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Personal profile


Shuang earned his doctorate in econometrics from Tinbergen Institute/the University of Amsterdam, the Netherlands under Professor Heinz Neudecker’s supervision. After working at the University of Basel, Switzerland and the Australian National University, he joined the University of Canberra in 2003.

Shuang teaches a number of statistics units for both undergraduate and postgraduate students. He serves as a reviewer for more than 35 mathematics, statistics, econometrics and other journals and as an associate editor for 4 international journals. He currently studies issues in econometrics, statistics and data science with applications to various areas and enjoys collaborating with colleagues from Australia and overseas. Jointly, he has more than 120 international publications.

Research interests

  • Distribution theory and its applications
  • Financial, insurance and environmental statistics and data analytics
  • Matrix differential calculus


Fingerprint Dive into the research topics where Shuangzhe LIU is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Local Influence Mathematics
Influence Diagnostics Mathematics
Hadamard Product Mathematics
Diagnostics Mathematics
Linear Model Mathematics
Positive Semidefinite Matrix Mathematics
Linear Regression Model Mathematics
Perturbation Mathematics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Projects 2007 2007

2007 Visiting Scholar - Prof S Ejaz Ahmed



Project: Other

Research Output 1995 2019

3 Citations (Scopus)

A Cobb–Douglas type model with stochastic restrictions: formulation, local influence diagnostics and data analytics in economics

Cysneiros, F. J. A., Leiva, V., Liu, S., Marchant, C. & Scalco, P., 15 Jul 2019, In : Quality and Quantity. 53, 4, p. 1693-1719 27 p.

Research output: Contribution to journalArticle

Influence Diagnostics
Local Influence
Auxiliary Information

EEG-Based Person Authentication System in Different Brain States

Tran, N., TRAN, D., LIU, S., MA, W. & PHAM, T., 20 Mar 2019, 2019 9th International IEEE/EMBS Conference on Neural Engineering (NER). IEEE, Institute of Electrical and Electronics Engineers, p. 1050-1053 4 p.

Research output: A Conference proceeding or a Chapter in BookConference contribution

Security systems

Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review

Sun, R., Ma, T., Liu, S. & SATHYE, M., 24 Mar 2019, In : Journal of Risk and Financial Management. 12, 1, p. 1-33 33 p.

Research output: Contribution to journalReview article

Portfolio risk
Risk measurement
Covariance matrix estimation
Portfolio selection
Financial data
1 Citation (Scopus)

On a partial least squares regression model for asymmetric data with a chemical application in mining

Huerta, M., Leiva, V., Liu, S., Rodríguez, M. & Villegas, D., 15 Jul 2019, In : Chemometrics and Intelligent Laboratory Systems. 190, p. 55-68 14 p.

Research output: Contribution to journalArticle

Mineral industry
Maximum likelihood
Chemical analysis

Portfolio selection based on semivariance and distance correlation under minimum variance framework

Sun, R., Ma, T. & Liu, S., Aug 2019, In : Statistica Neerlandica. 73, 3, p. 373-394 22 p.

Research output: Contribution to journalArticle

Minimum Variance
Portfolio Selection
Covariance matrix
Correlation coefficient
Pearson Correlation