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
- 1 Similar Profiles
Collaborations and top research areas from the last five years
Projects
- 10 Finished
-
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
-
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
-
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
-
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
-
Mathemusical - Population Science Musical Project
Kao, C.-L. M. (PI)
1/08/21 → 31/07/22
Project: Government Ministry › Other Government Ministry Institute
Research output
- 19 Article
-
Causal mediation analysis for difference-in-difference design and panel data
Hsia, P. H., Tai, A. S., Kao, C. L. M., Lin, Y. H. & Lin, S. H., 1 Jan 2025, In: Epidemiologic Methods. 14, 1, 20240025.Research output: Contribution to journal › Article › peer-review
Open Access -
Determine the Number of States in Hidden Markov Models via Marginal Likelihood
Chen, Y., Fuh, C. D. & Kao, C. L. M., 2025, In: Journal of Machine Learning Research. 26Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
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., Jun 2025, In: Computational Economics. 65, 6, p. 3039-3075 37 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Scopus citations -
Unconventional Refinement for VECM-Based Pairs Trading Strategy through Asymptotic Properties
Dai, T. S., Kuo, H. S., Chang, H. H., Huang, T. C. & Kao, C. L. M., 2025, (Accepted/In press) In: Computational Economics.Research output: Contribution to journal › Article › peer-review
Open Access -
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
1 Scopus citations
Prizes
-
XV Asian Pacific Mathematics Olympiad, Bronze Award, Asian Pacific Mathematics Olympiad
Kao, C.-L. (Recipient), 2003
Prize: Honorary award
-