Publications

Graphical Copula GARCH Modeling with Dynamic Conditional Dependence (2026)

Authors: Chan, LSH, Chu, AMY, and So, MKP

Journal of Business & Economic Statistics

Introduces the GC‑GARCH model to capture nonlinear, dynamic dependencies in large financial portfolios using Bayesian networks and copula constructions.

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Using Valence and Arousal Scoring in Speech to Detect Depressive Symptoms: A Study on Family Caregivers (2026)

Authors: So, MKP, Tsang, JTY, Chan, LSH, Chan, JNL, Tiwari, A, and Chu, AMY

PLOS One

This study investigates the use of Valence-Arousal analysis in speech to improve early detection of depressive symptoms among family caregivers via an ensemble learning approach.

Forthcoming.

Dynamic Bayesian Networks with Conditional Dynamics in Edge Addition and Deletion (2026)

Authors: Chan, LSH, Chu, AMY, and So, MKP

Applied Stochastic Models in Business and Industry

Proposes a dynamic Bayesian network framework that models conditional edge additions and deletions, enabling flexible representation of evolving dependence structures in complex stochastic systems.

Forthcoming. A preprint version is available at https://doi.org/10.48550/arXiv.2409.08965

A Hybrid Markov Chain Monte Carlo Approach for Structural Learning in Bayesian Networks Based on Variable Blocking (2025)

Authors: Chan, LSH, Chu, AMY, and So, MKP

Bayesian Analysis

Presents a variable‑blocking strategy to improve efficiency in Bayesian network structural learning, applied to high‑dimensional psychological datasets.

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Utilizing Google Trends Data to Enhance Forecasts and Monitor Long COVID Prevalence (2025)

Authors: Chu, AMY, Tsang, JTY, Chan, SSC, Chan, LSH, and So, MKP

Communications Medicine

Applies Google Trends data to improve forecasting models and monitor long COVID prevalence, offering a novel approach to public health surveillance.

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Nurses’ Knowledge, Attitudes, and Role Perception in Medication Administration (2025)

Authors: Chu, AMY, So, HY, Yu, LWL, Ho, BPY, Chang, SSY, Chan, LSH, Or, CKL, and So, MKP

BMC Nursing

Examines how hospital context and professional experience influence nurses’ knowledge, attitudes, and role perception in medication administration.

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Applications of Bayesian Networks in Assessing the Effects of Family Resilience on Caregiver Behavioral Problems, Depressive Symptoms, and Burdens (2024)

Authors: Chu, AMY, Chan, LSH, Chang, SSY, Tiwari, A, Yuk, H, and So, MKP

Journal of Computational Social Science

Uses Bayesian networks to evaluate causal effects of family resilience on caregiver behavioral problems, depressive symptoms, and burdens.

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A Moving‑Window Bayesian Network Model for Assessing Systemic Risk in Financial Markets (2023)

Authors: Chan, LSH, Chu, AMY, and So, MKP

PLOS One

Develops a moving‑window Bayesian network approach to assess systemic risk in financial markets, capturing evolving dependence structures.

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Stochastic Actor‑Oriented Modelling of the Impact of COVID‑19 on Financial Network Evolution (2021)

Authors: Chu, AMY, Chan, LSH, and So, MKP

Stat

Applies stochastic actor‑oriented models to study how COVID‑19 reshaped financial network structures and systemic risk dynamics.

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Financial Network Connectedness and Systemic Risk During the COVID‑19 Pandemic (2021)

Authors: So, MKP, Chan, LSH, and Chu, AMY

Asia‑Pacific Financial Markets

Analyzes financial network connectedness and systemic risk during the pandemic, highlighting vulnerabilities in global markets.

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