林良靖(Liang-Ching Lin)教授基本資料

按下開啟原圖
姓名:
林良靖(Liang-Ching Lin)
職稱:
副教授
辦公室:
管理學院統計系館4樓62429室
聯絡電話:
(06)2757575~53638
電子郵件:
個人網頁:
Office Hours:  
    ☉主要學歷(Educational Background):
      中山大學應用數學所博士

    ☉相關經歷(Main Experiences):
      國立成功大學統計系助理教授(2015.02~目前)
      國立中山大學博士後研究員(2014.04~2015.01)
      南洋理工大學研究員(2013.03~2014.03)

    ☉專長領域(Specialties):
      時間序列、數理財務、高頻財務資料分析

    ☉研究方向(Research Field):
      多維度高頻財務資料的變異數矩陣估計
      高頻財務資料的適合度檢定
      高維度資料的獨立性檢定

學年度
學期
開課班級
必/選修
學分
科目名稱
授課老師
下載
104
在外系
必修
3
微積分(一)
林良靖
 
104
學士三
選修
3
時間數列分析
林良靖
 
104
學士一
必修
0
服務學習(一)
林良靖
 


期刊論文
  1.  Liang-Ching Lin, Ying Chen, Guangming Pan and Vladimir Spokoiny2020, 〞Efficient and positive semidefinite pre-averaging realized covariance estimator〞, Statistica Sinica, forthcoming, doi: 10.5705"ss.202017.0489. 
  2.  1. Liang-Ching Lin and Li-Hsien Sun2019, 〞Modeling Financial Interval Time Series.〞 PLoS One, 14(2): 0211709. 
  3.  Chien-Kuo Wang, Yu-Hua Dean Fang, Liang-Ching Lin, Cheng-Feng Lin, Li-Chieh Kuo, Feng-Mao Chiu, and Chia-Hui Chen2018, “Magnetic Resonance Elastography in the Assessment of Acute Effects of Kinesio Taping on Lumbar Paraspinal Muscles.” Journal of Magnetic Resonance Imaging, 49(4), 1039-1045. 
  4.  Liang-Ching Lin, Sangyeol Lee and Meihui Guo2016, 〞Goodness-of-fit test for stochastic volatility models Based on noisy observations,〞 Statistica Sinica, 26, 1305-1329. 
  5.  Liang-Ching Lin and Meihui Guo2016, 〞Optimal Restricted Quadratic Estimator of Integrated Volatility,〞Annals of the Institute of Statistical Mathematics, 68(3), 673-703.  
  6.  Zhigang Bao, Liang-Ching Lin, Guangming Pan and Wang Zhou2015, 〞Spectral statistics of large dimensional Spearman’s rank correlation matrix and its application,〞 Annals of Statistics, 43(6), 2588-2623. 
  7.  Meihui Guo, Yi-Ting Guo, Chi-Jeng Wang and Liang-Ching Lin2015, 〞Assessing Influential Trade Effects via High Frequency Market Reactions,〞 Journal of Applied Statistics, 42(7), 1458-1471. 
  8.  Liang-Ching Lin, Sangyeol Lee and Meihui Guo2014, 〞The Bickel-Rosenblatt Test for Continuous Time Stochastic Volatility Models,〞 TEST, 23(1), 195-218. 
  9.  Liang-Ching Lin, Sangyeol Lee and Meihui Guo2013, 〞Goodness-of-fit test for stochastic volatility models,〞 Journal of Multivariate Analysis, 116, 473-498. 
  10.  Liang-Ching Lin, Meihui Guo and Kainam Thomas Wong2012, 〞Two-Branch Selection in Wireless Space-Diversity Reception: An Upper Bound for Its Output Power,〞 IEEE Transactions on Communications, 60(2), 537-546. 

會議論文
  1.  Liang-Ching Lin2018, Modeling Interval Financial Time Series. The 12th International Conference on Computational and Financial Econometrics, University of Pisa, Italy.
  2.  Liang-Ching Lin2018, Spectral statistics of large dimensional Spearmans rank correlation matrix and its application. The 2018 Japanese Joint Statistical Meeting, Korakuen Campus of Chuo University, Tokyo City, Japan.
  3.  Liang-Ching Lin2017, Huber-type Principal Expectile Component Analysis. The 10th Conference of the Asian Regional Section of the IASC (IASC-ARS 2017), University of Auckland, New Zealand.
  4.  Liang-Ching Lin2017, Robust principal expectile component analysis. The 1st International Conference on Econometrics and Statistics (EcoSta 2017), Hong Kong University of Science and Technology (HKUST), Hong Kong.
  5.  Liang-Ching Lin2015, Goodness-of-fit test for stochastic volatility models based on noisy observations, Japanese Joint Statistical Meeting, Tsushima campus of Okayama University, Okayama City, Okayama.
  6.  Liang-Ching Lin2015, Efficient and semi-positive definite pre-averaging realized covariance estimator. European Meeting of Statisticians (VU Amsterdam, Netherlands).
  7.  Liang-Ching Lin2015, Spectral statistics of large dimensional Spearmans rank correlation matrix and its application. Workshop on Statistical Methods for Large Complex Data (NSYSU, Taiwan)


其他著作
  1.  Liang-Ching Lin2013, Goodness-of-fit Test for Continuous Time Stochastic Volatility Models. Doctoral thesis, National Sun Yat-sen University.
  2.  Liang-Ching Lin2007, Studies on the Estimation of Integrated Volatility for High Frequency Data. Master thesis, National Sun Yat-sen University.




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    獎勵或榮譽(Honors):
      1. 2014、2016、2017年全國大專院校橋藝比賽教職員組冠軍

      2. 2012年中華機率統計學會魏慶榮統計論文獎(CIPS C. Z. Wei Memorial Award) –特優獎

      3. 2007年中國統計學社論文獎-優等獎