Poster Sessions

Poster size: We recommend a poster size of A1 as this will fit within the poster board (click to see the picture) in both portrait and landscape layouts. Size A0 would be the largest possible size, and poster of this size will only fit if they are portrait style. Poster boards will be set up in front of U-Town Auditorium 2 for you to display your posters on.

You do not have to stick to these exact sizes, any size between A1 and A0 is acceptable, as long as it fits within the dimensions of the poster boards, and is not overlapping the next board. 


Poster Session

Muhammad Amin, Dalian University of Technology, China

Quantile Variable Selection for High Dimensional Data Analysis

Yumi Asahi, Tokai University, Japan

Consumer Consciousness on Domestic and Imported Food

Kannat Na Bangchang,

Thammasat University, Thailand

A Comparison of Pegels and ARIMA Models in Forecasting Sales Volume Product: Case study‚Äôs SALA ARTIT GARDEN, SURATTHANI Province, Thailand

Meng Xu, Sichuan University, China

The Time-varying Coefficient Functional Autoregressive Model and Its Application to U.S. Treasuries

Hiroki Hashiguchi,

Tokyo University of Science, Japan

Holonomic properties for the distribution of the sample correlation coefficient

Tatsuya Kuwabara, Tokyo University of Science, Japan

Approximate gamma distributions for eigenvalues of a complex Wishart matrix and applications of MIMO capacity

Cheng Tin Gan, Florida International University, USA

Real-Time Model Calibration in Dynamic Pricing for High-Occupancy Toll (HOT) Lanes

Ji Won Shin, Ewha University of Korea, South Korea

A new IHAR model with leverage, called LIHAR model for forecasting realized volatilities

Sinae Kim, Ewha University of Korea, South Korea

A comparative study of statistical methods for recurrent survival data analysis

Hyejin Song, Ewha Womans University, South Korea

Do we need the constant term in the HAR model for forecasting realized volatilities? Evidence from real sets of data

Suyeon  Kang, Ewha University of Korea, South Korea

Classification analysis for unbalanced data

Soyeon Jang, Ewha University of Korea, South Korea

Analysis of Korean aircraft departure delay and airport on-time performance due to weather impact

Wee Song Chua, National University of Singapore, Singapore

Modelling Liquidity Supply in Limit Order Book with a Vector Functional Autoregressive (VFAR) model

Jiejie Zhang, National University of Singapore, Singapore

Predict electricity price curves with Fisher-Rao distance

Heewon Park,

Yamaguchi University, Japan

Sparse principal component regression modelling and Generalized information criterion

Tomoaki Imoto,

The Institute of Statistical Mathematics,


An Application of Statistical Time Series Analysis to Prediction of Slope Failure

Deborshee Sen, National University of Singapore, Singapore

Some contributions to SMC Algorithms for Option Pricing

Amritpal Singh Dhillon,

North Gujarat University, India

Looking Beyond the Financial Ratios through Data Envelopment Analysis


Tran Hoang Hai, National University of Singapore, Singapore

Estimation of Structural Vector Autoregression Generalized Autoregressive Conditional Heteroscedasticity (SVAR-GARCH) model using Independent Component Analysis (ICA) with applications on high frequency financial data

Hsin-wen Chang, Institute of Statistical Science, Academia Sinica, Taiwan

A combined test for stochastic ordering and crossing survival functions 

Dacheng Chen, National University of Singapore

Online gaming data modeling

Adil Yousif, Qatar University

Artificial Neural Network versus Linear Models Forecasting Doha Stock Market