Associate Professor Lin received her BSc from Fujian Normal University, China, her
MSc from the University of Jordan, Jordan and her PhD from the Australian National
University, Australia. 

Field of Study: mathematical statistics and applied statistics 

Professional Activities and Affiliations: • Session speaker, 10th Asia-Pacific
Bioinformatics Conference (APBC2012), Melbourne (2012) • Speaker, UOW’s 25th Women in
Science Enquiry Network Forum, (2009) • Speaker, Mathematical Sciences Institute
Symposium (MSI), (2004) • Session speaker, International Conference on Applied
Statistics, Actuarial Science and Financial Mathematics, Hong Kong, (2002) • CI, ARC
SPIRT Grant Project, ‘Measuring interviewer effects for household surveys’ (2001).
Current Research Students: • Chaiwat Kosapattarapim : Forecasting Model for Daily Closing
Price Securities in Banking Sector on the Stock Exchange in Thailand • Yiren Yang :
Bioinformatics of Genes • Mohamad As'ad : Multi-index regression mode and
electricity demand forecasting • Mohammed Aba Oud : The Dynamics of Oil Prices and
Valuations of Oil Derivatives • Jinda Kongcharoen : Statistical Explorations of Gene
Structure and Its Correlation with Gene Expression and Function • Rachel Caldwell :
Bioinformatics of Gene Regulation 

No subject area

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Evaluating the volatility forecasting performance of best fitting GARCH models in emerging Asian stock markets (with Chaiwat Kosapattarapim and Michael McCrae), Faculty of Informatics - Papers (2012)

While modeling the volatility of returns is essential for many areas of finance, it is...

 
Case study on the pattern change in arabidopsis thaliana intron sequence (with Ren Zhang, Rachel Caldwell, Jinda Kongcharoen, and Yiren Yang), Faculty of Science - Papers (2011)
 

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Evaluating the volatility forecasting performance of best fitting GARCH models in emerging asian stock markets (with Chaiwat Kosapattarapim and Michael McCrae), Centre for Statistical & Survey Methodology Working Paper Series (2011)

Problem statement : While modeling the volatility of returns is essential for many areas of...

 
Fitting probability forecasting models by scoring rules and maximum likelihood (with David Johnstone), Faculty of Commerce - Papers (2011)
 
Initial values in estimation procedures for State Space Models (SSMs) (with Raed Alzghool), Faculty of Informatics - Papers (2011)

In this paper, we will focus on State Space Models(SSMs), especially the stochastic volatility model,...