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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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 12 Finished
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Changepoint detection in Gaussian sequential data with copula-based Markov chain models in an online environment
Sun, L. H., Kuo, D. H., Hsieh, M. H. & Chiu, C. Y., 2025, In: Journal of Statistical Computation and Simulation. 95, 9, p. 2117-2144 28 p.Research output: Contribution to journal › Article › peer-review
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Change point estimation for Gaussian time series data with copula-based Markov chain models
Sun, L. H., Wang, Y. K., Liu, L. H., Emura, T. & Chiu, C. Y., Mar 2025, In: Computational Statistics. 40, 3, p. 1541-1581 41 p., 104857.Research output: Contribution to journal › Article › peer-review
2 Scopus citations -
Detecting Structural Shifts and Estimating Single Change-Points in Interval-Based Time Series
Sun, L. H., Huang, Z. Y., Chiu, C. Y. & Ning, N., Oct 2025, In: Statistics and Computing. 35, 5, 127.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
Partial Information in a Mean-Variance Portfolio Selection Game
Huang, Y. J. & Sun, L. H., 2025, (Accepted/In press) In: Mathematical Finance.Research output: Contribution to journal › Article › peer-review
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Pricing formulas for American perpetual knock-out and callable volatility options
Liu, H. K. & Sun, L. H., 2025, (Accepted/In press) In: Communications in Statistics - Simulation and Computation.Research output: Contribution to journal › Article › peer-review
Datasets
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Fitting competing risks data to bivariate Pareto models
Lee, W. (Contributor), Sun, L.-H. (Contributor), Emura, T. (Contributor) & Shih, J.-H. (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
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The Pareto type I joint frailty-copula model for clustered bivariate survival data
Lin, Y.-H. (Creator), Sun, L.-H. (Creator), Tseng, Y.-J. (Creator) & Emura, T. (Creator), Taylor & Francis, 2022
DOI: 10.6084/m9.figshare.19692246.v1, https://tandf.figshare.com/articles/dataset/The_Pareto_type_I_joint_frailty-copula_model_for_clustered_bivariate_survival_data/19692246/1
Dataset
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The Pareto type I joint frailty-copula model for clustered bivariate survival data
Lin, Y.-H. (Creator), Sun, L.-H. (Creator), Tseng, Y.-J. (Creator) & Emura, T. (Creator), Taylor & Francis, 2022
DOI: 10.6084/m9.figshare.19692246, https://tandf.figshare.com/articles/dataset/The_Pareto_type_I_joint_frailty-copula_model_for_clustered_bivariate_survival_data/19692246
Dataset