姓 名 林良靖
職 稱 教授
專長領域 時間序列、數理財務、高頻財務資料分析、區間數值分析
辦公室 管理學院統計系館4樓62429室
聯絡電話 (06)2757575~53638
經 歷(Main Experiences)
  • 成功大學統計系教授(2023.07~目前)
  • 成功大學統計系副教授(2019.08~2023.07)
  • 成功大學統計系助理教授(2015.02~2019.07)
  • 中山大學博士後研究員(2014.04~2015.01)
  • 南洋理工大學研究員(2013.03~2014.03)
  • 中山大學應用數學所博士(2007.09~2013.01)
  • 中山大學應用數學系碩士(2005.09~2007.06)
  • 清華大學數學系學士(1998.09~2003.06)
研究方向(Research Field)
  • 多維度高頻財務資料的變異數矩陣估計
  • 高頻財務資料的適合度檢定與投資組合
  • 區間數值的時間序列、品質管制與相關的統計推論
  1. Liang-Ching Lin*, Hao Sung, and Sangyeol Lee. (2023). “Comprehensive interval-valued time series model with application to the S&P 500 index and PM2.5 level data analysis”, Applied Stochastic Models in Business and Industry, 39(2), 198-218.
  2. Liang-Ching Lin*, Meihui Guo, and Sangyeol Lee. (2023). “Monitoring photochemical pollutants based on symbolic interval-valued data analysis”, Advances in Data Analysis and Classification, 17, 897-926.
  3. Liang-Ching Lin*, Ying Chen, Guangming Pan, and Vladimir Spokoiny. (2021). “Efficient and positive semidefinite pre-averaging realized covariance estimator.” Statistica Sinica, 31(3), 1441-1462,
  4. Liang-Ching Lin. (2021). “Review on the High Frequency Financial Data Analysis.” Journal of the Chinese Statistical Association, 59, 1-27.
  5. Chien-Kuo Wang, Liang-Ching Lin, Yung-Nien Sun, Cheng-Shih Lai, Chia-Hui Chen, and Cheng-Yi Kao*. (2021). “Computer-Assisted System in Stress Radiography for Anterior Cruciate Ligament Injury with Correspondent Evaluation of Relevant Diagnostic Factors.” Diagnostics, 11, 419.
  6. Liang-Ching Lin*, Hsiang-Lin Chien and Sangyeol Lee (2021). “Symbolic Interval-Valued Data Analysis for Time Series based on Auto-Interval-Regressive Models.” Statistical Methods & Applications, 30, 295-315.
  7. Liang-Ching Lin, Ray-Bing Chen, Mong-Na Lo Huang, Meihui Guo*. (2020). “Huber-type principal expectile component analysis” Computational Statistics and Data Analysis, 151, 106992.
  8. Liang-Ching Lin and Li-Hsien Sun*. (2019). Modeling Financial Interval Time Series. PLoS ONE 14(2): e0211709.
  9. Chien-Kuo Wang, Yu-Hua Dean Fang, Liang-Ching Lin, Cheng-Feng Lin, Li-Chieh Kuo, Feng-Mao Chiu, and Chia-Hui Chen*. (2018). “Magnetic Resonance Elastography in the Assessment of Acute Effects of Kinesio Taping on Lumbar Paraspinal Muscles.” Journal of Magnetic Resonance Imaging, 49(4), 1039-1045.
  10. Liang-Ching Lin, Sangyeol Lee and Meihui Guo*. (2016). “Goodness-of-fit Test for Stochastic Volatility Models Based on Noisy Observations.” Statistica Sinica, 26, 1305-1329.
  11. Liang-Ching Lin and Meihui Guo*. (2016). “Optimal Restricted Quadratic Estimator of Integrated Volatility.” Annals of the Institute of Statistical Mathematics, 68(3), 673-703.
  12. Meihui Guo, Yi-Ting Guo, Chi-Jeng Wang and Liang-Ching Lin*. (2015). “Assessing Influential Trade Effects via High Frequency Market Reactions.” J. Applied Statistics, 42(7), 1458-1471
  13. Zhigang Bao, Liang-Ching Lin, Guangming Pan and Wang Zhou*. (2015). “Spectral statistics of large dimensional Spearman's rank correlation matrix and its application.” Annals of Statistics, 43(6), 2588-2623.
  14. Liang-Ching Lin, Sangyeol Lee and Meihui Guo*. (2014). “The Bickel-Rosenblatt Test for Continuous Time Stochastic Volatility Models.” TEST, 23(1), 195-218.
  15. Liang-Ching Lin, Sangyeol Lee and Meihui Guo*. (2013). “Goodness-of-fit test for stochastic volatility models.” J. Multivariate Analysis, 116, 473-498.
  16. Liang-Ching Lin, Meihui Guo and Kainam Thomas Wong*. (2012). “Two-Branch Selection in Wireless Space-Diversity Reception: An Upper Bound for Its Output Power.” IEEE Transactions on Communications, 60(2), 537-546.

1. Liang-Ching Lin. (2013). Goodness-of-fit Test for Continuous Time Stochastic Volatility Models. Doctoral thesis, National Sun Yat-sen University.

2. Liang-Ching Lin. (2007). Studies on the Estimation of Integrated Volatility for High Frequency Data. Master thesis, National Sun Yat-sen University.

  • 2014、2016、2017、2019、2021、2022年全國大專院校橋藝比賽教職員組冠軍
  • 2012年中華機率統計學會魏慶榮統計論文獎(CIPS C. Z. Wei Memorial Award)–特優獎
  • 2007年中國統計學社論文獎-優等獎
  • An honorary member of the Phi Tau Phi Scholastic Honor Society of The Republic of China.
  • 國立中山大學優秀助教獎