Projects per year
Personal profile
Biography
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.
Research Output 1995 2019
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 journal › Article
Influence Diagnostics
Local Influence
Auxiliary Information
diagnostic
Economics
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 Book › Conference contribution
Electroencephalography
Authentication
Brain
Security systems
Neurons
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 journal › Review article
Portfolio risk
Risk measurement
Covariance matrix estimation
Portfolio selection
Financial data
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 journal › Article
Kaolin
Kaolinite
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 journal › Article
Minimum Variance
Portfolio Selection
Covariance matrix
Correlation coefficient
Pearson Correlation