Research School of Finance, Actuarial Studies & Statistics

Research output

Research output per year 1983 2005 2008 2011 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025

• 21802 Citations
• 70 h-index
• 951 Article
• 74 Chapter
• 45 Conference contribution
• 11 Commissioned report
• 74 More
  • 11 Review article
  • 8 Comment/debate
  • 8 Letter
  • 8 Working paper
  • 7 Literature review
  • 6 Book
  • 6 Entry for encyclopedia/dictionary
  • 5 Meeting Abstract
  • 4 Other contribution
  • 3 General Article
  • 2 Paper
  • 2 Conference article
  • 2 Editorial
  • 1 Edited Book
  • 1 Thesis

Research output per year

Research output per year

Search results

• 2023

  A Rational Inattention Theory of Echo Chamber

  Hu, L., Li, A. & Tan, X., 7 Jul 2023, EC 2023 - Proceedings of the 24th ACM Conference on Economics and Computation. Association for Computing Machinery, Inc, p. 906 1 p. (EC 2023 - Proceedings of the 24th ACM Conference on Economics and Computation).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  Open Access

  • Information Source 100%
  • Selective Exposure 50%
• 2021

  Model fitting and Bayesian inference via power expectation propagation

  Degani, E., Maestrini, L. & Bernardi, M., 2021, Book of Short Papers SIS 2021. p. 1026-1031 6 p.

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Complex Model 100%
  • Bayesian Model 100%
  • Simple Model 100%
  • Bayesian Inference 100%
  • Variational Approximation 100%
• 2020

  Product-driven Entrepreneurs and Online Crowdfunding Campaign **

  Hu, L., Wu, Z. & Gu, B., 2020, Proceedings of the 53rd Hawaii International Conference on System Sciences. 53rd ed. United States: IEEE Computer Society, p. 5974-5983 10 p.

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  Open Access

  • Crowdfunding 100%
  • Investors 16%
  • Business Model 16%
  • Market Mechanism 16%
  • Spatial Competition 16%
• 2018

  Distill-and-Compare: Auditing Black-Box Models Using Transparent Model Distillation**

  Tan, S., Caruana, R., Hooker, G. & Lou, Y., 2018, Distill-and-Compare: Auditing Black-Box Models Using Transparent Model Distillation. New Orleans: Association for Computing Machinery, Inc, p. 303-310

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Lending Club 100%
  • Defining Feature 100%
  • Scoring Model 85%

• Open Data Cube products using high-dimensional statistics of time series

  Roberts, D., Dunn, B. & Mueller, N., 31 Oct 2018, 2018 IEEE International Geoscience and Remote Sensing Symposium, IGARSS 2018 - Proceedings. Institute of Electrical and Electronics Engineers Inc., p. 8647-8650 4 p. 8518312. (International Geoscience and Remote Sensing Symposium (IGARSS); vol. 2018-July).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • High-Dimensional Statistics 100%
  • Time Series 100%
  • Time Series Analysis 100%
  • Observation Data 50%
  • Australia 50%
  12 Citations (Scopus)

• Variational approximations for frequentist and Bayesian inference

  Maestrini, L. & Wand, M. P., Nov 2018, Book of Short Papers SIS 2018. p. 1447-1452

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

• Variational message passing for Skew t regression

  Maestrini, L. & Wand, M. P., 2018, Proceedings of the 33rd International Workshop on Statistical Modelling. p. 204-208

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Model Building 100%
  • Model Structure 100%
  • Auxiliary Variable 100%
  • Complex Model 100%
  • Model Response 100%
• 2017

  Random projections with control variates**

  Kang, K. & Hooker, G., 2017, Random projections with control variates. D. M. M. . D. B. G. S. . F. A. (ed.). Online: SciTePress, p. 138 - 147

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Control Variate 100%
  • Inner Product 66%
  • Euclidean Distance 66%
  • Dimensional Space 33%
  • Parameter Estimate 33%
• 2016

  Forecasting fertility by age and birth order using time series from the Human Fertility Database

  Shang, H., Carioli, A. & Abel, G. J., 2016, Forecasting fertility by age and birth order using time series from the Human Fertility Database. peer reviewed ed. Germany: Springer, p. 1-7

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Time Series 100%
  • Birth Order 100%
  • Principal Component Analysis 100%
  • Forecasting Model 100%
  • Autoregressive Integrated Moving Average 100%

• Improving the recovery of principal components with semi-deterministic random projections

  Kang, K. & Hooker, G., 2016, Improving the recovery of principal components with semi-deterministic random projections. Online: Institute of Electrical and Electronics Engineers Inc., p. 596 - 601

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Dimensional Vector 100%
  • Principal Components 100%
  • Matrix (Mathematics) 33%
  • Random Variable 33%
  • Factorization 33%

• Intelligent agents and networked buttons improve free-improvised ensemble music-making on touch-screens

  Martin, C., Gardner, H., Swift, B. & Martin, M., 7 May 2016, CHI 2016 - Proceedings, 34th Annual CHI Conference on Human Factors in Computing Systems. Association for Computing Machinery, p. 2295-2306 12 p. (Conference on Human Factors in Computing Systems - Proceedings).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Music-making 100%
  • Pressing 100%
  • Initiative 33%
  • Controlled 33%
  11 Citations (Scopus)

• N* Spectroscopy from Lattice QCD: The Roper Explained **

  Leinweber, D., Kamleh, W., Kiratidis, A., Liu, Z-W., Mahbub, S., Roberts, D., Stokes, F. M., Thomas, A. & Wu, J., 2016, Proceedings of the 10th International Workshop on the Physics of Excited Nucleons (NSTAR2015). Japan: Physical Society of Japan, 8 p. 010011

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Quantum Chromodynamics 100%
  • Nucleon 66%
  • Electromagnetic 33%
  • Wave Function 33%
  • Effective Field Theory 33%
• 2015

  Foreign Trade and Economic Growth in Recent China: A Granger Causality Analysis

  Ho, K. Y., Wang, K. & Wang, W., 2015, A New Paradigm for International Business, Proceedings of the Conference on Free Trade Agreements and Regional Integration in East Asia. Djajadikerta, H. G. & Zhang, Z. (eds.). Springer Science and Business Media B.V., p. 91-96 6 p. (Springer Proceedings in Business and Economics).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Causality Analysis 100%
  • Foreign Trade 100%
  1 Citation (Scopus)

• Maximal autocorrelation factors for function-valued spatial/temporal data

  Hooker, G., Roberts, S. & Shang, H., 2015, MODSIM2015, 21st International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand. W. T. . M. M. J. A. A. R. S. (ed.). Peer Reviewed ed. Australia: The Modelling and Simulation Society of Australia and New Zealand Inc., p. 159-164

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Valued Function 100%
  • Autocorrelation 100%
  • Functional Data 45%
  • Functional Principal Component Analysis 18%
  • Variance 9%

• Music of 18 Performances: Evaluating Apps and Agents with Free Improvisation

  Martin, C., Gardner, H., Swift, B. & Martin, M., 2015, Music of 18 Performances: Evaluating Apps and Agents with Free Improvisation. Peer Reviewed ed. Australia: Australasian Computer Music Association, p. 85-94

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Performer's Perspective 100%
  • Small Groups 100%
• 2014

  An elephant never forgets: Effective analogies for teaching statistical modeling

  Martin, M. A., 2014, Topics from Australian Conferences on Teaching Statistics - OZCOTS 2008-2012. Phillips, B., MacGillivray, H. & Martin, M. A. (eds.). Springer New York LLC, p. 13-24 12 p. (Springer Proceedings in Mathematics and Statistics; vol. 81).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Statistical Concept 100%
  1 Citation (Scopus)

• Coding livecoding

  Swift, B., Sorensen, A., Martin, M. & Gardner, H., 2014, CHI 2014: One of a CHInd - Conference Proceedings, 32nd Annual ACM Conference on Human Factors in Computing Systems. Association for Computing Machinery, p. 1021-1024 4 p. (Conference on Human Factors in Computing Systems - Proceedings).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Transition Matrix 100%
  • Fingerprints 100%
  3 Citations (Scopus)

• Iterating Petabyte-scale Earth observation processes in the Australian Geoscience Data Cube

  Lewis, A., Oliver, S., Ip, A., Ring, S., Roberts, D., Mueller, N., Thankappan, M. & Purss, M., 2014, Proceedings of the 2014 conference on Big Data from Space. P. S. A. P. G. M. (ed.). 1 ed. Italy: European Space Agency

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

• Topics from Australian conferences on teaching statistics: OZCOTS 2008-2012

  MacGillivray, H., Martin, M. A. & Phillips, B., 2014, Topics from Australian Conferences on Teaching Statistics - OZCOTS 2008-2012. MacGillivray, H., Phillips, B. & Martin, M. A. (eds.). Springer New York LLC, (Springer Proceedings in Mathematics and Statistics; vol. 81).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

• 2013

  Modelling high-frequency volatility with three-state FIGARCH models

  Shi, Y. & Ho, K-Y., 2013, MODSIM2013, 20th International Congress on Modelling and Simulation. P. J. . A. R. S. A. B. J. (ed.). Peer Reviewed ed. Australia: Modelling and Simulation Society of Australia and New Zealand Inc., p. 1385- 1391

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
  11 Citations (Scopus)

• News sentiment and states of stock return volatility: Evidence from long memory and discrete choice models

  Shi, Y. & Ho, K-Y., 2013, MODSIM2013, 20th International Congress on Modelling and Simulation. P. J. . A. R. S. A. B. J. (ed.). Peer Reviewed ed. Australia: Modelling and Simulation Society of Australia and New Zealand Inc., p. 1378-1384

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

• Non-parametric decision trees for online HCI

  Sko, T., Gardner, H. J. & Martin, M., 2013, CHI 2013: Changing Perspectives, Conference Proceedings - The 31st Annual CHI Conference on Human Factors in Computing Systems. p. 2103-2106 4 p. (Conference on Human Factors in Computing Systems - Proceedings).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Decision Trees 100%
  • Human-Computer Interaction 100%
  • Regression Tree 100%
  • Statistical Data 50%
  • Person Shooter Game 50%
  1 Citation (Scopus)

• Physical Statistics or Statistical Physics? A Brief Overview of Bayesian Melding

  Chiu, G. & Westveld, A., 2013, MODSIM2013, 20th International Congress on Modelling and Simulation. P. J. . A. R. S. A. B. J. (ed.). Peer Reviewed ed. Australia: Modelling and Simulation Society of Australia and New Zealand Inc.

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Observables 100%
  • Underpinning 100%
  • Random Noise 100%
  • Deterministic Modeling 100%
  • Statistical Physics 100%

• Studying a head tracking technique for first-person-shooter games in a home setting

  Sko, T., Gardner, H. & Martin, M., 2013, Human-Computer Interaction, INTERACT 2013 - 14th IFIP TC 13 International Conference, Proceedings. PART 4 ed. p. 246-263 18 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 8120 LNCS, no. PART 4).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  Open Access

  • Person Shooter Game 100%
  • Condition Variable 100%
  • Tracking Technique 100%
  • Interaction Techniques 100%
  • Shooter Game 100%
  6 Citations (Scopus)

• The relation between news and stock price jump: an analysis based on neural network

  Wang, W., Ho, K-Y., Liu, W. & Wang, T., 2013, MODSIM2013, 20th International Congress on Modelling and Simulation. P. J. . A. R. S. A. B. J. (ed.). Peer Reviewed ed. Australia: Modelling and Simulation Society of Australia and New Zealand Inc., p. 2506-2516

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

• The relation between news events and stock price jump: An analysis based on neural network

  Wang, W., Ho, K. Y., Liu, W. M. & Wang, K., 2013, Proceedings - 20th International Congress on Modelling and Simulation, MODSIM 2013. Piantadosi, J., Anderssen, R. & Boland, J. (eds.). Modelling and Simulation Society of Australia and New Zealand Inc (MSSANZ), p. 1406-1411 6 p. (Proceedings - 20th International Congress on Modelling and Simulation, MODSIM 2013).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Stock Price 100%
  • Volatility 33%
  • News Sentiment 33%
  • Financial Market 16%
  • Causality Analysis 16%
  3 Citations (Scopus)
• 2012

  Acquisition process factors and post-acquisition performance

  Daniliuc, S., Shailer, G. & Bilson, C., 2012, 2012 AFAANZ Conference. Peer Reviewed ed. Canberra: Accounting and Finance Association of Australia and New Zealand (AFAANZ)

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

• Who really won the 2012 Masters? Ranking player performance and hole difficulty in a medal play gold tournament

  Stern, S., 2012, Proceedings of the 11th Australasian Conference on Mathematics & Computers in Sport. A. B. A. A. J. S. (ed.). Peer Reviewed ed. Melbourne: Australia and New Zealand Industrial and Applied Mathematics (ANZIAM), p. 2 - 7

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

• 2011

  Assessing the dynamic relationship between small and large cap stock prices

  Ho, K. Y., Ernst, B. D. & Zhang, Z. Y., 2011, MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty. p. 1554-1560 7 p. (MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Stock Price 100%
  • Investors 66%
  • Macroeconomics 33%
  1 Citation (Scopus)

• Foreign exchange volatility, media coverage, and the mixture of distributions hypothesis: Evidence from the Chinese renminbi currency

  Shi, Y., Ho, K. Y. & Liu, W. M., 2011, MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty. p. 1589-1595 7 p. (MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Renminbi 100%
  • Volatility 100%
  • Foreign Exchange 100%
  • US Dollar 100%
  • Generalized Autoregressive Conditional Heteroskedasticity 36%
  1 Citation (Scopus)

• Modeling information linkages in the stock and options markets

  Ho, K. Y., Zheng, L. & Zhang, Z. Y., 2011, MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty. p. 1547-1553 7 p. (MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Option Trading 100%
  • Volatility 91%
  • Stock Price 25%
  • Generalized Autoregressive Conditional Heteroskedasticity 16%
  • Price Volatility 16%

• Modeling the conditional volatility asymmetry of business cycles in four OECD countries: A multivariate GARCH approach

  Ho, K. Y., Tsui, A. K. & Zhang, Z. Y., 2011, MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty. p. 1533-1539 7 p. (MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Organisation for Economic Co-Operation and Development 100%
  • Volatility 100%
  • Generalized Autoregressive Conditional Heteroskedasticity 100%
  • Business Cycle 100%
  • Economic Indicator 44%

• Modeling the fractional integration in volatility between the Greater China financial markets

  Ho, K. Y. & Zhang, Z. Y., 2011, MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty. p. 1540-1546 7 p. (MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Financial Market 100%
  • Volatility 100%
  • Market Share 42%
  • Stock Exchange 28%
  • Emerging Economies 14%

• The impact of integration and focus on post-acquisition performance

  Daniliuc, S., Bilson, C. & Shailer, G., 2011, Proceedings of the 2011 AFAANZ Conference. Peer Reviewed ed. Australia: Accounting and Finance Association of Australia and New Zealand (AFAANZ)

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

• 2010

  What will they Score? In-Game Projection of First Innings Final Scores in Limited-Overs Cricket

  Stern, S., 2010, Proceeding of the Tenth Australasian Conference on Mathematics and Computers in Sport. A. B. A. M. O. (ed.). Peer Reviewed ed. Australia: Australia and New Zealand Industrial and Applied Mathematics (ANZIAM), p. 231 - 238

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

• 2008

  On continuity properties of the law of integrals of Lévy processes

  Bertoin, J., Lindner, A. & Maller, R., 2008, Seminaire de Probabilites XLI. Springer Verlag, p. 137-159 23 p. (Lecture Notes in Mathematics; vol. 1934).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  Open Access

  • Lvy Process 100%
  • Stochastic Process 33%
  • Bivariate 33%
  • Lvy Measure 33%
  • Sufficient Condition 33%
  36 Citations (Scopus)

• Ranking International Limited-Overs Cricket Teams using a Weighted, Heteroskedastic Logistic Regression with Beta Distributed Outcomes

  Stern, S., 2008, Proceedings of the 9th Australasian Conference on Mathematics and Computers in Sport. J. H. (ed.). Peer Reviewed ed. Mudgeeraba Australia: Australia and New Zealand Industrial and Applied Mathematics (ANZIAM), p. 8 p

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

• The Price Impact of Trades Executed Using Multiple Brokers

  Fong, K., Foster, F., Gallagher, D. R. & Lee, A. D., 2008, 2008 FMA Annual Meeting Program. United States: FMA, p. 43

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

• 2007

  A multi-paradigm approach to grounded theory

  Fernández, W., Martin, M. A., Gregor, S., Stern, S. E. & Vitale, M., 2007, Information Systems Foundations: Theory, Representation and Reality. Hart, D. N. & Gregor, S. D. (eds.). ANU Press, p. 231-246 16 p. (Information Systems Foundations: Theory, Representation and Reality).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  Open Access

  • Grounded Theory 100%
  • Competitive Research 100%
  • Neglect 100%
  • Scientific Methods 40%
  • Research Grants 20%
  4 Citations (Scopus)

• Institutional Trading and Share Returns

  Foster, F., Gallagher, D. R. & Looi, A., 2007, Proceedings of the China International Conference in Finance. C. P. C. (ed.). Peer Reviewed ed. online: Conference Organising Committee, p. 51

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

• 2005

  An International Comparison of Capital Structure and Debt Maturity Choices

  Fan, J. P. H., Titman, S. & Twite, G., 2005, Proceedings of the American Finance Association Meeting 2005. C. P. C. (ed.). Peer Reviewed ed. USA: American Finance Association, p. 19725

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

• Impact of computer based share market simulations on learning: a link between self efficacy and understanding

  Foster, F. D., Gregor, S., Heaney, R., Northcott, W., O'Neill, T., Richardson, A., Schultz, E. & Wood, R. E., 2005, Proceedings of the EABR & TLC Conference. R. C. (ed.). Peer Reviewed ed. United States: Western Academic Press, p. 13

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

• 2004

  A classification tree analysis of broadband adoption in Australian households

  Stern, S. E., Gregor, S., Martin, M. A., Goode, S. & Rolfe, J., 2004, Proceedings of the 6th International Conference on Electronic Commerce, ICEC '04. p. 451-460 10 p. (ACM International Conference Proceeding Series; vol. 60).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

  • Consumers 100%
  • Communication Technology 100%
  • TV 100%
  • Access to Education 100%
  • Broadband Communication 100%
  6 Citations (Scopus)
• 2003

  Fair value of liabilities - How do we define Closet asset match?

  Service, D. & Sun, F. J., 2003, Fair value of liabilities- How do we define �closest� asset match. B. K. A. H. S. W. (ed.). Peer Reviewed ed. Australia: Institute of Actuaries of Australia, p. 1-16

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

• 2000

  Financing Issues: SME IPOs in China and Australia

  Bhabra, G. S., Powell, J. G., Shi, J. & Ze, T., 2000, Proceedings of the Conference on Small and Medium Enterprises in East Asia in the Aftermath of the Asian Financial and Economic Crisis. H. C. A. L. B. (ed.). Peer Reviewed ed. Australia: International Research Group on Wood Preservation, p. 44-57

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review