Han Lin Shang
Names
| first: |
Han Lin |
| last: |
Shang |
Identifer
Contact
Affiliations
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Macquarie University
/ Business School
Research profile
author of:
- Implied volatility surface predictability: the case of commodity markets (RePEc:arx:papers:1909.11009)
by Fearghal Kearney & Han Lin Shang & Lisa Sheenan - Forecasting: theory and practice (RePEc:arx:papers:2012.03854)
by Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet - Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces (RePEc:arx:papers:2107.14026)
by Han Lin Shang & Fearghal Kearney - Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series (RePEc:arx:papers:2304.07003)
by Degui Li & Runze Li & Han Lin Shang - Uncovering predictability in the evolution of the WTI oil futures curve (RePEc:bla:eufman:v:26:y:2020:i:1:p:238-257)
by Fearghal Kearney & Han Lin Shang - Methods for Scalar-on-Function Regression (RePEc:bla:istatr:v:85:y:2017:i:2:p:228-249)
by Philip T. Reiss & Jeff Goldsmith & Han Lin Shang & R. Todd Ogden - Visualizing rate of change: an application to age‐specific fertility rates (RePEc:bla:jorssa:v:182:y:2019:i:1:p:249-262)
by Han Lin Shang - Temporal and spatial Taylor's law: Application to Japanese subnational mortality rates (RePEc:bla:jorssa:v:185:y:2022:i:4:p:1979-2006)
by Yang Yang & Han Lin Shang & Joel E. Cohen - Stopping time detection of wood panel compression: A functional time‐series approach (RePEc:bla:jorssc:v:71:y:2022:i:5:p:1205-1224)
by Han Lin Shang & Jiguo Cao & Peijun Sang - A Plug-in Bandwidth Selection Procedure for Long-Run Covariance Estimation with Stationary Functional Time Series (RePEc:bla:jtsera:v:38:y:2017:i:4:p:591-609)
by Gregory Rice & Han Lin Shang - Local Whittle estimation of long‐range dependence for functional time series (RePEc:bla:jtsera:v:42:y:2021:i:5-6:p:685-695)
by Degui Li & Peter M. Robinson & Han Lin Shang - Assessing the Impact of Climate Risk Stresses on Life Insurance Portfolios (RePEc:bpj:apjrin:v:18:y:2024:i:1:p:87-114:n:1)
by Dong Michelle & Bruhn Aaron & Shang Han Lin & Hui Francis - A Comparison of Hurst Exponent Estimators in Long-range Dependent Curve Time Series (RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:39:n:3)
by Shang Han Lin - Bayesian bandwidth estimation for local linear fitting in nonparametric regression models (RePEc:bpj:sndecm:v:26:y:2022:i:1:p:55-71:n:6)
by Shang Han Lin & Zhang Xibin - Forecasting age distribution of death counts: an application to annuity pricing (RePEc:cup:anacsi:v:14:y:2020:i:1:p:150-169_9)
by Shang, Han Lin & Haberman, Steven - Dynamic Principal Component Regression: Application To Age-Specific Mortality Forecasting (RePEc:cup:astinb:v:49:y:2019:i:03:p:619-645_00)
by Shang, Han Lin - Forecasting Multiple Functional Time Series In A Group Structure: An Application To Mortality (RePEc:cup:astinb:v:50:y:2020:i:2:p:357-379_2)
by Shang, Han Lin & Haberman, Steven - Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods (RePEc:dem:demres:v:25:y:2011:i:5)
by Han Lin Shang & Heather Booth & Rob Hyndman - Point and interval forecasts of age-specific life expectancies (RePEc:dem:demres:v:27:y:2012:i:21)
by Han Lin Shang - Optimal combination forecasts for hierarchical time series (RePEc:eee:csdana:v:55:y:2011:i:9:p:2579-2589)
by Hyndman, Rob J. & Ahmed, Roman A. & Athanasopoulos, George & Shang, Han Lin - Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density (RePEc:eee:csdana:v:67:y:2013:i:c:p:185-198)
by Shang, Han Lin - A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (RePEc:eee:csdana:v:78:y:2014:i:c:p:218-234)
by Zhang, Xibin & King, Maxwell L. & Shang, Han Lin - Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration (RePEc:eee:ecosta:v:1:y:2017:i:c:p:184-200)
by Shang, Han Lin - Neural network prediction of crude oil futures using B-splines (RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304205)
by Butler, Sunil & Kokoszka, Piotr & Miao, Hong & Shang, Han Lin - Multi-population modelling and forecasting life-table death counts (RePEc:eee:insuma:v:106:y:2022:i:c:p:239-253)
by Shang, Han Lin & Haberman, Steven & Xu, Ruofan - Grouped multivariate and functional time series forecasting:An application to annuity pricing (RePEc:eee:insuma:v:75:y:2017:i:c:p:166-179)
by Shang, Han Lin & Haberman, Steven - A multilevel functional data method for forecasting population, with an application to the United Kingdom (RePEc:eee:intfor:v:32:y:2016:i:3:p:629-649)
by Shang, Han Lin & Smith, Peter W.F. & Bijak, Jakub & Wiśniowski, Arkadiusz - Forecasting of density functions with an application to cross-sectional and intraday returns (RePEc:eee:intfor:v:35:y:2019:i:4:p:1304-1317)
by Kokoszka, Piotr & Miao, Hong & Petersen, Alexander & Shang, Han Lin - Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces (RePEc:eee:intfor:v:38:y:2022:i:3:p:1025-1049)
by Shang, Han Lin & Kearney, Fearghal - Forecasting: theory and practice (RePEc:eee:intfor:v:38:y:2022:i:3:p:705-871)
by Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh - Forecasting Australian fertility by age, region, and birthplace (RePEc:eee:intfor:v:40:y:2024:i:2:p:532-548)
by Yang, Yang & Shang, Han Lin & Raymer, James - Implied volatility surface predictability: The case of commodity markets (RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302328)
by Kearney, Fearghal & Shang, Han Lin & Sheenan, Lisa - A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data (RePEc:eee:jmvana:v:146:y:2016:i:c:p:95-104)
by Shang, Han Lin - High-dimensional functional time series forecasting: An application to age-specific mortality rates (RePEc:eee:jmvana:v:170:y:2019:i:c:p:232-243)
by Gao, Yuan & Shang, Han Lin & Yang, Yanrong - Feature extraction for functional time series: Theory and application to NIR spectroscopy data (RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x2100141x)
by Yang, Yang & Yang, Yanrong & Shang, Han Lin - On projection methods for functional time series forecasting (RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x21001688)
by Elías, Antonio & Jiménez, Raúl & Shang, Han Lin - Nonparametric time series forecasting with dynamic updating (RePEc:eee:matcom:v:81:y:2011:i:7:p:1310-1324)
by Shang, Han Lin & Hyndman, Rob.J. - Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors (RePEc:gam:jecnmx:v:4:y:2016:i:2:p:24-:d:68757)
by Xibin Zhang & Maxwell L. King & Han Lin Shang - Machine-Learning-Based Functional Time Series Forecasting: Application to Age-Specific Mortality Rates (RePEc:gam:jforec:v:4:y:2022:i:1:p:22-408:d:774509)
by Ufuk Beyaztas & Hanlin Shang - Bootstrapping Long-Run Covariance of Stationary Functional Time Series (RePEc:gam:jforec:v:6:y:2024:i:1:p:8-151:d:1333779)
by Han Lin Shang - Air Pollution and Mortality Impacts (RePEc:gam:jrisks:v:10:y:2022:i:6:p:126-:d:838492)
by Zhe Michelle Dong & Han Lin Shang & Aaron Bruhn - Forecasting Age- and Sex-Specific Survival Functions: Application to Annuity Pricing (RePEc:gam:jrisks:v:12:y:2024:i:7:p:117-:d:1440233)
by Shaokang Wang & Han Lin Shang & Leonie Tickle & Han Li - Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates (RePEc:gam:jrisks:v:5:y:2017:i:2:p:21-:d:94105)
by Yuan Gao & Han Lin Shang - Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model? (RePEc:gam:jrisks:v:8:y:2020:i:3:p:69-:d:378980)
by Han Lin Shang & Steven Haberman - Reconciling Forecasts of Infant Mortality Rates at National and Sub-National Levels: Grouped Time-Series Methods (RePEc:kap:poprpr:v:36:y:2017:i:1:d:10.1007_s11113-016-9413-1)
by Han Lin Shang - Rainbow plots, Bagplots and Boxplots for Functional Data (RePEc:msh:ebswps:2008-9)
by Rob J. Hyndman & Han Lin Shang - Nonparametric time series forecasting with dynamic updating (RePEc:msh:ebswps:2009-8)
by Han Lin Shang & Rob J Hyndman - Nonparametric modeling and forecasting electricity demand: an empirical study (RePEc:msh:ebswps:2010-19)
by Han Lin Shang - A comparison of ten principal component methods for forecasting mortality rates (RePEc:msh:ebswps:2010-8)
by Han Lin Shang & Rob J Hyndman & Heather Booth - Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density (RePEc:msh:ebswps:2011-10)
by Xibin Zhang & Maxwell L. King & Han Lin Shang - A survey of functional principal component analysis (RePEc:msh:ebswps:2011-6)
by Han Lin Shang - Point and interval forecasts of age-specific fertility rates: a comparison of functional principal component methods (RePEc:msh:ebswps:2012-10)
by Han Lin Shang - Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors (RePEc:msh:ebswps:2013-13)
by Xibin Zhang & Maxwell L. King & Han Lin Shang - A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (RePEc:msh:ebswps:2013-20)
by Xibin Zhang & Maxwell L. King & Han Lin Shang - Grouped functional time series forecasting: An application to age-specific mortality rates (RePEc:msh:ebswps:2016-4)
by Han Lin Shang & Rob J Hyndman - Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age (RePEc:msh:ebswps:2020-31)
by Rob J Hyndman & Yijun Zeng & Han Lin Shang - Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series (RePEc:spr:alstar:v:107:y:2023:i:3:d:10.1007_s10182-022-00463-7)
by Han Lin Shang - A survey of functional principal component analysis (RePEc:spr:alstar:v:98:y:2014:i:2:p:121-142)
by Han Shang - Intraday forecasts of a volatility index: functional time series methods with dynamic updating (RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-3108-4)
by Han Lin Shang & Yang Yang & Fearghal Kearney - Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density (RePEc:spr:compst:v:29:y:2014:i:3:p:829-848)
by Han Shang - A partial least squares approach for function-on-function interaction regression (RePEc:spr:compst:v:36:y:2021:i:2:d:10.1007_s00180-020-01058-z)
by Ufuk Beyaztas & Han Lin Shang - Depth-based reconstruction method for incomplete functional data (RePEc:spr:compst:v:38:y:2023:i:3:d:10.1007_s00180-022-01282-9)
by Antonio Elías & Raúl Jiménez & Han Lin Shang - Function-on-Function Partial Quantile Regression (RePEc:spr:jagbes:v:27:y:2022:i:1:d:10.1007_s13253-021-00477-9)
by Ufuk Beyaztas & Han Lin Shang & Aylin Alin - Forecasting Australian subnational age-specific mortality rates (RePEc:spr:joprea:v:38:y:2021:i:1:d:10.1007_s12546-020-09250-0)
by Han Lin Shang & Yang Yang - Change point detection for COVID-19 excess deaths in Belgium (RePEc:spr:joprea:v:39:y:2022:i:4:d:10.1007_s12546-021-09256-2)
by Han Lin Shang & Ruofan Xu - Is the age pension in Australia sustainable and fair? Evidence from forecasting the old-age dependency ratio using the Hamilton-Perry model (RePEc:spr:joprea:v:42:y:2025:i:1:d:10.1007_s12546-024-09352-z)
by Sizhe Chen & Han Lin Shang & Yang Yang - Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density (RePEc:taf:gnstxx:v:26:y:2014:i:3:p:599-615)
by Han Lin Shang - Dynamic linear models with R (RePEc:taf:japsta:v:38:y:2011:i:10:p:2369-2370)
by Han Lin Shang - Bayesian Nonparametrics (RePEc:taf:japsta:v:38:y:2011:i:12:p:2990-2990)
by Han Lin Shang - Non-Parametric Econometrics (RePEc:taf:japsta:v:38:y:2011:i:12:p:2992-2992)
by Han Lin Shang - Graphics for statistics and data analysis with R (RePEc:taf:japsta:v:39:y:2012:i:8:p:1843-1844)
by Han Lin Shang - Functional time series approach for forecasting very short-term electricity demand (RePEc:taf:japsta:v:40:y:2013:i:1:p:152-168)
by Han Lin Shang - The BUGS book: a practical introduction to Bayesian analysis (RePEc:taf:japsta:v:40:y:2013:i:12:p:2774-2775)
by Han Lin Shang - Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density (RePEc:taf:japsta:v:48:y:2021:i:4:p:583-604)
by Han Lin Shang - Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models (RePEc:taf:japsta:v:49:y:2022:i:5:p:1179-1202)
by Ufuk Beyaztas & Han Lin Shang - Robust scalar-on-function partial quantile regression (RePEc:taf:japsta:v:51:y:2024:i:7:p:1359-1377)
by Ufuk Beyaztas & Mujgan Tez & Han Lin Shang - Semiparametric Regression Using Variational Approximations (RePEc:taf:jnlasa:v:114:y:2019:i:528:p:1765-1777)
by Francis K. C. Hui & C. You & H. L. Shang & Samuel Müller - Long-Range Dependent Curve Time Series (RePEc:taf:jnlasa:v:115:y:2020:i:530:p:957-971)
by Degui Li & Peter M. Robinson & Han Lin Shang - Bootstrap Prediction Bands for Functional Time Series (RePEc:taf:jnlasa:v:118:y:2023:i:542:p:972-986)
by Efstathios Paparoditis & Han Lin Shang - A robust scalar-on-function logistic regression for classification (RePEc:taf:lstaxx:v:52:y:2023:i:23:p:8538-8554)
by Muge Mutis & Ufuk Beyaztas & Gulhayat Golbasi Simsek & Han Lin Shang - Statistically tested comparisons of the accuracy of forecasting methods for age-specific and sex-specific mortality and life expectancy (RePEc:taf:rpstxx:v:69:y:2015:i:3:p:317-335)
by Han Lin Shang - Dynamic principal component regression for forecasting functional time series in a group structure (RePEc:taf:sactxx:v:2020:y:2020:i:4:p:307-322)
by Han Lin Shang - Forecasting intraday S&P 500 index returns: A functional time series approach (RePEc:wly:jforec:v:36:y:2017:i:7:p:741-755)
by Han Lin Shang - Granger causality of bivariate stationary curve time series (RePEc:wly:jforec:v:40:y:2021:i:4:p:626-635)
by Han Lin Shang & Kaiying Ji & Ufuk Beyaztas - A model sufficiency test using permutation entropy (RePEc:wly:jforec:v:41:y:2022:i:5:p:1017-1036)
by Xin Huang & Han Lin Shang & David Pitt - Forecasting intraday financial time series with sieve bootstrapping and dynamic updating (RePEc:wly:jforec:v:42:y:2023:i:8:p:1973-1988)
by Han Lin Shang & Kaiying Ji