Projects per year
Personal profile
Research Interests
Change-Point Detection, Renewal Theory, Markov Theory, Credit Risk
Experience
2014/8 ~ 2016/6 Post-Doctoral Research Fellow, National Central University
2016/8 ~ present Assistant Professor, Institute of Statistics, National Chiao-Tung University
Education/Academic qualification
PhD, Statistics, National Central University
External positions
Fingerprint
Dive into the research topics where Chu-Lan Michael Kao is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 10 Finished
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拔靴法在馬可夫轉換模型下之理論與計算議題探討
Kao, C.-L. M. (PI)
1/08/23 → 31/07/24
Project: Government Ministry › Other Government Ministry Institute
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拔靴法在馬可夫轉換模型下之理論與計算議題探討
Kao, C.-L. M. (PI)
1/08/22 → 31/07/23
Project: Government Ministry › Other Government Ministry Institute
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科普活動：「當數學遇上音樂劇」科普音樂劇演出與開發計畫 II(主題四)
Kao, C.-L. M. (PI)
1/08/22 → 31/07/23
Project: Government Ministry › Other Government Ministry Institute
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Mathemusical - Population Science Musical Project
Kao, C.-L. M. (PI)
1/08/21 → 31/07/22
Project: Government Ministry › Other Government Ministry Institute
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Application of Bootstrap Procedure in Change Point Detection
Kao, C.-L. M. (PI)
1/08/21 → 31/07/22
Project: Government Ministry › Other Government Ministry Institute
Research output
- 16 Article
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Asymptotic analyses for trend-stationary pairs trading strategy in high-frequency trading
Dai, T. S., Luo, Y. J., Chang, H. H., Kao, C. L., Wang, K. L. & Liu, L. C., Nov 2024, In: Review of Quantitative Finance and Accounting. 63, 4, p. 1391-1411 21 p.Research output: Contribution to journal › Article › peer-review
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Extracting Stock Predictive Information in Mutual Fund Managers’ Portfolio Decisions Through Machine Learning with Hypergraph
Chen, Y. S., Kao, C. L. M., Liu, P. H. & Tseng, V. S., 2024, (Accepted/In press) In: Computational Economics.Research output: Contribution to journal › Article › peer-review
Open Access -
Kullback-Leibler Divergence and Akaike Information Criterion in General Hidden Markov Models
Fuh, C. D., Kao, C. L. M. & Pang, T., 2024, In: IEEE Transactions on Information Theory. 70, 8, p. 5888-5909 22 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
A new PIN model with application of the change-point detection method
Kao, C. L. M. & Lin, E., Nov 2023, In: Review of Quantitative Finance and Accounting. 61, 4, p. 1513-1528 16 p.Research output: Contribution to journal › Article › peer-review
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Internet searches for “insomnia” and “suicide” mediated by stay-at-home behaviors in 45 countries during the first 12 months of the COVID-19 pandemic
Lin, S. H., Lan, Y. T., Hsia, P. H., Kao, C. L. M., Tsou, H. H. & Lin, Y. H., 15 Mar 2023, In: Journal of Affective Disorders. 325, p. 119-126 8 p.Research output: Contribution to journal › Article › peer-review
Open Access4 Scopus citations
Prizes
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XV Asian Pacific Mathematics Olympiad, Bronze Award, Asian Pacific Mathematics Olympiad
Kao, C.-L. (Recipient), 2003
Prize: Honorary award
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