Curriculum Vitae

ASSOCIATE PROF. DR. NG KOK HAUR

Associate Professor
  • Institute of Mathematical Sciences
    Faculty of Science
  • +603-79674338
  • +6012-4782722

AREAS OF EXPERTISE

  • QUALITY AND PRODUCTIVITY MEASUREMENT
    Statistical Quality Control
  • TIME SERIES AND SPATIAL ANALYSIS
    Financial time series
  • STATISTICAL COMPUTING
    Linear Regression

ACADEMIC QUALIFICATION

  • PhD(Statistics)(2006), (Linear Regression Model)
    Universiti Malaya (UM)
  • MSc(Applied Statistics)(2002), (Statistik Gunaan)
    Universiti Putra Malaysia (UPM)
  • BSc(Mathematics)(2000), (Matematik)
    Universiti Putra Malaysia (UPM)

ADMINISTRATIVE DUTIES

  • Head
    02 Jan 2023 - present (Centre for Mathematical & Statistical Modelling, Faculty of Science)
  • Quality Manager
    01 Jan 2023 - 31 Dec 2024 (Department)
  • Programme Coordinator
    01 Oct 2023 - 30 Sep 2024 (Department)
  • Deputy Head
    03 Jan 2023 - 31 Dec 2023 (Department)
  • Quality Manager
    04 Jan 2021 - 31 Dec 2022 (Institute of Mathematical Sciences, Faculty of Science)
  • Deputy Head of Department (Development), Institute of Mathematical Sciences, Faculty of Science, University of Malaya
    20 Jan 2020 - 30 Sep 2022 (Institute of Mathematical Sciences, Faculty of Science)
  • Chairperson: Computer and Website; Committee members: Staff Selection, Social and Sports Activities, Staff Training, Higher Degree, New Program for Master of Actuarial Science, ISO; Quality manager. Institute of Mathematical Sciences, Faculty of Science, University of Malaya
    11 Nov 2020 - 23 Sep 2021 (Institute of Mathematical Sciences, Faculty of Science)
  • Programme coordinator - B.Sc. (Statistics) Programme, Institute of Mathematical Sciences, Faculty of Science, University of Malaya
    01 Jan 2017 - 17 Feb 2019 (Institute of Mathematical Sciences, Faculty of Science)
  • Programme coordinator - B.Sc. (Statistics) Programme, Institute of Mathematical Sciences, Faculty of Science, University of Malaya
    01 Sep 2018 - 17 Feb 2019 (Institute of Mathematical Sciences, Faculty of Science)
  • Programme coordinator - M.Sc. (Statistics) Programme, Institute of Mathematical Sciences, Faculty of Science, University of Malaya
    04 Sep 2014 - 31 Dec 2016 (Institute of Mathematical Sciences, Faculty of Science)
  • Programme coordinator - M.Sc. (Statistics) Programme, Institute of Mathematical Sciences, Faculty of Science, University of Malaya
    10 Sep 2014 - 28 Sep 2015 (Institute of Mathematical Sciences, Faculty of Science)
  • Programme coordinator- B.Sc. (Actuarial and Financial Mathematics) Programme, Institute of Mathematical Sciences, Faculty of Science, University of Malaya
    22 Feb 2011 - 26 Aug 2012 (Institute of Mathematical Sciences, Faculty of Science)

MEMBERSHIPS

  • EDITORIAL BOARD MEMBER - MALAYSIAN JOURNAL OF MATHEMATICAL SCIENCES, ASSOCIATE EDITOR
    2023 to present (National)
  • ACADEMIC EDITOR - PLOS ONE, ASSOCIATE EDITOR
    2022 to 2024 (International)
  • ASSOCIATE EDITOR - JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, ASSOCIATE EDITOR
    2022 to 2024 (International)
  • MEMBER OF CMSTATISTICS, MEMBER
    2020 to 2024 (International)
  • MALAYSIAN MATHEMATICAL SCIENCES SOCIETY (PERSAMA), LIFE MEMBERS
    Since 2014 (National)
  • AHLI BERSEKUTU MAJLIS PROFESOR NEGARA, MEMBER
    2022 to 2023 (National)
  • EDITORIAL BOARD MEMBER OF THE ASIAN JOURNAL OF SOCIAL SCIENCE RESEARCH (AJSSR), ASSOCIATE EDITOR
    2022 to 2023 (National)
  • INTERNATIONAL STATISTICAL INSTITUTE (ISI) - REGULAR MEMBER, MEMBER
    2022 to 2022 (International)
  • SOCIETY FOR COMPUTATIONAL ECONOMICS (SCE), MEMBER
    2015 to 2016 (International)
  • MALAYSIAN INSTITUTE OF STATISTICS, MEMBER
    2012 to 2013 (National)
  • ACTUARIAL AND FINANCIAL MATHEMATICS SOCIETY, ADVISOR
    2011 to 2012 (National)
  • PERSATUAN MAHASISWA/I PULAU PINANG UNIVERSITI MALAYA, ADVISOR
    2009 to 2012 (National)
  • MALAYSIAN INSTITUTE OF STATISTICS, MEMBER
    2007 to 2008 (National)

AWARD AND STEWARDSHIP

  • EXCELLENCE SERVICE AWARD
    University of Malaya, 2023 (University)
  • Anugerah Staf Berdisplin
    Institute of Mathematical Sciences, Faculty of Science, 2022 (University)
  • CERTIFICATE OF EXCELLENT SERVICE
    University of Malaya, 2021 (University)
  • Rated as "Excellent Reviewer" by the editor of the Regional Statistics Journal in the "publons" website
    Journal of the Hungarian Central Statistical Office: Regional Statistics, 2020 (International)
  • EXCELLENCE SERVICE AWARD
    University of Malaya, 2017 (University)
  • EXCELLENCE SERVICE AWARD
    University of Malaya, 2013 (University)
  • CERTIFICATE OF EXCELLENT SERVICE
    University of Malaya, 2012 (University)
  • Special Award Institut Statistik Malaysia
    Malaysia Institute of Statistics, 2012 (National)
  • CERTIFICATE OF EXCELLENT SERVICE
    University of Malaya, 2009 (University)

PUBLICATIONS

Article in Journal
WoS
  1. De Khoo, Zhi; Ng, Kok Haur; Koh, You Beng; Ng, Kooi Huat (2024). Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE. 71. doi:10.1016/j.najef.2024.102112
  2. Tan, Shay Kee; Ng, Kok Haur; Chan, Jennifer So-Kuen (2023). Predicting Returns, Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models, MATHEMATICS. 11(1). doi:10.3390/math11010013
  3. Tan, Shay Kee; Chan, Jennifer So Kuen; Ng, Kok Haur (2022). Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model, STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS. . doi:10.1515/snde-2019-0101
  4. Tan, Yiing Fei; Ng, Kok Haur; Koh, You Beng; Peiris, Shelton (2022). Modelling Trade Durations Using Dynamic Logarithmic Component ACD Model with Extended Generalised Inverse Gaussian Distribution, MATHEMATICS. 10(10). doi:10.3390/math10101621
  5. Zhou, Jing Jia; Ng, Kok Haur; Ng, Kooi Huat; Peiris, Shelton; Koh, You Beng (2022). Asymmetric Control Limits for Weighted-Variance Mean Control Chart with Different Scale Estimators under Weibull Distributed Process, MATHEMATICS. 10(22). doi:10.3390/math10224380
  6. Tan, C. Y., Koh, Y. B., Ng, K. H., & Ng, K. H. (2021). Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model. North American Journal of Economics and Finance, 56, 17. doi: 10.1016/j.najef.2021.101377
  7. Tan, S. K., Chan, J. S. K., Ng, K. H. (2020). On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure. Finance Research Letters, 32, 5. doi: 10.1016/j.frl.2018.12.023
  8. Tay, H. Z., Ng, K. H., Koh, Y. B., & Ng, K. H. (2020). MODEL SELECTION BASED ON VALUE-AT-RISK BACKTESTING APPROACH FOR GARCH-TYPE MODELS. Journal of Industrial and Management Optimization, 16(4), 1635-1654. doi: 10.3934/jimo.2019021
  9. Tay, Hao-Zhe; Ng, Kok-Haur; Koh, You-Beng; Ng, Kooi-Huat (2020). MODEL SELECTION BASED ON VALUE-AT-RISK BACKTESTING APPROACH FOR GARCH-TYPE MODELS, JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION. 16(4), 1635-1654. doi:10.3934/jimo.2019021
  10. Chan, Jennifer So Kuen; Ng, Kok-Haur; Nitithumbundit, Thanakorn; Peiris, Shelton (2019). Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models, STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS. 23(2). doi:10.1515/snde-2017-0012
  11. Chan, Jennifer So-Kuen; Ng, Kok-Haur; Ragell, Rachel (2019). Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE. 61, 188-212. doi:10.1016/j.iref.2019.01.003
  12. Kok-Haur, Ng; You-Beng, Koh; Ah-Hin, Pooi (2019). MODELLING AND FORECASTING COUNT DATA WITH A MODEL BASED ON MULTIVARIATE POWER-NORMAL DISTRIBUTION: A COMPARATIVE STUDY WITH AN APPLICATION, ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. 53(3), 221-236. doi:10.24818/18423264/53.3.19.13
  13. Tan, Shay-Kee; Ng, Kok-Haur; Chan, Jennifer So-Kuen; Mohamed, Ibrahim (2019). Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE. 47, 537-551. doi:10.1016/j.najef.2018.06.010
  14. Mohamad, N. N., Mohamed, I., Kok-Haur, N., Yahya, M. S. (2018). Efficient estimation in ZIP models with applications to count data. Kuwait Journal of Science, 45(3), 14-28.
  15. Law, K. B., Chang, K. M., Hamzah, N. A., Ng, K. H., Ong, T. C. (2017). Fludarabine, High Dose Cytarabine and Granulocyte Colony-Stimulating Factor (FLAG) as Consolidation Chemotherapy in Older Patients with Acute Myeloid Leukemia: A Retrospective Cohort Study. Indian Journal of Hematology and Blood Transfusion, 33(4), 483-491. doi:10.1007/s12288-017-0790-3
  16. Ng, K. H., Midi, H., Ng, K. H. (2017). CHANGE POINT DETECTION OF ROBUST INDIVIDUALS CONTROL CHART. International Journal of Industrial Engineering-Theory Applications and Practice, 24(5), 526-541.
  17. Ng, K. H., Peiris, S., Chan, J. S. K., Allen, D., Ng, K. H. (2017). Efficient modelling and forecasting with range based volatility models and its application. North American Journal of Economics and Finance, 42, 448-460. doi:10.1016/j.najef.2017.08.009
  18. Ah-Hin, P., Kok-Haur, N., Huei-Ching, S. (2016). MODELLING AND FORECASTING WITH FINANCIAL DURATION DATA USING NON-LINEAR MODEL, Economic Computation and Economic Cybernetics Studies and Research. 50(279-92), Article
  19. Kok-Haur, N., Shelton, P., Thavaneswaran, A., Kooi-Huat, N. (2015). MODELLING THE RISK OR PRICE DURATIONS IN FINANCIAL MARKETS: QUADRATIC ESTIMATING FUNCTIONS AND APPLICATIONS, Economic Computation and Economic Cybernetics Studies and Research. 49(1), 15
  20. Ng, K. H., Peiris, S., Gerlach, R. (2014). Estimation and forecasting with logarithmic autoregressive conditional duration models: A comparative study with an application, Expert Systems with Applications. 41(7), 3323-3332
  21. Allen, D., Ng, K. H., Peiris, S. (2013). Estimating and simulating Weibull models of risk or price durations: An application to ACD models, North American Journal of Economics and Finance. 25, 214-225
  22. Allen, D., Ng, K. H., Peiris, S. (2013). The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics, Economics Letters. 120(1), 117-122
  23. Ng, K. H., Shelton, P. (2013). MODELLING HIGH FREQUENCY TRANSACTION DATA IN FINANCIAL ECONOMICS: A COMPARATIVE STUDY BASED ON SIMULATIONS, Economic Computation and Economic Cybernetics Studies and Research. 47(2), 189-201
  24. Yip, C. Y., Ng, K. H., Lim, H. E. (2012). THE RELATIVE PREDICTIVE ABILITY OF FORECAST WEIGHT AVERAGING AND MODEL AVERAGING PROCEDURE, Economic Computation and Economic Cybernetics Studies and Research. 46(2), 213-230
  25. Ng, K. H., Pooi, A. H. (2008). Calibration intervals in linear regression models, COMMUNICATIONS IN STATISTICS-THEORY AND METHODS. 37((11)), 1688-1696
Scopus
  1. Nordin S.-Z.S., Wah Y.B., Haur N.K., Hashim A., Norimah R., Jalil N.A. (2024). Predicting automobile insurance fraud using classical and machine learning models, International Journal of Electrical and Computer Engineering. 14(1), 911-921. doi:10.11591/ijece.v14i1.pp911-921
  2. Yen T.C., Beng K.Y., Haur N.K., Huat N.K. (2022). STRUCTURAL CHANGE ANALYSIS OF ACTIVE CRYPTOCURRENCY MARKET, Asian Academy of Management Journal of Accounting and Finance. 18(2), 63-85. doi:10.21315/aamjaf2022.18.2.4
  3. Ang, S. L., Pooi, A. H., & Ng, K. H. (2021). Reserve Estimate Based on the Claims Data of Individual Customers. Malaysian Journal of Mathematical Sciences, 15(2), 323-331.
  4. Ng K.H., Soon P.K., Liew J.Y., Ng K.H. (2021). On the sensitivity of robust control charts in monitoring contaminated data, Songklanakarin Journal of Science and Technology. 43(6), 1610-1619. doi:10.14456/sjst-psu.2021.211
  5. Mohamad, N. N., Mohamed, I., Haur, N. K. (2018). Moment properties and quadratic estimating functions for integer-valued time series models. Pakistan Journal of Statistics and Operation Research, 14(1), 157-175. doi: 10.18187/pjsor.v14i1.1750
  6. Ng, K. H., Lim, M. H., Pooi, A. H. (2009). Confidence intervals based on rank statistics in linear models, Malaysian Journal of Science. 28(3), 299-307

RESEARCH INTEREST

  • Volatility modelling, Duration modelling (Range-based volatility measure and model; Duration model)
  • Statistical control charts (Variable control chart; Attribute control chart)

RESEARCH PROJECT

National
  1. 2023 - 2025, Fundamental Research Grant Scheme (FRGS)
    Asymmetric Multivariate Realised Range-based Volatility And Return Models For Predicting Volatilities, Correlations And Returns In Financial Markets Using High-frequency Data ( Principal Investigator(PI))
  2. 2021 - 2024, Fundamental Research Grant Scheme (FRGS)
    On The Hazard Function Of Duration Models Applied To High Frequency Financial Data ( Co-Researcher)
  3. 2017 - 2020, Fundamental Research Grant Scheme (FRGS)
    Modelling And Forecasting Volatility Using High Frequency Financial Data ( Principal Investigator(PI))
  4. 2017 - 2019, Bantuan Khas Penyelidikan (BKP Special)
    Forecasting Of Financial Return Series Using Return Model : Stylized Facts And Distributional Assumption ( Co-Researcher)
  5. 2015 - 2018, Geran Penyelidikan Universiti Malaya (UMRG Programme) - SUS (Sustainability Science)
    Characterizing The Potential Human Health Risk Of Pops From Consumption Of Seafood And Exposure To Contaminated Sediments And Water In Malaysia Aquatic Environment ( Co-Researcher)
  6. 2017 - 2018, Bantuan Khas Penyelidikan (BKP Special)
    Forecasting Of Financial Volatility: The Role Of Realised Range-based Measures Augmented With Its Asymmetry And Distributional Assumptions ( Principal Investigator(PI))
  7. 2014 - 2017, Fundamental Research Grant Scheme (FRGS)
    Measures Of Dependence And Its Applications In Risk Management ( Co-Researcher)
  8. 2013 - 2016, Geran Penyelidikan Universiti Malaya (UMRG) - AFR (Frontier Science)
    On Estimation and Statistical Inference for Volatility Models in Finance ( Principal Investigator(PI))
  9. 2013 - 2015, Fundamental Research Grant Scheme (FRGS)
    Monitoring Process Shifts Using Robust Control Charts With Augmented Diagnostic Tools in The Presence of Contaimination ( Principal Investigator(PI))
  10. 2011 - 2014, Geran Penyelidikan Universiti Malaya (UMRG) - AFR (Frontier Science)
    Confidence Interval And Prediction Interval For The Parameters In Simples Logistic Regression Models ( Co-Researcher)
  11. 2009 - 2011, Geran Penyelidikan Universiti Malaya (UMRG)
    PARAMETER ESTIMATION IN FINANCIAL DURATION MODELS ( Principal Investigator(PI))
  12. 2009 - 2010, Postgraduate Research Grant (PPP) - Research
    PRICING OF INTEREST RATE DERIVATIVES
  13. 2019 - 2020, Geran Penyelidikan Pascasiswazah (GPPS), Universiti Tun Hussein Onn Malaysia
    Fractional Calculus Approach for Economic Model with Long Dynamic Memory ( Consultant)

CONSULTANCY PROJECT

  • Jawatankuasa Kurikulum Bagi Program Asasi Sains Aktuari, Pusat Asasi Sains, Universiti Malaya, Pusat Asasi Sains, Universiti Malaya
    01 Nov 2018 - 01 Nov 2019 (National)
  • Programme Advisory Panel for Phd in Mathematical Sciences Programme, Tunku Abdul Rahman University College
    01 Dec 2017 - 01 Dec 2018 (National)
  • Associate Editor - Sri Lankan Journal of Applied Statistics (Sljas), Institute of Applied Statistics, Sri Lanka (IASSL)
    01 Nov 2013 - 01 Nov 2017 (International)
  • Design of Experiment for Advanced Ndt & E Course, Malaysian Nuclear Agency
    01 Dec 2015 - 01 Dec 2015 (National)
  • Jawatankuasa Kurikulum Bagi Semakan Kurikulum Program Sarjana Sains (Statistik) Secara Kerja Khusus, University of Malaya
    01 Nov 2015 - 01 Nov 2015 (National)
  • A Study of The Acceptance of Malaysian Skills Certificate (Skm) in The Field of Non-Destructive Testing (Ndt) by Industries in Malaysia, Malaysian Society for Non-destructive Testing (MSNT)
    01 Nov 2015 - 01 Nov 2015 (National)
  • As Expert and Lecturer in Design of Experiment: Statistician Point of View On Ndt & E Experiments Course, Malaysian Nuclear Agency
    01 Mar 2014 - 01 Mar 2014 (National)

PAPER PRESENTED

INVITED SPEAKER
  1. Modelling and forecasting stock volatility and return: A new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model, Seminar Mingguan INSPEM, Institute for Mathematical Research (INSPEM) (National) (10 Jun 2022 - 10 Jun 2022)
  2. Modelling and forecasting volatility: An approach based on quantile Parkinson range-based measure and asymmetric CARR model, Department Research Seminar, Department of Computational and Theoretical Sciences (CTS), Kulliyyah of Science, International Islamic University Malaysia (IIUM) Kuantan (National) (08 Dec 2021 - 08 Dec 2021)
  3. Modelling and forecasting stock volatility and return: A new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model, Virtual Talk, Department of Mathematical and Actuarial Sciences (DMAS); Centre for Mathematical Sciences, Universiti Tunku Abdul Rahman  (National) (06 Aug 2021 - 06 Aug 2021)
  4. Volatility Modelling using Range-based Measures and Weighted Exogenous Threshold CARR Model, The 62nd ISI World Statistics Congress (ISI WSC) 2019, Kuala Lumpur, Malaysia, International Statistical Institute; Department of Statistics, Malaysia ; Central Bank of Malaysia; Malaysia Institute of Statistics (International) (18 Aug 2019 - 23 Aug 2019)
  5. Estimating and Modelling Volatility of Financial Markets using Asymmetric CARR Models, Colloquium organised by Center of Research on Computational Mathematics, Universiti Tun Hussein Onn Malaysia, Center of Research on Computational Mathematics, Universiti Tun Hussein Onn Malaysia (National) (28 Jan 2019 - 28 Jan 2019)
  6. Realised Volatility Modelling and Forecasting with Asymmetric CARR Model, 4th ISM International Statistical Conference (ISM-IV), Sunway University and Malaysia Institute of Statistics (International) (01 Aug 2018 - 02 Aug 2018)
  7. Modelling and Forecasting Volatility using Quantile Range-based Measure and Asymmetric CARR Model, Industrial/Research Talk , Department of Mathematical Science, Faculty of Computing and Information Technology, Tunku Abdul Rahman University College (National) (21 Jun 2018 - 21 Jun 2018)
  8. Quantile Range-based Volatility Measure for Modelling and Forecasting Volatility Using High Frequency Data, 1st International Conference on Econometrics and Statistics, Working Group on Computational and Methodological Statistics (CMStatistics), the network of Computational and Financial Econometrics (CFENetwork) and Hong Kong University of Science and Technology (HKUST) Business School. (International) (15 Jun 2017 - 17 Jun 2017)
ORAL PRESENTER
  1. A new approach based on quantile range-based volatility measure for modelling and forecasting stock volatility, ISM Virtual Research Seminar, Institute of Mathematical Sciences, University of Malaya (International) (21 Sep 2020 - 23 Sep 2020)
  2. Volatility Modelling using Range-based Measures and Weighted Exogenous Threshold CARR Model, 3rd International Conference on Econometrics and Statistics, Working Group on Computational and Methodological Statistics (CMStatistics), the network of Computational and Financial Econometrics (CFENetwork) and National Chung Hsing University, Taiwan (International) (25 Jun 2019 - 27 Jun 2019)
  3. Confidence Intervals based on Rank Statistics in Linear Models, The 9th Islamic Countries Conference on Statistical Sciences 2007(ICCS-IX), Malaysian Institute of Statistics (International) (12 Dec 2007 - 14 Dec 2007)
KEYNOTE SPEAKER
  1. Predicting returns, volatilities and correlations of stock indices using multivariate conditional autoregressive range and return models, Guest Lecture: Introduction to Time Series Modelling in Multivariate case for Economic and Finance Area, Statistics study program, Faculty of Science and Technology, Universitas Airlangga (International) (16 Sep 2023 - 16 Sep 2023)
OTHERS
  1. As Participant, World Class Professor Program - Gadjah Mada University and The University of Sydney, Gadjah Mada University and The University of Sydney (International) (05 Nov 2020 - 05 Nov 2020)

ACADEMIC/PROF. SERVICES

Evaluation
  1. (2024) External Examiner for Ph.D. Thesis (School of Graduate Studies, Universiti Putra Malaysia), National, (External Examiner)
  2. (2024) Reviewer for The Article Submitted to The Applied Economics Letters, International, (Reviewer)
  3. (2024) External Examiner for M.Sc. Thesis (Universiti Putra Malaysia), National, (External Examiner)
  4. (2024) External Examiner for Ph.D. Thesis (The University of Sdyney, Australia), International, (External Examiner)
  5. (2024) Internal Examiner for Ph. D. Thesis (Mostafa Behzadi - S2005579_1) of The Faculty of Science, UM, University, (Internal Examiner)
  6. (2024) Evaluator for The Fundamental Research Grant Scheme (Frgs) 2024, University, (Reviewer)
  7. (2024) Reviewer for The Article Submitted to The North American Journal of Economics and Finance, International, (Reviewer)
  8. (2024) External Examiner for The Bachelor of Science ( Honours) in Management Mathematics With Computing Programme, Tunku Abdul Rahman University of Management and Technology (Tarumt), National, (External Assessor)
  9. (2024) External Examiner for The Master of Science in Mathematical Sciences by Research Programme, Tunku Abdul Rahman University College, National, (External Assessor)
  10. (2023) Swinburne University of Technology Panel Evaluator for Fundamental Research Grant Scheme (Frgs) 2023, National, (Reviewer)
  11. (2023) Reviewer for The Article Submitted to The International Journal of Finance & Economics, International, (Reviewer)
  12. (2023) Reviewer for The Article Submitted to The Journal of Forecasting, International, (Reviewer)
  13. (2023) Reviewer for The Article Submitted to The Applied Stochastic Models in Business and Industry, International, (Reviewer)
  14. (2023) Unitar Internal Grant 2023 Evaluator, National, (Reviewer)
  15. (2023) External Advisor for Bachelor of Science in Industrial Statistics Programme, Sunway University, National, (External Assessor)
  16. (2022) Reviewer for The Article Submitted to The Journal of Forecasting, International, (Reviewer)
  17. (2022) Panel Penilai Proposal Defence Program Doktor Falsafah - Mostafa Behzadi (S2005579/1), Fakulti Sains, University, (Reviewer)
  18. (2022) Panel Penilai Proposal Defence Ijazah Doktor Falsafah - Liangyan Cao (S2014808/1) Di Institut Pengajian Termaju, University, (Internal Examiner)
  19. (2022) Internal Examiner for Ph.D. Thesis (Sisi Qin; 17198399/1) of The Faculty of Business and Economics, UM, University, (Internal Examiner)
  20. (2022) Reviewer for The Article Submitted to The Journal of Applied Economics, International, (Reviewer)
  21. (2022) AJK Penilai Bagi Kolokium Program Doktor Falsafah Siri 02/2022 - Thesis Seminar - Muhammad Irfan, Fakulti Perniagaan dan Ekonomi, Evaluation, University, (Internal Examiner)
  22. (2022) AJK Penilai Bagi Kolokium Program Doktor Falsafah Siri 2/2022 - Thesis Seminar - Sisi Qin, Fakulti Perniagaan dan Ekonomi, Evaluation, University, (Internal Evaluator)
  23. (2022) Internal Examiner for Ph.D. Thesis (Muhammad Irfan Bin Abdul Rahman; 17004557/2) of The Faculty of Business and Economics, UM, University, (Internal Examiner)
  24. (2022) AJK Pengerusi Bagi Kolokium Program Doktor Falsafah - Proposal Defence - Ni Tang, Fakulti Sains, University, (Reviewer)
  25. (2022) External Examiner for Ph.D. Thesis ( Periyar University, Tamilnadu, India), International, (External Examiner)
  26. (2022) AJK Penilai Bagi Kolokium Program Doktor Falsafah - Canditure Defence - Muhammad Asmu I Abdul Rahim, Fakulti Sains, University, (Internal Examiner)
  27. (2022) Fundamental Research Grant Scheme (Frgs) Cycle 1/2022. University Level, National, (Reviewer)
  28. (2022) Reviewer for The Article Submitted to The Journal Statistics, Politics and Policy, International, (Reviewer)
  29. (2022) Unitar Panel Evaluator for Transdisciplinary Research Grant Scheme (Tgrs) 2022, National, (Reviewer)
  30. (2022) AJK Penilai Bagi Kolokium Program Doktor Falsafah Siri 01/2022 - Canditure Defence - Sisi Qin, Fakulti Perniagaan dan Ekonomi, University, (Internal Evaluator)
  31. (2022) Fundamental Research Grant Scheme (Frgs) Cycle 1/2022, Faculty Level, University, (Reviewer)
  32. (2021) Fundamental Research Grant Scheme (Frgs) Cycle 1/2021, University, (Internal Evaluator)
  33. (2021) Examiner for Ph.D. Thesis (Faculty of Business and Accountancy, Universiti Malaya) , (Internal Examiner)
  34. (2021) Reviewer for the article submitted to the Computational Economics, (Reviewer)
  35. (2021) Reviewer for the articles submitted to the Mathematical Problems in Engineering , (Reviewer)
  36. (2021) Reviewer for the article submitted to the Modelling and Simulation in Engineering , (Reviewer)
  37. (2020) External Examiner for Ph.D. Thesis (Indian Institute of Technology (Indian School of Mines) Dhanbad) , (External Examiner)
  38. (2020) Reviewer for the article submitted to the Journal of Forecasting , (Reviewer)
  39. (2020) Reviewer for the article submitted to the Journal of Statistical Computation and Simulation , (Reviewer)
  40. (2020) Reviewer for the article submitted to the International Journal of Finance & Economics , (Reviewer)
  41. (2020) Reviewer for the article submitted to the Journal of Economic Surveys , (Reviewer)
  42. (2020) Reviewer for the article submitted to the Regional Statistics , (Reviewer)
  43. (2019) Reviewer for the articles submitted to the North American Journal of Economics and Finance , (Reviewer)
  44. (2019) Reviewer for the article submitted to the Economic Research-Ekonomska Istra ivanja , (Reviewer)
  45. (2019) Reviewer for articles submitted to the International Conference on Soft Computing in Data Science 2019 (SCDS2019) , (Reviewer)
  46. (2018) External Examiner for M.Phil. Thesis (School of Mathematics and Statistics, The University of Sydney) , (External Examiner)
  47. (2018) Reviewer for the article submitted to the International Conference on Soft Computing in Data Science 2018 (SCDS2018) , (Reviewer)
  48. (2018) External Examiner for Ph.D. Thesis (Sunway University) , (External Examiner)
  49. (2017) Examiner for M.Sc. Thesis (University of Malaya) , (Internal Examiner)
  50. (2017) Reviewer for the articles submitted to the Pertanika Journal of Science and Technology , (Reviewer)
  51. (2016) External Examiner for Ph.D. Thesis (Discipline of Business Analytics, The University of Sydney Business School) , (External Examiner)
  52. (2016) Reviewer for the article submitted to the Jurnal Teknologi , (Reviewer)
  53. (2015) Reviewer for the article submitted to the Computational Economics , (Reviewer)
  54. (2015) Examiner for Ph.D. Thesis (University of Malaya) , (Internal Examiner)
  55. (2014) Reviewer for the article submitted to the Expert System with Applications , (Reviewer)
  56. (2011) Reviewer for the article submitted to the Sains Malaysiana Journal , (Reviewer)
  57. (2010) Examiners for Ph.D. Thesis (University of Malaya) , (Internal Examiner)
Contribution to external organisation
  1. (2024) International Statistics Conference 2024 (Isc2024), International, (Expert Advisor)
  2. (2024) 19th Imt-Gt International Conference On Mathematics, Statistics, and Their Applications (Icmsa 2024), National, (Expert Advisor)
  3. (2023) The 9th International Conference On Time Series and Forecasting (Itise 2023), International, (Expert Advisor)
  4. (2023) Associate Editor - Asian Journal of Social Science Research (Ajssr), National, (Expert Advisor)
  5. (2023) Associate Editor - Journal of The Indian Statistical Association, International, (Expert Advisor)
  6. (2023) External Advisory Committee (Eac), School of Mathematical Sciences, Sunway University, National, (Academic Appointment )
  7. (2020) The 16th IMT-GT International Conference on Mathematics, Statistics, and their Applications 2020 (ICMSA 2020), Centre for Mathematical Sciences (CMS), Universiti Tunku Abdul Rahman
  8. (2019) Guest Editor for a special issue of the Malaysian Journal of Science (University of Malaya Indonesia Universities Symposium (UMInd 2018)) (UMIND 2018) , Malaysian Journal of Science
  9. (2018) The 4th ISM International Statistical Conference , School of Mathematical Sciences (SMS), Sunway University and Malaysia Institute of Statistics (ISM)
  10. (2018) Local Programme Committee Member - The 62nd ISI World Statistics Congress (ISI WSC) 2019, Kuala Lumpur, Malaysia, International Statistical Institute; Department of Statistics, Malaysia ; Central Bank of Malaysia; Malaysia Institute of Statistics
  11. (2016) Member of External Review Panel - The 9th International Research Conference 2016, Central Bank of Sri Lanka
  12. (2015) Deputy Chairman - The 3rd ISM International Statistical Conference 2016 , Institute of Statistics Malaysia

SUPERVISION

Postgraduate Student
  1. (2023) CURRENCY CRISIS EARLY WARNING SYSTEM USING MARKOV SWITCHING MODELS, SWEE JACK HO
  2. (2023) Research on the Impact of Uncertainty on China’s Stock Asset Pricing from Multiple Perspectives, YUE MA
  3. (2023) CSR Scores and Stock Market Performance: Evidence from the Chinese Market, LI QIYU
  4. (2023) Impact of Monetary Policy on Liquidity, Risk Control and Performance of Commercial Banks in China, SHI JIAHE
  5. (2023) Volatility Modelling and Forecasting with High Frequency Data, ZHI DE KHOO
  6. (2023) THE ANALYSIS OF FINANCIAL DURATION WITH HIGH FREQUENCY DATA, TAN YIING FEI
  7. (2023) Asian Emerging Economies: Development, Correlation with US, and Future Trend, YAXING LI
  8. (2023) INNOVATIVE PRODUCTION EFFICIENCY IN CHINESE HIGH-TECH INDUSTRIES DURING THE 13TH FIVE-YEAR PLAN: EVIDENCE FROM A THREE-STAGE DEA MODEL, HE JUNLIN
  9. (2023) PRICING FINANCIAL DERIVATIVES: THE STOCHASTIC VOLATILITY MODELS AND OTHER STATISTICAL APPROACHES, KOW PU ERN
  10. (2023) The impact of green finance on the economy and industrial structure, CAI LINJUN
  11. (2023) Risk Management and Spillover Effect of Internet Finance on the Conventional Finance Industry, WANG FAYAO
  12. (2023) Research on the Risk Spillover of Dependency between China's Carbon Emissions Trading Rights Price Market and New Energy, LI JINLING
  13. (2023) Frequency Dynamics of Financial Connectedness and Systemic Risk in the UK, YIBING SHANG
  14. (2021) ROBUST VOLATILITY MEASURES AND MULTIVARIATE MODELS FOR VOLATILITIES AND RETURNS WITH FINANCIAL APPLICATIONS, TAN SHAY KEE
  15. (2022) TIME SERIES MODELING, QIAN WANG
  16. (2021) TIME SERIES, YAN, BOWEN
  17. (2021) QUALITY CONTROL CHARTS, KIM XIONG NG
  18. (2020) DYNAMIC VOLATILITY MODELLING OF CRYPTOCURRENCIES USING TIME-VARYING TRANSITION PROBABILITY MARKOV-SWITCHING MODELS, TAN CHIA YEN
  19. (2020) MODIFIED LOCATION CONTROL CHARTS FOR MONITORING SKEWED PROCESS, ZHOU JINGJIA
  20. (2017) Modelling and Forecasting Volatility of Returns Using GARCH-Type Models With Skewed Error Distributions, TAY HAO ZHE
  21. (2016) SURVIVAL ANALYSIS IN ACUTE MYELOID LEUKEMIA: A RETROSPECTIVE COHORT STUDY AND SIMULATION STUDY OF SMALL EVENTS PER INDEPENDENT VARIABLE, LAW KIAN BOON
  22. (2015) Water Quality of Biological Parameters and Biological Indices Assessment For Klang Strait (Malaysia) Using Multivariate Analysis, NUR FARAHIYAH BINTI CHE LAH

TEACHING

Master
  1. (2022) SQB7012 - Experimental Design and Quality Engineering
  2. (2022) SQB7001 - Research Methodology for Statistics
Bachelor
  1. (2022) SIT2001 - Probability and Statistics Ii
  2. (2022) SIX1016 - Statistics

SOCIAL RESPONSIBILITY ACTIVITIES

  • Ahli Jawatankuasa Seminar Kebangsaan Institut Statistik Malaysia Ke-14 (Skism-Xiv), (25 Feb 2020 - 25 Feb 2020)
  • Program Mentor - Pensyarah, (09 Sep 2019 - 19 Jan 2020)
  • Facilitator of Mathematics Workshop 2018/2019, (26 Dec 2018 - 27 Dec 2018)
  • Local Programme Committee Member -The 62nd Isi World Statistics Congress (Isi Wsc) 2019, Kuala Lumpur, Malaysia, (12 Jun 2018 - 23 Aug 2019)
  • Fasilatator Bengkel Pemantapan Matematik, (21 May 2018 - 22 May 2018)
  • Scientific Program Committee - The 4th Ism International Statistical Conference 2018, (02 Mar 2018 - 02 Aug 2018)
  • Penceramah - Seminar and Bengkel Pemantapan Akademik Stpm, (24 Oct 2016 - 26 Oct 2016)
  • Publication & Proceedings Committee Member of Ism-III - The 3rd Ism International Statistical Conference 2016., (09 Aug 2016 - 11 Aug 2016)
  • Deputy Chairman - The 3rd Ism International Statistical Conference 2016, (01 Nov 2015 - 11 Aug 2016)
  • "Design of Experiment for Advanced Ndt & E Course" by Malaysian Nuclear Agency, (03 Aug 2015 - 07 Aug 2015)
  • Chief Invigilator - Olympiad Mathematics Competition Malaysia(Omk) 2015, (11 Jul 2015 - 11 Jul 2015)
  • "a Study of The Acceptance of Sijil Kemahiran Malaysia (Skm) in The Field of Non-Destructive Testing (Ndt) by Industries in Malaysia" by Malaysian Society for Non-Destructive Testing (Msnt), (01 Jun 2015 - 30 Nov 2015)
  • Chief Invigilator - Olympiad Mathematics Competition Malaysia(Omk) 2014, (12 Jul 2014 - 12 Jul 2014)
  • Chief Invigilator - Olympiad Mathematics Competition Malaysia(Omk) 2013, (13 Jul 2013 - 11 Jul 2015)
  • Fasilitator- Workshop Item Drafting - Stpm Mathematics T, (19 Oct 2012 - 21 Oct 2012)
  • Invigilator - Olympiad Mathematics Competition Malaysia(Omk) 2012, (07 Jul 2012 - 07 Jul 2012)
  • Organizing Committee Member - 6th National Seminar Ism 2012, (08 Mar 2012 - 08 Mar 2012)