University of Macau, Faculty of Business Administration
Dr. Stanley Iat Meng KO (高日明)2018-05-16T19:10:08+00:00

Dr. 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/

Academic Qualifications

  • 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

Related Working Experiences

  • 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.

Teaching

  • 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.

Research Interests

  • Financial Econometrics
  • Financial Forecast and Evaluation
  • Network Modeling and Analysis
  • Nonparametric Bayesian Method

Awards & Research Grants

  • General Research Fund, Co-Principal Investigator, Research Grants Council (RGC) HKSAR, 2017–2019.
  • Multi-year Research Grant, Principal Investigator, U of Macau, 2017–2018.
  • 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.

Publications

  1. Dirichlet Process Multiple Change-point Model (with Terence T. L. Chong and Pulak Ghosh), 2015, Bayesian Analysis, 10, 275–296.
  2. Multivariate Density Forecast Evaluation: A Modified Approach (with Sung Y. Park), 2013, International Journal of Forecasting, 29, 431–441.

Conference Presentations

  1. The XIth World Conference of the Spatial Econometrics Association (SEA2017), Jun. 13–15, 2017, SMU, Singapore.
  2. The 2017 Asian Meeting of the Econometric Society, Jun. 3–5, 2017, CUHK, Hong Kong.
  3. SMU Summer Institute on Analytics for Business, Consumer and Social Insights 2013, Aug. 3–5, 2013, Singapore.
  4. The 2012 Asian Meeting of the Econometric Society, Dec. 20–22, 2012, Delhi, India.
  5. Econometric Society Australasian Meeting 2011, Jul. 4–8, 2011, Adelaide, South Australia, Australia.

Working Papers

  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.

Working in Progress

  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).

Professional Activities

  • 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.

Computational Skills

  • C++; Fortran; GAUSS; Linux; Matlab; Python; R; SAS.

Faculty of Business Administration

Address:
Room G031, Faculty of Business Administration,
University of Macau, E22,
Avenida da Universidade, Taipa, Macau, China



Telephone:
(853) 8822 4735 / 4736 / 4737

Fax:
(853) 8822 2377