S. T. Boris Choy

Publication Activity (10 Years)

Years Active: 2004-2024
Publications (10 Years): 11

Top Topics

Neighborhood Preserving Embedding

Financial Time Series

Dimensionality Reduction

Diffusion Model

Top Venues

Publications

Xiaonan Zhu, Zheng Wei, Tonghui Wang, S. T. Boris Choy, Ziwei Ma
An expectation conditional maximization algorithm for the skew-normal based stochastic frontier model. Comput. Stat. 39 (3) (2024)
Liqun Hu, Tonghui Wang, David Trafimow, S. T. Boris Choy
Extending the A Priori Procedure (APP) to Analysis of Variance Models under Normality. Axioms 13 (1) (2024)
Shilin Yu, Xuan Li, S. T. Boris Choy
A New Inverse Extended Weibull Distribution for Modelling Insurance Loss Data. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 31 (Supplement-2) (2023)
Cong Wang, Tonghui Wang, Xiangfei Chen, David Trafimow, Tingting Tong, Liqun Hu, S. T. Boris Choy
The a Priori Procedure for Estimating the Cohen's Effect Size Under Independent Skew Normal Settings. IUKM (1) (2023)
Ruikun Li, Xuliang Li, Shiying Gao, S. T. Boris Choy, Junbin Gao
Graph Convolution Recurrent Denoising Diffusion Model for Multivariate Probabilistic Temporal Forecasting. ADMA (1) (2023)
Mingyuan Bai, S. T. Boris Choy, Junping Zhang, Junbin Gao
Neural Ordinary Differential Equation Model for Evolutionary Subspace Clustering and Its Applications. CoRR (2021)
Dai Shi, Junbin Gao, Xia Hong, S. T. Boris Choy, Zhiyong Wang
Coupling matrix manifolds assisted optimization for optimal transport problems. Mach. Learn. 110 (3) (2021)
Dai Shi, Junbin Gao, Xia Hong, S. T. Boris Choy, Zhiyong Wang
Coupling Matrix Manifolds and Their Applications in Optimal Transport. CoRR (2019)
Mingyuan Bai, S. T. Boris Choy, Xin Song, Junbin Gao
Tensor-Train Parameterization for Ultra Dimensionality Reduction. CoRR (2019)
Mingyuan Bai, S. T. Boris Choy, Xin Song, Junbin Gao
Tensor-Train Parameterization for Ultra Dimensionality Reduction. ICBK (2019)
Claudia Yeap, S. T. Boris Choy, S. Simon Kwok
The Skew-t Option Pricing Model. ECONVN (2018)
Jennifer So-Kuen Chan, Connie P. Y. Lam, S. T. Boris Choy
An Innovative Financial Time Series Model: The Geometric Process Model. TES (2014)
S. T. Boris Choy, Celestine M. Bond
Statistical Analysis of Political Cycles in Australian Stock Market Returns. TES (2014)
Jennifer So-Kuen Chan, Connie P. Y. Lam, Philip L. H. Yu, S. T. Boris Choy, Cathy W. S. Chen
A Bayesian conditional autoregressive geometric process model for range data. Comput. Stat. Data Anal. 56 (11) (2012)
Joanna J. J. Wang, Jennifer So-Kuen Chan, S. T. Boris Choy
Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures. Comput. Stat. Data Anal. 55 (1) (2011)
Jennifer So-Kuen Chan, Doris Y. P. Leung, S. T. Boris Choy, Wai Y. Wan
Nonignorable dropout models for longitudinal binary data with random effects: An application of Monte Carlo approximation through the Gibbs output. Comput. Stat. Data Anal. 53 (12) (2009)
Jianwei Chen, S. T. Boris Choy, Kim-Hung Li
Optimal Bayesian sampling acceptance plan with random censoring. Eur. J. Oper. Res. 155 (3) (2004)