN-5 stock markets. - Cathy W. S. Chen; Richard Gerlach; Nick Y. P. Cheng; Y. L. Yang (Math. Comput. Simul., 2009)

Optimal dynamic hedging via copula-threshold-GARCH models. - YiHao Lai; Cathy W. S. Chen; Richard Gerlach (Math. Comput. Simul., 2009)

Bayesian variable selection for Poisson regression with underreported responses. - Stephanie Powers; Richard Gerlach; James D. Stamey (Comput. Stat. Data Anal., 2010)

Bayesian subset selection for threshold autoregressive moving-average models. - Cathy W. S. Chen; Feng-Chi Liu; Richard Gerlach (Comput. Stat., 2011)

A comparison of estimators for regression models with change points. - Cathy W. S. Chen; Jennifer So-Kuen Chan; Richard Gerlach; William Y. L. Hsieh (Stat. Comput., 2011)

Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution. - Qian Chen 018; Richard Gerlach; Zudi Lu (Comput. Stat. Data Anal., 2012)

Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity. - Cathy W. S. Chen; Richard Gerlach (Comput. Stat., 2013)

Bayesian estimation of smoothly mixing time-varying parameter GARCH models. - Cathy W. S. Chen; Richard Gerlach; Edward M. H. Lin (Comput. Stat. Data Anal., 2014)

Estimation and forecasting with logarithmic autoregressive conditional duration models: A comparative study with an application. - Kok Haur Ng; Shelton Peiris; Richard Gerlach (Expert Syst. Appl., 2014)

Bayesian estimation and inference for log-ACD models. - Richard Gerlach; Shelton Peiris; Edward M. H. Lin (Comput. Stat., 2016)

Fighting Accounting Fraud Through Forensic Data Analytics. - Maria Jofre; Richard Gerlach (CoRR, 2018)

Bayesian Nonparametric Adaptive Spectral Density Estimation for Financial Time Series. - Nick James; Román Marchant; Richard Gerlach; Sally Cripps (CoRR, 2019)

Manifold Optimisation Assisted Gaussian Variational Approximation. - Bingxin Zhou; Junbin Gao; Minh-Ngoc Tran; Richard Gerlach (CoRR, 2019)

Demand forecasting in supply chain: The impact of demand volatility in the presence of promotion. - Mahdi Abolghasemi; Eric J. Beh; Garth Tarr; Richard Gerlach (Comput. Ind. Eng., 2020)

A Bayesian Long Short-Term Memory Model for Value at Risk and Expected Shortfall Joint Forecasting. - Zhengkun Li; Minh-Ngoc Tran; Chao Wang; Richard Gerlach; Junbin Gao (CoRR, 2020)

Stock Movement Prediction on Ex-Dividend Day Using Event Specific Features and Machine Learning Techniques. - Suman Saha 004; Junbin Gao; Richard Gerlach (IJCNN, 2021)

Stock Ranking Prediction Using List-Wise Approach and Node Embedding Technique. - Suman Saha 004; Junbin Gao; Richard Gerlach (IEEE Access, 2021)

Manifold Optimization-Assisted Gaussian Variational Approximation. - Bingxin Zhou; Junbin Gao; Minh-Ngoc Tran; Richard Gerlach (J. Comput. Graph. Stat., 2021)

A survey of the application of graph-based approaches in stock market analysis and prediction. - Suman Saha 004; Junbin Gao; Richard Gerlach (Int. J. Data Sci. Anal., 2022)

DeepVol: A Deep Transfer Learning Approach for Universal Asset Volatility Modeling. - Chen Liu; Minh-Ngoc Tran; Chao Wang; Richard Gerlach; Robert Kohn (CoRR, 2023)

Autoencoder Enhanced Realised GARCH on Volatility Forecasting. - Qianli Zhao; Chao Wang; Richard Gerlach; Giuseppe Storti; Lingxiang Zhang (CoRR, 2024)