Chu-Lan Kao
Job title Associate Professor
Name Chu-Lan Kao
Office Tel No. 03-5712121 #56819
Address Institute of Statistics, National Yang Ming Chiao Tung University, 1001 University Road, Hsinchu, Taiwan 30010, ROC
Email
Personal Website http://chulankao.blogspot.com/p/blog-page.html
Teaching Field Statistical Methods in Finance
Research expertise Renewal Theory
Change-Point Detection
Financial Statistics
Year Paper Title
2022 Lin-An Chen & Chu-Lan Michael Kao, A new method in introducing the uniformly most accurate confidence set, International Journal of Mathematical Education in Science and Technology, DOI: 10.1080/0020739X.2021.1976855, 2022
2022 Kao, C.L.*, Chen, L.A., and Hu, C.A., Critical issues concerning the assessment sets in agreement assessment., Statistics in Medicine, early access, DOI: 10.1002/sim.9345, 2022
2021 Fuh, C.D., and Kao, C.L.*, Credit Risk Propagation in Structural-Form Models., SIAM Journal of Financial Mathematics, 12(4): 1340-1373., DOI: 10.1137/20M135340X, 2021
2021 Lin S.H., Fu S.C., and Kao, C.L.*, Using the Novel Mortality-Prevalence Ratio to Evaluate Potentially Undocumented SARS-CoV-2 Infection: Correlational Study., JMIR Public Health and Surveillance, 7(1):e23034., DOI: 10.2196/23034, 2021
2021 Chen, L.A., and Kao, C.L.*, Parametric and nonparametric improvements in Bland and Altman's assessment of agreement method., Statistics in Medicine, 40(9): 2155-2176., DOI: 10.1002/sim.8895, 2021
2021 Lin, E., Kao, C.L.*, and Adityarini, N.S., Data-Driven Tree Structure for PIN Models., Review of Quantitative Finance and Accounting, 57: 411-427., DOI: 10.1007/s11156-021-00961-w, 2021
2021 Chen, L.A., and Kao, C.L.*, A new method in introducing the uniformly most accurate confidence set., International Journal of Mathematical Education in Science and Technology, DOI: 10.1080/0020739X.2021.1976855, 2021
2021 Kao, C.L.*, Impact of COVID-19 on the Refund Rate of Taiwanese Performing Arts Industry., Journal of the Chinese Statistical Association, 59(1):28-48., 2021
2020 Kao, C.L.*, Analyzing the Competition Results of Team Taiwan in International Mathematical Olympiad., Journal of the Chinese Statistical Association, 58(1):1-22., 2020
2017 Chang, C.*, Fuh, C. D., and Kao, C.L., Reading between the Ratings: Modeling Residual Credit Risk and Yield Overlap., Journal of Banking and Finance, 81, 114-135., DOI: 10.1016/j.jbankfin.2017.04.011, 2017
2016 Huang, N.E., Hu, K., Yang, A.C.C., Chang, H.C., Jia, D., Liang, W.K., Yeh, J.R., Kao, C.L., Juan, C.H., Peng, C.K., Meijer, J.H., Wang, Y.H., Long, S.R., and Wu, A.H., On Holo-Hilbert Spectral Analysis: A Full Informational Spectral Representation for Nonlinear and Non-stationary Data., Philosophical Transactions A, 374, 20160307. DOI: 10.1098/rsta.2015.0206, Aug. 2017
2016

Du, C., Kao, C.L., and S.C. Kou*

, Stepwise Signal Extraction via Marginal Likelihood., Journal of American Statistical Association, vol. 111(513):314-330., DOI: 10.1080/01621459.2015.1006365, 2016
Year Project Title Participator Job Title Period Unit
2024 Assessment of Agreement Depending on Exogeneous Random Variables Chu-Lan Kao Principal Investigator 2024.08 ~ 2026.07 National Science and Technology Council
2023 Mathemusical - Population Science Musical Project (III) Chu-Lan Kao Principal Investigator 2023.08 ~ 2024.07 National Science and Technology Council
2022 Of the Theoretical and Computational Aspects for Bootstrap Methods in Markov Switching Models Chu-Lan Kao Principal Investigator 2022.08 ~ 2024.07 National Science and Technology Council
2022 Mathemusical - Population Science Musical Project (II) Chu-Lan Kao Principal Investigator 2022.08 ~ 2023.07 National Science and Technology Council
2021 Mathemusical - Population Science Musical Project Chu-Lan Kao Principal Investigator 2021.08 ~ 2022.07 Ministry of Science and Technology
2021 Application of Bootstrap Procedure in Change Point Detection Chu-Lan Kao Principal Investigator 2021.08 ~ 2022.07 Ministry of Science and Technology
2020 Theoretical Properties and Statistical Methods for General State Hidden Markov Model Chu-Lan Kao Principal Investigator 2020.08 ~ 2021.07 Ministry of Science and Technology
2018 Applications of Multivariate Nonlinear Renewal Theory Chu-Lan Kao Principal Investigator 2018.08 ~ 2020.07 Ministry of Science and Technology
2016 Multidimensional Nonlinear Boundary Crossing Probability and Multivariate Renewal Theory Chu-Lan Kao Principal Investigator 2016.10 ~ 2018.07 Ministry of Science and Technology
Country School Name Department Degree
Taiwan National Central University Statistics Ph. D.
Taiwan National Taiwan University Finance M.S.
Taiwan National Taiwan University Mathematics B.S.
Organization Title Department Job Title Duration
National Chiao Tung University Institute of Statistics Assistant Professor 2016.08 ~ Up to today