Prof. Stanley Iat-Meng KO

Assistant Professor in Business Economics

Faculty of Business Administration
University of Macau, E22
Avenida da Universidade, Taipa, Macau, China

Contact Information

Room: E22-4052
Telephone: (853) 8822-4153
E-mail: stanleyko
Website:http://stanleyko.weebly.com/
  • Ph.D. Economics, The Chinese University of Hong Kong, China, 2013
  • MPhil. Economics, The Chinese University of Hong Kong, China, 2008
  • B.S. Finance, Tsinghua University, Beijing, China, 2006
  • Assistant Professor, Department of Finance and Business Economics, University of Macau, present.
  • Post Doctoral Fellow, Shanghai-Hong Kong Development Institute, CUHK, Sep. 2013 – Aug. 2014
  • Full-time Teaching Assistant, Department of Economics, CUHK, Sep. 2011 – Aug. 2013.
  • Undergraduate Courses
    • Financial Econometrics, Spring, 2015, 2016, 2017, 2018.
    • Applied Econometrics , Fall, 2014, 2015, 2016, 2017.
  • Graduate Courses
    • Statistics and Financial Econometrics, Fall, 2014, 2015, 2016, 2017.
  • Financial Econometrics
  • Financial Forecast and Evaluation
  • Network Modeling and Analysis
  • Nonparametric Bayesian Method
  • General Research Fund, Co-Principal Investigator, Research Grants Council (RGC) HKSAR, 20172019.
  • Multi-year Research Grant, Principal Investigator, U of Macau, 20172018.
  • Start-up Research Grant, Principal Investigator, U of Macau, 2014 2017.
  • Direct Grant, Co-Principal Investigator, CUHK, 2012.
  • Conference Travel Grant for Econometric Society Australasian Meeting, CUHK, 2011.
  • Postgraduate Studentship for MPhil and PhD, CUHK, 2006 2011.
  • Scholarship for Hong Kong, Macau, and Taiwan Students, Tsinghua, 2005.
  1. Dirichlet Process Multiple Change-point Model (with Terence T. L. Chong and Pulak Ghosh), 2015Bayesian Analysis, 10, 275296.
  2. Multivariate Density Forecast Evaluation: A Modified Approach (with Sung Y. Park), 2013, International Journal of Forecasting, 29, 431441.
  1. The XIth World Conference of the Spatial Econometrics Association (SEA2017), Jun. 1315, 2017, SMU, Singapore.
  2. The 2017 Asian Meeting of the Econometric Society, Jun. 35, 2017, CUHK, Hong Kong.
  3. SMU Summer Institute on Analytics for Business, Consumer and Social Insights 2013, Aug. 35, 2013, Singapore.
  4. The 2012 Asian Meeting of the Econometric Society, Dec. 2022, 2012, Delhi, India.
  5. Econometric Society Australasian Meeting 2011, Jul. 48, 2011, Adelaide, South Australia, Australia.
  1. Multivariate Density Forecast Evaluation: Smooth Test Approach (with Sung Y. Park), 2017, submitted.
  2. Spatial Modeling Approach for Dynamic Network Formation and Network Interactions (with Chih-Sheng Hsieh and Xiaoyi Han), 2018, submitted.
  1. Nonparametric Bayesian Latent Attribute Model for Social Network Formation and Interactions (with Chih-Sheng Hsieh).
  2. Non-randomly sampled networks: Biases and Corrections (with Chih-Sheng Hsieh, Jaromír Kováˇrík and Trevon Logan).
  3. Bayesian Quantile Regression (with Sung Y. Park).
  4. A General Test for Symmetry with Application in Financial Market (with Sung Y. Park).
  • Member,
    American Economic Association, American Finance Association, Econometric Society, Royal Economic Society.
  • Referring,
    Advances in Data Analysis and Classification (ADAC), Bayesian Analysis, Journal of Business & Economic Statistics.
  • C++; Fortran; GAUSS; Linux; Matlab; Python; R; SAS.