Segui
Sel Ly
Sel Ly
School of Electrical & Electronic Engineering; Former Research Fellow with NUS Mathematics
Email verificata su ntu.edu.sg
Titolo
Citata da
Citata da
Anno
Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China
KH Pho, S Ly, R Lu, TH Van Hoang, WK Wong
International Review of Financial Analysis 74, 101674, 2021
842021
Comparison among Akaike information criterion, Bayesian information criterion and Vuong's test in model selection: A case study of violated speed regulation in Taiwan
KH Pho, S Ly, S Ly, TM Lukusa
Journal of Advanced Engineering and Computation 3 (1), 293-303, 2019
672019
Determining distribution for the product of random variables by using copulas
S Ly, KH Pho, S Ly, WK Wong
Risks 7 (1), 23, 2019
452019
A static and dynamic copula-based ARIMA-fGARCH approach to determinants of carbon dioxide emissions in Argentina
S Ly, S Sarwat, WK Wong, M Ramzan, HD Nguyen
Environmental Science and Pollution Research 29 (48), 73241-73261, 2022
352022
Determining distribution for the quotients of dependent and independent random variables by using copulas
S Ly, KH Pho, S Ly, WK Wong
Journal of Risk and Financial Management 12 (1), 42, 2019
312019
Exploring dependence structures among European electricity markets: Static and dynamic copula-GARCH and dynamic state-space approaches
S Ly, S Sriboonchitta, J Tang, WK Wong
Energy Reports 8, 3827-3846, 2022
162022
T-shape data and probabilistic remaining useful life prediction for Li-ion batteries using multiple non-crossing quantile long short-term memory
S Ly, J Xie, FE Wolter, HD Nguyen, Y Weng
Applied Energy 349, 121355, 2023
112023
Extraction dependence structure of distorted copulas via a measure of dependence
HD Tran, UH Pham, S Ly, T Vo-Duy
Annals of Operations Research 256 (2), 221-236, 2017
112017
Determining Distribution for the Product of Random Variables by Using Copulas, Risks, 7 (1), 23
S Ly, KH Pho, S Ly, WK Wong
102019
A new measure of monotone dependence by using Sobolev norms for copula
HD Tran, UH Pham, S Ly, T Vo-Duy
International Symposium on Integrated Uncertainty in Knowledge Modelling and …, 2015
82015
Hypothesis testing for mitigation of operational infeasibility on distribution system under rising renewable penetration
Y Weng, S Ly, P Wang, HD Nguyen
IEEE Transactions on Sustainable Energy 14 (2), 876-891, 2022
62022
Scalable probabilistic optimal power flow for high renewables using lite polynomial chaos expansion
S Ly, P Pareek, HD Nguyen
IEEE Systems Journal 17 (2), 2282-2293, 2022
62022
Alcohol consumption in Thailand: a study of the associations between alcohol, tobacco, gambling, and demographic factors
P Changpetch, D Haughton, M Le, S Ly, P Nguyen, T Thach
Tobacco, Gambling, and Demographic Factors (February 15, 2016), 2016
62016
On the distortion risk measure using copulas
S Ly, HU Pham, R Bris
Applied Mathematics, 2016
42016
A novel quantile Lite-PCE for probabilistic risk assessment of power system cascading outage for N-1-1 contingency analysis
S Ly, K Chauhan, GH Beng, HD Nguyen
2023 IEEE Power & Energy Society General Meeting (PESGM), 1-5, 2023
22023
Stochastic ordering by g-expectations
S Ly, N Privault
arXiv preprint arXiv:2005.12580, 2020
22020
Stochastic Day-Ahead Scheduling of Distributed Energy Resources: A Meta Modelling Approach
K Chauhan, J Moirangthem, S Ly, LM Koh, HD Nguyen
IEEE Journal of Emerging and Selected Topics in Industrial Electronics, 1-14, 2023
12023
-expectation approach to stochastic ordering
S Ly, N Privault
Frontiers of Mathematical Finance 1 (3), 343-374, 2022
12022
Censored-Variational Gaussian Process for Predicting Probabilistic RUL of Li-ion Battery Using Right-censored Data
S Ly, J Xie, HD Nguyen
IECON 2023- 49th Annual Conference of the IEEE Industrial Electronics …, 2023
2023
Energy Reports
S Ly, S Sriboonchitta, J Tang, WK Wong
2022
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20