|
Department of Mathematics
|
|
Associate Editor: Statistica Sinica, 2020-present.
Associate Editor: Journal of the Japan Statistical Association, 2010-present.
Associate Editor: Electronic Journal of Statistics, 2009-present.
Associate Editor: Statistics & Probability Letters, 2005-2009..
Associate
Editor: Bernoulli,
2007-2009.
The World's Top 2% Scientists listed by Stanford University 2019-2023
Fellow of the Journal pf Econometrics-2021
Fellow of IMS (Institute of Mathematical Statistics) -2019
Econometric Theory Lecturer of SETA (The 14th International Symposium on Econometric Theory and Applications)--2018
Econometric Theory Plura Scripsit Award--2017
Inaugural Distinguished Fellow of IETI (International Engineering and Technology Institute)--2015
Fellow of MSSANZ (Modelling and Simulation Society of Australia and New Zealand)--2013
Biennial Medal of Modelling and Simulation Society of Australia and New Zealand (MSSANZ) --2013.
. Publication (Google Scholar)Lecture Notes
Syllabus | Note-1 L-1 | Note-2 L-2 | Note-3 | Note-4 | Note-5 L-3 | Binomial table | T-table, T-1-table | ||
Note-6 | Note-7 | Note-8 L-4 | Note-9 | Note-10 | Note-11 | Poisson table | Chi-square table | ||
Note-12 | Note-13 | Note-14 | Note-15 | Note-16 | Note-17 | Normal table | Formula-sheet-1 | ||
Note-18 | Note-19 | Note-20 | Note-21 | Formulla-sheet-2 | |||||
Assignment-1 solutions-1 |
Assignment-2, Solution-2 |
Assigment-3 Solution-3 |
Assignment-4 solution-4 |
Assignment &Exercise-6 solution-6 |
Exercise-7 solution-7 |
Math-4423
MSBD5006: Quantitative Analysis of Financial Time Series
Selected projects: 2009,
2010,
2011,
2012, 2013, 2015/16, 2019 MATH5460 ( hand-writing: 1, 2 , 3 , 4 , 5, 6, 7) ,
Syllabus
Note-1
Note-2
Note-3
Note-4
Note-5
U
table
D-table
Note-6
Note-7
Note-8
Note-9
Note-10
Note 11
Whitney-Mann-U-Table
Note-12
Note-13
Midterm past paper
WilcoxonT-table
Assignment-1
solutions-1Assignment-2
Assignment-3
Assignment-4
past paper
Binomial
table
Math-4425
Syllabus
Lecture -1,
SAS code , R-code Lecture -2
R-code
Lecture-3
Lecture-4
R-code
Lecture-5
Lecture-6, R-codes
Lecture-7, R-codes
SAS- R-codes
Lecture 8Lecture 9, R.codes
SAS-codeLecture-10
R-codes
Review
Midterm past paper
past paper
hand-writing 1, 2, 3, 4, 5, 6, 7, 8, 9
Assignment-1
Assignment-2
Assignment-3
Assignment-4
Project
Data and Codes
Syllabus Note-1 , SAS, R. data.
Note-2
, SAS
Data R R-exampleNote-3, SAS, R
Note-4, SAS
Data RNote-4
R-SAS
Note-6 R-SAS
funitroot
Note-7 R, SAS,Data
Option-reading fgrach-bookNote-8 R-code, R-book, SAS
Note-9 SAS R-code
Note-10/11 SAS R
Note-12 R
Project
Short-course-2023: Lecture-1, Lecture-2, Lecture-3, Lecture 4, Seasonal-model
Links
Photo
in Xianzhang (01/08/2008)
Photo in NUS
Singapore (02/2011)