National Cheng Kung University

Faculty
Name Liang-Ching Lin
Job title Associate Professor
Expertise Time series analysis, Mathematical finance, High-frequency financial data analysis.
E-mail lclin@ncku.edu.tw
Office Room 62429, 4th Floor, Department of Statistics
Tel (06)2757575~53638
Web site http://www2.stat.ncku.edu.tw/activities/Liang/DrLiang.html
Main Experiences
  • Associate Professor in Department of Statistics, National Cheng Kung University,Tainan, Taiwan, from 2019/08~now
  • Assistant professor in Department of Statistics, National Cheng Kung University,Tainan, Taiwan, from 2015/02~2019/07.
  • Postdoctoral Fellow in Department of Applied Mathematics, National Sun Yatsen University, Kaohsiung, Taiwan, from 2014/04~2015/01.

  • Research Fellow in School of Physical and Mathematical Science of Nanyang Technological University, Singapore, from 2013/03~2014/03.

Education
  • 2007.09 – 2013.01 Ph.D. in Applied Mathematics, National Sun Yat-sen University
  • 2005.09 – 2007.06 M.S. in Applied Mathematics, National Sun Yat-sen University

  • 1998.09 – 2003.06 B.S. in Mathematics, National Tsing Hua University

Research Field
  • Time series;
  • High-frequency financial data analysis;
  • Stochastic process;
  • Goodness of fit test for diffusion models;
  • Symbolic data analysis.
Journals
  1. Liang-Ching Lin*, Ying Chen, Guangming Pan and Vladimir Spokoiny. (2021). “Efficient and positive semidefinite pre-averaging realized covariance estimator.” Statistica Sinica31(3), https://doi.org/10.5705/ss.202017.0489.
  2. Liang-Ching Lin. (2021). “Review on the High Frequency Financial Data Analysis.” Journal of the Chinese Statistical Association59, 1-27.
  3. Chien-Kuo Wang, Liang-Ching Lin, Yung-Nien Sun, Cheng-Shih Lai, Chia-Hui Chen, and Cheng-Yi Kao*. (2021). “Computer-Assisted System in Stress Radiography for Anterior Cruciate Ligament Injury with Correspondent Evaluation of Relevant Diagnostic Factors.” Diagnostics11, 419.
     https://doi.org/10.3390/diagnostics11030419
  4. Liang-Ching Lin*, Hsiang-Lin Chien and Sangyeol Lee (2021). “Symbolic Interval-Valued Data Analysis for Time Series based on Auto-Interval-Regressive Models.” Statistical Methods & Applications, 30, 295-315. https://doi.org/10.1007/s10260-020-00525-7.
  5. Liang-Ching Lin, Ray-Bing Chen, Mong-Na Lo Huang, Meihui Guo*. (2020). “Huber-type principal expectile component analysis” Computational Statistics and Data Analysis, 151, 106992. https://doi.org/10.1016/j.csda.2020.106992.
  6. Liang-Ching Lin and Li-Hsien Sun*. (2019). Modeling Financial Interval Time Series. PLoS ONE 14(2): e0211709. https://doi.org/10.1371/journal.pone.0211709.
  7. Chien-Kuo Wang, Yu-Hua Dean Fang, Liang-Ching Lin, Cheng-Feng Lin, Li-Chieh Kuo, Feng-Mao Chiu, and Chia-Hui Chen*. (2018). “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.
  8. Liang-Ching LinSangyeol Lee and Meihui Guo*. (2016). “Goodness-of-fit Test for Stochastic Volatility Models Based on Noisy Observations.” Statistica Sinica, 26, 1305-1329.
  9. Liang-Ching Lin and Meihui Guo*. (2016). “Optimal Restricted Quadratic Estimator of Integrated Volatility.” Annals of the Institute of Statistical Mathematics, 68(3), 673-703.
  10. Meihui Guo, Yi-Ting Guo, Chi-Jeng Wang and Liang-Ching Lin*. (2015). “Assessing Influential Trade Effects via High Frequency Market Reactions.” J. Applied Statistics, 42(7), 1458-1471
  11. Zhigang Bao, Liang-Ching Lin, Guangming Pan and Wang Zhou*. (2015). “Spectral statistics of large dimensional Spearman's rank correlation matrix and its application.” Annals of Statistics, 43(6), 2588-2623.
  12. Liang-Ching LinSangyeol Lee and Meihui Guo*. (2014). “The Bickel-Rosenblatt Test for Continuous Time Stochastic Volatility Models.” TEST23(1), 195-218.
  13. Liang-Ching LinSangyeol Lee and Meihui Guo*. (2013). “Goodness-of-fit test for stochastic volatility models.” J. Multivariate Analysis116, 473-498.
  14. Liang-Ching LinMeihui Guo and Kainam Thomas Wong*. (2012). “Two-Branch Selection in Wireless Space-Diversity Reception: An Upper Bound for Its Output Power.” IEEE Transactions on Communications60(2), 537-546.

1. Liang-Ching Lin. (2013). Goodness-of-fit Test for Continuous Time Stochastic Volatility Models. Doctoral thesis, National Sun Yat-sen University.

2. Liang-Ching Lin. (2007). Studies on the Estimation of Integrated Volatility for High Frequency Data. Master thesis, National Sun Yat-sen University.

Honor
  • Excellent thesis award of the Chinese Statistical Association in 2007.
  • The Best PhD thesis award of CIPS C. Z. Wei Memorial Award in 2012.

  • The excellent teaching assistant award of National Sun Yat-sen University.

  • An honorary member of the Phi Tau Phi Scholastic Honor Society of The Republic of China.