Academic Publications

Book 

Guo, X, Lai, T.L., Shek, H. and Wong, S.P. (2017) Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization, Chapman and Hall.

Book Webpage

http://quantstratbook.net

Academic Articles

  1. Chan, N.H., Cheung, S.K.C., and Wong, S.P. (2020) “Inference for the Degree Distributions of Preferential Attachment Networks with Zero-Degree Nodes,” Journal of Econometrics, 216: 220-234.
  2. Lam, H.S., Sit, T., Chau, C.L., Tam Y.H., Cheung H.M., Wong, S.P. and Ng, P.C. (2016) “Attitudes of Parents and Health Care Workers to Major Surgery for High-Risk Preterm Infants,” Journal of Piediatrics, 177:78-83.
  3. Liu, Y. Chan, N.H., Ng, C.T. and Wong, S.P. (2016) “Shrinkage Estimation of Mean-Variance Portfolio,” International Journal of Theoretical and Applied Finance, 19(1): 1650003.
  4. Shen, M., Tsang, K.W. and Wong, S.P. (2016) “Conversations with Tze Leung Lai” ICSA Bulletin, Vol. 28, 30-40.
  5. Ng, P.C., Wong, S.P., Chan, I.H.S., Lam H.S., Lee, C.H. and Lam, C.W.K. (2011) “A Prospective Longitudinal Study to Determine the ‘Adjusted Cortisol Percentile’ in Preterm Infants,” Pediatric Research, 69(6):511-6.
  6. Lam, H.S., Wong, S.P., Cheung, H.M., Chu, W.C.W., Wong, R.P.O., Chui, K.M., Liu, F.Y.B., Li, K., Fok, T.F. and Ng, P.C., (2011) “Early Diagnosis of Intra-abdominal Inflammation and Sepsis by Neutrophil CD64 Expression in Newborns,” Neonatology, 99(2):118-24
  7. Lai, T.L., Sun, K.H. and Wong, S.P. (2010) “Information Sets and Excess Zeros in Random Effects Modeling of Longitudinal Data,” Statistics in Biosciences, 2, 81-94.
  8. Lam, H.S., Wong, S.P., Liu, F.Y.B., Wong, H.L., T.F., Fok and P.C., Ng (2009) “Attitudes to Neonatal Intensive Care Treatment of Preterm Infants with High Risk of Developing Long-Term Disabilities,” Pediatrics, 123(6):1501-8.
  9. Lai, T.L. and Wong, S.P. (2008) “Statistical Models for the Basel II Internal Ratings-Based Approach to Measuring Credit Risk of Retail Products,” Statistics and Its Interface 1, 229-241.
  10. Altman, E.I., Chan, N.H. and Wong, S.P. (2008) “Credit scoring via Altman Z-Score,” Encyclopedia of Quantitative Risk Assessment, Melnick, E., and Everitt, B. (eds). John Wiley & Sons Ltd. 412-415
  11. Wong, S.P. (2008). “Credit Value-at-Risk,” Encyclopedia of Quantitative Risk Assessment, Melnick, E., and Everitt, B. (eds). John Wiley & Sons Ltd. 416-419.
  12. Ng, P.C., Lam, C.W.K., Lee, C.H., Chan, I.H.S., Wong, S.P. and Fok, T.F. (2008) “Suppression and Recovery of Hypothalamic Function after High-Dose Corticosteroid Treatment in Preterm Infants,” Neonatology, 94:170-175.
  13. Ng, P.C., Lee, C.H., Tam, B.S.M., Wong, S.P., Lam, H.S., Kwok, A.K.H. and Fok, T.F. (2008) “Transient Increase in Intraocular Pressure during a Dose-Tapering Regime of Systemic Dexamethasone in Preterm Infants,” Ophthalmology, 115(5):e7-14.
  14. Ng., P.C., Tam, B.S.M., Lee, C.H., Wong, S.P., Lam, H.S., Kwok, A.K.H. and Fok, T.F. (2008) “A Longitudinal Study to Establish the Normative Value and to Evaluate Perinatal Factors Affecting the Intraocular Pressure in Preterm Infants,’’ Investigative Ophthalmology & Visual Science, 49(1):87-92.
  15. Ng, P.C., Lee, C.H., Wong, S.P., Lam, S.H., Liu, F.Y.B., So, K.W., Lee, C.Y. and Fok, T.F. (2007) “High-Dose Oral Erythromycin Decreased the Incidence of Parenteral Nutrition-Associated Cholestasis (PNAC) in Preterm Infants with Gastrointestinal Dysmotility: A Randomized Double-blind Controlled Study,” Gastroenterology, 132 (5):1726-39..
  16. Lai, T.L. and Wong, S.P. (2006) “Combining Domain Knowledge and Statistical Models in Time Series Analysis.” IMS Lecture Notes–Monograph Series: Time Series and Related Topics, Vol. 52, 193–209..
  17. Lai, T.L., Shih, M.C. and Wong, S.P. (2006) “A New Approach to Modeling Covariate Effects and Individualization in Population Pharmacokinetic.” Journal of Pharmacokinetics and Pharmacodynamic, 33, 1, 49 – 74.
  18. Lai, T.L., Shih, M.C. and Wong, S.P. (2006) “Flexible Modeling of Fixed and Random Effects in Generalized Mixed Models for Longitudinal Data.” Biometrics, 62, 1, 159-167.
  19. Bodoff, D. and Wong, S.P. (2006) “Documents and Queries as Random Variables: History and Implication.” Journal of American Society for Information Science and Technology, 57, 9, 1138-1154.
  20. Lai, T.L. and Wong, S.P. (2004) “Valuation of American Options via Basis Functions.” IEEE Transactions on Automatic Control, Vol. 49, 3, p.374-385.
  21. Lai, T.L. and Wong, S.P. (2001) “Stochastic Neural Networks with Applications to Nonlinear Time Series.” Journal of American Statistical Association, 96, 968-981.
  22. Lai, T.L. and Wong, S.P. (1999) “Learning and Forecasting with Stochastic Neural Networks,” Statistics in Finance (Monograph published by Imperial College Press) edited by Howell Tong, W.K. Li and W.S. Chan, 279-302.
  23. Lam, K., Li, W.K. and Wong, S.P. (1990) “Price Changes and Trading Volume Relationship in the Hong Kong Stock Market.” Asia-Pacific Journal of Management, Vol.7, p. 25-42.