Search Results - "So, Mike K. P"

Learning from work-from-home issues during the COVID-19 pandemic: Balance speaks louder than words by Chu, Amanda M Y, Chan, Thomas W C, So, Mike K P

“…During the 2019 novel coronavirus disease (COVID-19) pandemic, many employees have switched to working from home. Despite the findings of previous research…”
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Predicting standardized absolute returns using rolling-sample textual modelling by Tang, Ka Kit, Li, Ka Ching, So, Mike K P

“…Understanding how textual information impacts financial market volatility has been one of the growing topics in financial econometric research. In this paper,…”
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A moving-window bayesian network model for assessing systemic risk in financial markets by Chan, Lupe S H, Chu, Amanda M Y, So, Mike K P

“…Systemic risk refers to the uncertainty that arises due to the breakdown of a financial system. The concept of "too connected to fail" suggests that network…”
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On topological properties of COVID-19: predicting and assessing pandemic risk with network statistics by So, Mike K. P., Chu, Amanda M. Y., Tiwari, Agnes, Chan, Jacky N. L.

“…The spread of coronavirus disease 2019 (COVID-19) has caused more than 80 million confirmed infected cases and more than 1.8 million people died as of 31…”
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Assessing systemic risk in financial markets using dynamic topic networks by So, Mike K. P., Mak, Anson S. W., Chu, Amanda M. Y.

“…Systemic risk in financial markets refers to the breakdown of a financial system due to global events, catastrophes, or extreme incidents, leading to huge…”
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Higher Education during the Pandemic: The Predictive Factors of Learning Effectiveness in COVID-19 Online Learning by Tsang, Jenny, So, Mike, Chong, Andy, Lam, Benson, Chu, Amanda

“…The global coronavirus disease (COVID-19) outbreak forced a shift from face-to-face education to online learning in higher education settings around the world…”
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Standardized local assortativity in networks and systemic risk in financial markets by So, Mike K. P, Mak, Anson S. W, Chan, Jacky N. L, Chu, Amanda M. Y

“…The study of assortativity allows us to understand the heterogeneity of networks and the implication of network resilience. While a global measure has been…”
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An automatic speech analytics program for digital assessment of stress burden and psychosocial health by Chu, Amanda M Y, Lam, Benson S Y, Tsang, Jenny T Y, Tiwari, Agnes, Yuk, Helina, Chan, Jacky N L, So, Mike K P

“…The stress burden generated from family caregiving makes caregivers particularly prone to developing psychosocial health issues; however, with early diagnosis…”
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Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models by Asai, Manabu, So, Mike K. P.

“…In this article, we consider a quasi‐maximum likelihood (QML) estimation of conditional autoregressive Wishart models, which generalize the conditional…”
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Analysis of travel restrictions for COVID-19 control in Latin America through network connectedness by Chu, Amanda M Y, Tsang, Jenny T Y, Chan, Jacky N L, Tiwari, Agnes, So, Mike K P

“…We analyze the COVID-19 pandemic development in Latin America by network analysis to demonstrate the effectiveness of air travel restriction in reducing…”
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Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: Applications for financial risk management by So, Mike K.P., Chan, Thomas W.C., Chu, Amanda M.Y.

“…This paper aims to explore a modified method of high-dimensional dynamic variance–covariance matrix estimation via risk factor mapping, which can yield a…”
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Financial Network Connectedness and Systemic Risk During the COVID-19 Pandemic by So, Mike K. P., Chan, Lupe S. H., Chu, Amanda M. Y.

“…The COVID-19 pandemic causes a huge number of infections. The outbreak of COVID-19 has not only caused substantial healthcare impacts, but also affected the…”
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Volatility and dynamic dependence modeling: Review, applications, and financial risk management by So, Mike K. P., Chu, Amanda M. Y., Lo, Cliff C. Y., Ip, Chun Yin

“…Since the introduction of ARCH models close to 40 years ago, a wide range of models for volatility estimation and prediction have been developed and integrated…”
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Asking Sensitive Questions Using the Randomized Response Approach in Public Health Research: An Empirical Study on the Factors of Illegal Waste Disposal by Chong, Andy C Y, Chu, Amanda M Y, So, Mike K P, Chung, Ray S W

“…A survey study is a research method commonly used to quantify population characteristics in biostatistics and public health research, two fields that often…”
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Enhancing the Predictive Power of Google Trends Data Through Network Analysis: Infodemiology Study of COVID-19 by Chu, Amanda MY, Chong, Andy C Y, Lai, Nick H T, Tiwari, Agnes, So, Mike K P

“…Background The COVID-19 outbreak has revealed a high demand for timely surveillance of pandemic developments. Google Trends (GT), which provides freely…”
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Threshold variable selection of asymmetric stochastic volatility models by Chen, Cathy W. S., Liu, Feng-Chi, So, Mike K. P.

“…A threshold stochastic volatility (SV) model is used for capturing time-varying volatilities and nonlinearity. Two adaptive Markov chain Monte Carlo (MCMC)…”
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Stochastic actor‐oriented modelling of the impact of COVID‐19 on financial network evolution by Chu, Amanda M.Y., Chan, Lupe S.H., So, Mike K.P.

“…The coronavirus disease 2019 (COVID‐19) pandemic has led to tremendous loss of human life and has severe social and economic impacts worldwide. The spread of…”
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Applying the randomized response technique to elicit truthful responses to sensitive questions in IS research: the case of software piracy behavior by Kwan, Samuel S. K, So, Mike K. P, Tam, Kar Yan

“…Research on software piracy often relies on self-reports by individual users and thus suffers from possible response distortion attributable to a variety of…”
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Estimating the dependence of mixed sensitive response types in randomized response technique by Chu, Amanda MY, So, Mike KP, Chan, Thomas WC, Tiwari, Agnes

“…Sensitive questions are often involved in healthcare or medical survey research. Much empirical evidence has shown that the randomized response technique is…”
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Stochastic Multivariate Mixture Covariance Model by So, Mike K. P., Li, Raymond W. M., Asai, Manabu, Jiang, Yue

“…Stochastic covariance models have been explored in recent research to model the interdependence of assets in financial time series. The approach uses a single…”
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