Shuangzhe Liu

Associate Professor Shuangzhe LiuSwong

Office: 11C17

Phone: (02) 6201 2513

Fax: (02) 6201 5231

Email: Shuangzhe.Liu@canberra.edu.au

Mail:
11C17, Building 11
Faculty of Information Sciences and Engineering
University of Canberra, Bruce ACT 2601

Research Area

  • Matrix Methods in Statistics and Econometrics
  • Microdata Analysis and Financial Data Analysis
  • Regression Diagnostics
  • Time Series, Multivariate Analysis and Data Mining Methods

Recent Publications

B - Book Chapter

Sharma, D., Ma, W., Tran, D. T., Liu, S. & Anderson, M. K. (2007). MAITS: A Multi-Agent-Based IT Security Approach. Architectural Design of Multi-Agent Systems: Technologies and Techniques, Information Science Reference (New York, USA), 189-208

Polasek, W. & Liu, S. (2006). ANOVA Models with Generalized Inverses. Data Analysis and Decision Support, Springer (New York), 113-121

B2 - Book Chapter authored/edited/revision

Liu, S. (2008). Schur Complement, Encyclopedia of Statistical Sciences, Wiley, on-line.

Liu, S., Neudecker, H. & Polasek, W. (2007). Heteroskedastic Linear regression models. Encyclopedia of Statistical Sciences, Wiley (online), 1-9

C1 - Article in a scholarly refereed journal

Liu, S. & Trenkler, G. (2008). Hadamard, Khatri-Rao, Kronecker and Other Matrix Products. International Journal of Information and Systems Science, 4, 160-177

Liu, S. & Neudecker, H. (2008). Solution of Problem 1/SP07: Local Sensitivity of the Restricted Least Squares Estimator in the Linear Model. Statistical Papers, 49, 151-156

Liu, S. & Heyde, C. C. (2008). On Estimation Conditional Heteroskedastic Time Series Models Under Non-Normal Distributions. Statistical Papers, 49, 455-469

Liu, J. & Eddie, I. (2007). Determinates of disclosures of A-, B- and H-share companies. Asian Review of Accounting, 15, 72-92

C4 - Letter or Note

Liu, S. (2007). Festschrift for Tarmo Pukkila on his 60th Birthday. International Statistical Review, 75, 419-420

Liu, S. & Heyde, C. C. (2006). On estimation in conditional heteroskedastic time series models under non-normal distributions. Statistical Papers, 3/11/2006, 1-15

E1 - Full written paper - refereed

Sathye, M., Sharma, D., Liu, S., Chetty, G. & Shadabi, F. (2008). Impact of Terrorism on Australian Stock Market: An Empirical Investigation, Proceedings of the 3rd Biennial Conference of the Academy of World Business, Marketing and Management Development, Rio De Janeiro, Brazil, 14-17 July 2008, 1012-1026

Liu, S. (2006). On Influence Diagnostics in Multivariate Regression Models under Elliptical Distributions. Proceedings of the International Statistic Workshop.  Contributions to probability and statistics, International Statistics Workshop, Canberra.  4-5 April 2005., 129-141

Tran, D. T., Ma, W., Sharma, D. & Liu, S. (2006). Tablet PC Applications in an Academic Environment. Proceedings of the International Conference on Theories and Applications of Computer Science, ICTACS, Vietnam.  3-5 August 2006., 137-143

E3 - Extract of paper

Mir, M., Fan, H. W. & Liu, S. (2007). A comparision between externally set competitive examination in secondary college/school and tertiary level academic performance  an empirical study of the first year business students at an Australian University. CPA Australia Accounting Educators Forum, CPA Australia Accounting Educators Forum, Sydney Australia 22-23 November 2007, 1-14

E4 - Edited volume of conference proceedings

Brown, P. J., Liu, S. & Sharma, D. (2006). Proceedings of the International Statistic Workshop.  Contributions to probability and statistics. International Statistics Workshop, Canberra.  4-5 April 2005.