Projects per year
Personal profile
Research Expertise
Application probability, financial mathematics, financial engineering
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Dive into the research topics where Li-Hsien Sun is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Systemic Risk and Heterogeneous Group Mean Field Games with Bubble Assets(2/2)
1/08/20 → 31/07/21
Project: Research
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Systemic Risk and Heterogeneous Group Mean Field Games with Bubble Assets(1/2)
1/08/19 → 31/07/20
Project: Research
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Change point estimation under a copula-based Markov chain model for binomial time series
Emura, T., Lai, C. C. & Sun, L. H., 2022, (Accepted/In press) In: Econometrics and Statistics.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
Mean Field Games with Heterogeneous Groups: Application to Banking Systems
Sun, L. H., Jan 2022, In: Journal of Optimization Theory and Applications. 192, 1, p. 130-167 38 p.Research output: Contribution to journal › Article › peer-review
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Estimation under copula-based Markov normal mixture models for serially correlated data
Lin, W. C., Emura, T. & Sun, L. H., 2021, In: Communications in Statistics - Simulation and Computation. 50, 12, p. 4483-4515 33 p.Research output: Contribution to journal › Article › peer-review
2 Scopus citations -
A Bayesian inference for time series via copula-based Markov chain models
Sun, L. H., Lee, C. S. & Emura, T., 2020, In: Communications in Statistics - Simulation and Computation. 49, 11, p. 2897-2913 17 p.Research output: Contribution to journal › Article › peer-review
5 Scopus citations -
Mean field social optimization: Feedback person-by-person optimality and the master equation
Huang, M., Sheu, S. J. & Sun, L. H., 14 Dec 2020, 2020 59th IEEE Conference on Decision and Control, CDC 2020. Institute of Electrical and Electronics Engineers Inc., p. 4921-4926 6 p. 9303898. (Proceedings of the IEEE Conference on Decision and Control; vol. 2020-December).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
Datasets
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Fitting competing risks data to bivariate Pareto models
Lee, W. (Contributor), Sun, L. (Contributor), Emura, T. (Contributor) & Shih, J. (Contributor), figshare Academic Research System, 4 Mar 2019
DOI: 10.6084/m9.figshare.5895925.v1, https://doi.org/10.6084%2Fm9.figshare.5895925.v1
Dataset