Personal profile
Research interests
Business & Economics - Financial econometrics
Mathematics & Statistics - Bayesian analysis
Mathematics & Statistics - Data analytics
Business & Economics - Risk management
Related documents
Education/Academic qualification
PhD in Statistics, PhD, The University of Hong Kong
1996
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):
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SDG 3 Good Health and Well-being -
SDG 4 Quality Education -
SDG 8 Decent Work and Economic Growth -
SDG 9 Industry, Innovation, and Infrastructure -
SDG 10 Reduced Inequalities -
SDG 11 Sustainable Cities and Communities -
SDG 12 Responsible Consumption and Production
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Collaborations and top research areas from the last five years
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)
RGC - Theme-based Research Scheme
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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Nurses’ knowledge, attitudes, and role perception in medication administration: do hospital context and nurses’ level of professional experience make a difference?
Chu, A. M. Y., So, H. Y., Yu, L. W. L., Ho, B. P. Y., Chang, S. S. Y., Chan, L. S. H., Or, C. K. L. & So, M. K. P., 13 Jan 2026, In: BMC Nursing. 25, 1, 13 p., 37.Research output: Contribution to journal › Journal Article › peer-review
Open Access -
A Hybrid Markov Chain Monte Carlo Approach for Structural Learning in Bayesian Networks Based on Variable Blocking
CHAN, S. H., Chu, A. M. Y. & SO, M. K. P., 21 Mar 2025, In: Bayesian Analysis. p. 1-27 27 p.Research output: Contribution to journal › Journal Article › peer-review
Open Access -
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. 52, 14, p. 2597-2635 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 Link opens in a new tab 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., 16 May 2025, In: Communications Medicine. 5, p. 1-16 16 p., 179.Research output: Contribution to journal › Journal Article › peer-review
Open Access5 Link opens in a new tab 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
Awards
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ASAP: Automatic Speech Analytics Program for Early Personalised Psychosocial Health Assessment
Chu, A. M. Y. (Recipient), SO, M. K. P. (Recipient), Chan, L. S. H. (Recipient) & Chan, J. N. L. (Recipient), Mar 2026
Prize: Other Research Award and Prize
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