Haipeng Shen

The University of Hong Kong - Faculty of Business and Economics

Hong Kong

SCHOLARLY PAPERS

4

DOWNLOADS

478

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Can customer arrival rates be modelled by sine waves?

Service Science/Stochastic Systems joint special issue
Number of pages: 15 Posted: 01 Mar 2018 Last Revised: 22 Aug 2023
University of Toronto - Rotman School of Management, Emory University - Goizueta Business School, Emory University - Goizueta Business SchoolEmory University - Dept of Biostatistics & Bioinformatics and The University of Hong Kong - Faculty of Business and Economics
Downloads 302 (189,261)
Citation 4

Abstract:

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queues; arrival rate estimation; spectral estimation; Fourier analysis; nonhomogeneous Poisson process; emergency departments; call centres

2.

Network Regression and Supervised Centrality Estimation

Number of pages: 76 Posted: 28 Nov 2021
Junhui Cai, Dan Yang, Wu Zhu, Haipeng Shen and Linda Zhao
University of Notre Dame - Mendoza College of Business, The University of Hong Kong, School of Economics and Management, Tsinghua University, The University of Hong Kong - Faculty of Business and Economics and University of Pennsylvania - Statistics Department
Downloads 98 (499,714)

Abstract:

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Hub and authority centrality, Network regression inference, Measurement error, Hyperlink Induced Topic Search (HITS) Algorithm, Global trade network, Currency risk premium

3.

Network Regressions and Supervised Centrality Estimation - Supplemental Materials of Proof

Number of pages: 41 Posted: 03 Feb 2022
Junhui Cai, Dan Yang, Wu Zhu, Haipeng Shen and Linda Zhao
University of Notre Dame - Mendoza College of Business, The University of Hong Kong, School of Economics and Management, Tsinghua University, The University of Hong Kong - Faculty of Business and Economics and University of Pennsylvania - Statistics Department
Downloads 39 (802,271)

Abstract:

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4.

Testing and Support Recovery of Correlation Structures for Matrix-Valued Observations with an Application to Stock Market Data

Journal of Econometrics, Forthcoming
Number of pages: 44 Posted: 18 Nov 2021
Xin Chen, Dan Yang, Yan Xu, Yin Xia, Dong Wang and Haipeng Shen
University of Washington, The University of Hong Kong, HKU, Faculty of Business and Economics, Fudan University - School of Management, Rutgers, The State University of New Jersey and The University of Hong Kong - Faculty of Business and Economics
Downloads 39 (794,778)

Abstract:

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Kronecker product; Matrix sub-Gaussian distribution; Portfolio construction; Testing of non-correlation; One-sample and two-sample