Hongxuan Yan

The University of Sydney - School of Mathematics and Statistics

PhD candidate

Sydney, New South Wales 2006

Australia

  • The University of Sydney - School of Mathematics and Statistics

SCHOLARLY PAPERS

6

DOWNLOADS

1,178

TOTAL CITATIONS

14

Scholarly Papers (6)

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1.

Long Memory Models for Financial Time Series of Counts and Evidence of Systematic Market Participant Trading Behaviour Patterns in Futures on US Treasuries

Number of pages: 36 Posted: 04 May 2017
Hongxuan Yan, Jennifer Chan and Gareth Peters
The University of Sydney - School of Mathematics and Statistics, The University of Sydney - School of Mathematics and Statistics and University of California Santa Barbara
Downloads 330 (191,917)
Citation 3

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Long memory Count Time Series, Bayesian Forecasting, Futures Contract, Open Interest, Traded Volume, Liquidity, Treasury Securities, GARMA, ARFIMA, Generalized Poisson Distribution

2.

Mortality Models Incorporating Long Memory Improves Life Table Estimation: A Comprehensive Analysis

Number of pages: 122 Posted: 31 Mar 2018
Hongxuan Yan, Gareth Peters and Jennifer Chan
The University of Sydney - School of Mathematics and Statistics, University of California Santa Barbara and The University of Sydney - School of Mathematics and Statistics
Downloads 269 (237,852)
Citation 5

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Life Table, Life Expectancy, Lee Carter Model, Fractional Integrated Model, Bayesian Inference

3.

Reducing Model Risk and Improving Mortality Forecasts for Life Insurance Product Pricing

Number of pages: 31 Posted: 31 Jan 2019
Hongxuan Yan, Gareth Peters and Jennifer Chan
The University of Sydney - School of Mathematics and Statistics, University of California Santa Barbara and The University of Sydney - School of Mathematics and Statistics
Downloads 224 (285,009)

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Life Table, Gengenbauer Polynomial, Lee Carter Model, Long Memory, Bayesian Inference, Annuity Pricing, Guaranteed Annuity Option

4.

Multivariate Long Memory Cohort Mortality Models

Number of pages: 25 Posted: 23 Apr 2018
Hongxuan Yan, Gareth Peters and Jennifer Chan
The University of Sydney - School of Mathematics and Statistics, University of California Santa Barbara and The University of Sydney - School of Mathematics and Statistics
Downloads 138 (436,556)
Citation 2

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mortality modelling, life expectancy, multivariate, cohort, long memory, count time series, pension

5.

Evidence for Persistence and Long Memory Features in Mortality Data

Number of pages: 18 Posted: 30 Jan 2019
Hongxuan Yan, Gareth Peters and Jennifer Chan
The University of Sydney - School of Mathematics and Statistics, University of California Santa Barbara and The University of Sydney - School of Mathematics and Statistics
Downloads 123 (478,088)

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6.

Infection Rate Models for COVID-19: Model Risk and Public Health News Sentiment Exposure Adjustments.

Number of pages: 34 Posted: 14 Apr 2021
Ioannis Chalkiadakis, Hongxuan Yan, Gareth Peters and Pavel V. Shevchenko
Centre National de la Recherche Scientifique, The University of Sydney - School of Mathematics and Statistics, University of California Santa Barbara and Macquarie University - Department of Actuarial Studies and Business Analytics
Downloads 94 (579,978)
Citation 4

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COVID-19, GLARMA, growth models, model risk, natural language processing, sentiment analysis