S. T. Boris Choy

Orcid: 0000-0002-6861-6974

According to our database1, S. T. Boris Choy authored at least 20 papers between 2004 and 2024.

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

Timeline

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Bibliography

2024
An expectation conditional maximization algorithm for the skew-normal based stochastic frontier model.
Comput. Stat., May, 2024

Extending the A Priori Procedure (APP) to Analysis of Variance Models under Normality.
Axioms, January, 2024

2023
A New Inverse Extended Weibull Distribution for Modelling Insurance Loss Data.
Int. J. Uncertain. Fuzziness Knowl. Based Syst., December, 2023

The a Priori Procedure for Estimating the Cohen's Effect Size Under Independent Skew Normal Settings.
Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2023

Graph Convolution Recurrent Denoising Diffusion Model for Multivariate Probabilistic Temporal Forecasting.
Proceedings of the Advanced Data Mining and Applications - 19th International Conference, 2023

2021
Coupling matrix manifolds assisted optimization for optimal transport problems.
Mach. Learn., 2021

Neural Ordinary Differential Equation Model for Evolutionary Subspace Clustering and Its Applications.
CoRR, 2021

2019
Coupling Matrix Manifolds and Their Applications in Optimal Transport.
CoRR, 2019

Tensor-Train Parameterization for Ultra Dimensionality Reduction.
Proceedings of the 2019 IEEE International Conference on Big Knowledge, 2019

2018
Measures of Mutually Complete Dependence for Discrete Random Vectors.
Proceedings of the Predictive Econometrics and Big Data, 2018

The Skew-t Option Pricing Model.
Proceedings of the Econometrics for Financial Applications, 2018

2017
Robustness in Forecasting Future Liabilities in Insurance.
Proceedings of the Robustness in Econometrics, 2017

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

2015
Assessing Sectoral Risk Through Skew-Error Capital Asset Pricing Model: Empirical Evidence from Thai Stock Market.
Proceedings of the Econometrics of Risk, 2015

2014
Statistical Analysis of Political Cycles in Australian Stock Market Returns.
Proceedings of the Modeling Dependence in Econometrics, 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
Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures.
Comput. Stat. Data Anal., 2011

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
Optimal Bayesian sampling acceptance plan with random censoring.
Eur. J. Oper. Res., 2004


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