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Name Liang-Ching Lin
Job title Professor
Expertise Time series analysis, Mathematical finance, High-frequency financial data analysis, Symbolic interval-valued data analysis.
E-mail lclin@ncku.edu.tw
Office Room 62429, 4th Floor, Department of Statistics
Tel (06)2757575~53638
Web site https://researchoutput.ncku.edu.tw/en/persons/liang-ching-lin
Main Experiences
  • Professor in the Department of Statistics, National Cheng Kung University, Tainan, Taiwan, from 2023/08~now
  • Associate Professor in the Department of Statistics, National Cheng Kung University, Tainan, Taiwan, from 2019/08~2023/07.
  • Assistant professor in the Department of Statistics, National Cheng Kung University, Tainan, Taiwan, from 2015/02~2019/07.

  • Postdoctoral Fellow in the Department of Applied Mathematics, National Sun Yat-sen University, Kaohsiung, Taiwan, from 2014/04~2015/01.

  • Research Fellow in the 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 Interval-valued data analysis.
Journals
  1. Liang-Ching Lin*, Hao Sung, and Sangyeol Lee. (2023). “Comprehensive interval-valued time series model with application to the S&P 500 index and PM2.5 level data analysis”, Applied Stochastic Models in Business and Industry, 39(2), 198-218, http://doi.org/10.1002/asmb.2733
  2. Liang-Ching Lin*, Meihui Guo, and Sangyeol Lee. (2023). “Monitoring photochemical pollutants based on symbolic interval-valued data analysis”, Advances in Data Analysis and Classification, 17, 897-926. https://doi.org/10.1007/s11634-022-00527-1
  3. Liang-Ching Lin*, Ying Chen, Guangming Pan, and Vladimir Spokoiny. (2021). “Efficient and positive semidefinite pre-averaging realized covariance estimator.” Statistica Sinica, 31(3), 1441-1462, https://doi.org/10.5705/ss.202017.0489.
  4. Liang-Ching Lin. (2021). “Review on the High Frequency Financial Data Analysis.” Journal of the Chinese Statistical Association, 59, 1-27.
  5. 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.” Diagnostics, 11, 419.
     https://doi.org/10.3390/diagnostics11030419
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Liang-Ching Lin, Sangyeol Lee and Meihui Guo*. (2016). “Goodness-of-fit Test for Stochastic Volatility Models Based on Noisy Observations.” Statistica Sinica, 26, 1305-1329.
  11. 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.
  12. 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
  13. 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.
  14. Liang-Ching Lin, Sangyeol Lee and Meihui Guo*. (2014). “The Bickel-Rosenblatt Test for Continuous Time Stochastic Volatility Models.” TEST, 23(1), 195-218.
  15. Liang-Ching Lin, Sangyeol Lee and Meihui Guo*. (2013). “Goodness-of-fit test for stochastic volatility models.” J. Multivariate Analysis, 116, 473-498.
  16. Liang-Ching Lin, Meihui Guo and Kainam Thomas Wong*. (2012). “Two-Branch Selection in Wireless Space-Diversity Reception: An Upper Bound for Its Output Power.” IEEE Transactions on Communications, 60(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.

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