Projects per year
Personal profile
Research interests
Mathematics & Statistics - Nonlinear time series analysis
Business & Economics - Financial econometrics
Mathematics & Statistics - Bayesian analysis
Mathematics & Statistics - Data analytics
Business & Economics - Risk management
Business & Economics - Financial econometrics
Mathematics & Statistics - Bayesian analysis
Mathematics & Statistics - Data analytics
Business & Economics - Risk management
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Related documents
Education/Academic qualification
PhD in Statistics, PhD, The University of Hong Kong
1996
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 3 Finished
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Graphical copula GARCH modeling with dynamic conditional dependence and its applications to finance and risk management
SO, M. K. P. (PI)
1/01/23 → 30/06/24
Project: Research
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Contributing to the Development of Hong Kong into a Global Fintech Hub
HUANG, A. (CoPI), YOU, H. (CoPI), CHEN, T.-Y. (CoPI), CHAN, W.-S. (CoPI), ZHANG, C. (CoPI), YEUNG, D. Y. (CoPI), SO, M. K. P. (CoPI), CHEN, Y. (CoI), YANG, Y. (CoI), CHAN, K. K. C. (CoPI), HUI, K. L. (CoPI), TAM, K. Y. (PI), JAMES, L. F. (CoPI), LING, S. (CoPI), YU, P. L. H. (CoPI), ZHENG, R. (CoPI), BHATTACHARYA, U. (CoPI), YUE, W. T. (CoPI), HONG, W. (CoPI), ZHENG, X. (CoPI), XU, Y. (CoPI), FONG, Y. F. (CoPI), LI, Y. (CoPI) & ZHANG, X. (CoPI)
1/01/19 → 31/12/22
Project: Research
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Hierarchical Bayesian Dynamic Network Modeling and its Applications to Finance, Information Systems and Education.
SO, M. K. P. (PI) & TAM, K. Y. (CoI)
1/01/18 → 30/06/21
Project: Research
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A multivariate randomized response model for mixed-type data
Chu, A. M. Y., Omori, Y., So, H. Y. & So, M. K. P., 2 Apr 2025, In: Journal of Applied Statistics. p. 1-39 39 p.Research output: Contribution to journal › Journal Article › peer-review
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Dynamic Network Poisson Autoregression with Application to COVID-19 Count Data
Asai, M., Chu, A. M. Y. & So, M. K. P., Jan 2025, In: Journal of Data Science. 23, 1, p. 208-224 17 p.Research output: Contribution to journal › Journal Article › peer-review
1 Citation (Scopus) -
Utilizing Google Trends data to enhance forecasts and monitor long COVID prevalence
Chu, A. M. Y., Tsang, J. T. Y., Chan, S. S. C., Chan, L. S. H. & So, M. K. P., Dec 2025, In: Communications Medicine. 5, 1, 179.Research output: Contribution to journal › Journal Article › peer-review
Open Access4 Citations (Scopus) -
Which types of family caregivers are more prone to developing depression? Leveraging non-financial social support to mitigate depression
Chu, A. M. Y., Woo, D. H. Y., Tiwari, A., Yuk, H. & So, M. K. P., Jan 2025, In: Current Psychology. 44, 1, p. 73-84 12 p.Research output: Contribution to journal › Journal Article › peer-review
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Applications of Bayesian networks in assessing the effects of family resilience on caregiver behavioral problems, depressive symptoms, and burdens
Chu, A. M. Y., Chan, L. S. H., Chang, S. S. Y., Tiwari, A., Yuk, H. & So, M. K. P., Oct 2024, In: Journal of Computational Social Science. 7, 2, p. 1275-1303 29 p.Research output: Contribution to journal › Journal Article › peer-review
2 Citations (Scopus)
Activities
- 6 Editorial work
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Scientific Reports (Journal)
SO, K. P. (Editorial Board Member)
1 Nov 2024 → …Activity: Publication peer-review and editorial work › Editorial work
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Bayesian Analysis (Journal)
SO, K. P. (Associate Editor)
1 Jan 2019 → …Activity: Publication peer-review and editorial work › Editorial work
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Statistics and Probability Letters (Journal)
SO, K. P. (Associate Editor)
1 Jan 2016 → 1 Aug 2021Activity: Publication peer-review and editorial work › Editorial work
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Econometrics and Statistics (Journal)
SO, K. P. (Associate Editor)
1 Jan 2016 → …Activity: Publication peer-review and editorial work › Editorial work
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Journal of Business & Economic Statistics (Journal)
SO, K. P. (Associate Editor)
1 Jan 2013 → 1 Dec 2016Activity: Publication peer-review and editorial work › Editorial work