| Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China KH Pho, S Ly, R Lu, TH Van Hoang, WK Wong International Review of Financial Analysis 74, 101674, 2021 | 71 | 2021 |
| Comparison among Akaike information criterion, Bayesian information criterion and Vuong's test in model selection: A case study of violated speed regulation in Taiwan KH Pho, S Ly, S Ly, TM Lukusa Journal of Advanced Engineering and Computation 3 (1), 293-303, 2019 | 59 | 2019 |
| Determining distribution for the product of random variables by using copulas S Ly, KH Pho, S Ly, WK Wong Risks 7 (1), 23, 2019 | 39 | 2019 |
| A static and dynamic copula-based ARIMA-fGARCH approach to determinants of carbon dioxide emissions in Argentina S Ly, S Sarwat, WK Wong, M Ramzan, HD Nguyen Environmental Science and Pollution Research 29 (48), 73241-73261, 2022 | 34 | 2022 |
| Determining distribution for the quotients of dependent and independent random variables by using copulas S Ly, KH Pho, S Ly, WK Wong Journal of Risk and Financial Management 12 (1), 42, 2019 | 30 | 2019 |
| Exploring dependence structures among European electricity markets: Static and dynamic copula-GARCH and dynamic state-space approaches S Ly, S Sriboonchitta, J Tang, WK Wong Energy Reports 8, 3827-3846, 2022 | 13 | 2022 |
| Extraction dependence structure of distorted copulas via a measure of dependence HD Tran, UH Pham, S Ly, T Vo-Duy Annals of Operations Research 256 (2), 221-236, 2017 | 9 | 2017 |
| A new measure of monotone dependence by using Sobolev norms for copula HD Tran, UH Pham, S Ly, T Vo-Duy International Symposium on Integrated Uncertainty in Knowledge Modelling and …, 2015 | 9 | 2015 |
| Determining Distribution for the Product of Random Variables by Using Copulas, Risks, 7 (1), 23 S Ly, KH Pho, S Ly, WK Wong | 8 | 2019 |
| Scalable probabilistic optimal power flow for high renewables using lite polynomial chaos expansion S Ly, P Pareek, HD Nguyen IEEE Systems Journal, 2022 | 5 | 2022 |
| Alcohol consumption in Thailand: a study of the associations between alcohol, tobacco, gambling, and demographic factors P Changpetch, D Haughton, M Le, S Ly, P Nguyen, T Thach Tobacco, Gambling, and Demographic Factors (February 15, 2016), 2016 | 5 | 2016 |
| T-shape data and probabilistic remaining useful life prediction for Li-ion batteries using multiple non-crossing quantile Long Short-Term Memory S Ly, J Xie, FE Wolter, HD Nguyen, Y Weng Applied Energy 349, 121355, 2023 | 4 | 2023 |
| Hypothesis testing for mitigation of operational infeasibility on distribution system under rising renewable penetration Y Weng, S Ly, P Wang, HD Nguyen IEEE Transactions on Sustainable Energy 14 (2), 876-891, 2022 | 4 | 2022 |
| On the distortion risk measure using copulas S Ly, HU Pham, R Bris Applied Mathematics, 2016 | 4 | 2016 |
| Stochastic ordering by g-expectations S Ly, N Privault arXiv preprint arXiv:2005.12580, 2020 | 2 | 2020 |
| A novel quantile Lite-PCE for probabilistic risk assessment of power system cascading outage for N-1-1 contingency analysis S Ly, K Chauhan, GH Beng, HD Nguyen 2023 IEEE Power & Energy Society General Meeting (PESGM), 1-5, 2023 | 1 | 2023 |
| -expectation approach to stochastic ordering S Ly, N Privault Frontiers of Mathematical Finance 1 (3), 343-374, 2022 | 1 | 2022 |
| Censored-Variational Gaussian Process for Predicting Probabilistic RUL of Li-ion Battery Using Right-censored Data S Ly, J Xie, HD Nguyen IECON 2023- 49th Annual Conference of the IEEE Industrial Electronics …, 2023 | | 2023 |
| Stochastic Day-Ahead Scheduling of Distributed Energy Resources: A Meta Modelling Approach K Chauhan, J Moirangthem, S Ly, LM Koh, HD Nguyen IEEE Journal of Emerging and Selected Topics in Industrial Electronics, 1-14, 2023 | | 2023 |
| Energy Reports S Ly, S Sriboonchitta, J Tang, WK Wong | | 2022 |
Wing-Keung WongChair Professor, Department of Finance, Asia University; Adjunct Professor, Lingnan UniversityVerified email at asia.edu.tw
