Sit, Tony
- Simulation-based Value-at-Risk for Nonlinear Portfolios
2019/04/19 by Chen, Junyao, Sit, Tony, Wong, Hoi Ying · 1 citation
#FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME) #Risk Management (q-fin.RM)
- A Latent Variable Approach to Learning High-dimensional Multivariate longitudinal Data
2024/05/23 by Sze Ming Lee, Lee, Sze Ming, Yunxiao Chen +3 · 1 citation
Computer Science · Social Sciences · #Advanced Statistical Modeling Techniques #Computational and Text Analysis Methods #FOS: Computer and information sciences #Face and Expression Recognition #Methodology (stat.ME)
- Transformer-Based Neural Marked Spatio Temporal Point Process Model for Football Match Events Analysis
2023/02/18 by Calvin C. K. Yeung, Tony Sit, Yeung, Calvin C. K. +3 · 1 citation
Mathematics · #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #Machine Learning (cs.LG) #Point processes and geometric inequalities