| Forecasting tail risk measures for financial time series: An extreme value approach with covariates R James, H Leung, JWY Leung, A Prokhorov Journal of Empirical Finance 71, 29-50, 2023 | 6 | 2023 |
| A measure of distance between time series: Dynamic time warping J Leung, R James The Institute for Operations Research and the Management Sciences, 2022 | 2 | 2022 |
| Forecasting financial risk using quantile random forests R James, JWY Leung Available at SSRN 4324603, 2023 | 1 | 2023 |
| Comparing Parameter Estimation Techniques for the Generalised Pareto Distribution Using Consistent Scoring Functions R James, JWY Leung Available at SSRN 3935106, 2021 | 1 | 2021 |
| Python Language Companion to Introduction to Applied Linear Algebra: Vectors, Matrices, and Least Squares J Leung, D Matsypura | 1 | 2019 |
| Bi-objective Cost-sensitive Machine Learning: Predicting Stock Return Direction Using Option Prices R James, JWY Leung, A Prokhorov Available at SSRN, 2023 | | 2023 |
| Assessing Degree of Overall Prospect for Merger and Acquisition of Managed Funds: A Relative Performance Perspective DUA Galagedera, JWY Leung, F Vahid Wai Yin and Vahid, Farshid, Assessing Degree of Overall Prospect for Merger …, 2023 | | 2023 |
| Commentary on “Visualization in Operations Management Research”: Incorporating Statistical Thinking into Visualization Practices for Decision Making in Operational Management E Tanaka, JWY Leung, D Cook INFORMS Journal on Data Science 1 (2), 188-191, 2022 | | 2022 |
| Supplementary Material for'Comparing Parameter Estimation Techniques for the Generalised Pareto Distribution Using Consistent Scoring Functions' R James, JWY Leung Available at SSRN 3935104, 2021 | | 2021 |
| Practicing visualization in OR/MS: an art and a science J Leung, K Combs | | 2021 |
| Estimation of Tail Risk Measures for Heteroskedastic Financial Time Series: A Extreme Value Approach With Covariates R James, H Leung, J Leung, A Prokhorov | | 2021 |
| Volunteer today for tomorrow’s future: join the OR/MS Tomorrow student magazine team to share your voice and make an impact A Hijazi, J Leung | | 2021 |
| Interview with Prof. Soroush Saghafian AI Maghsoodi, J Leung | | 2021 |
| Introduction to Applied Linear Algebra: Vectors, Matrices, and Least Squares J Leung, D Matsypura | | 2020 |
| Connected learning during COVID-19 J Leung, E Taghizadeh | | 2020 |
| Interview with Dmytro Matsypura: academic job market during COVID-19 J Leung | | 2020 |
| Optimization Of Wind Farm Layout X Ju, J Leung | | 2020 |
| The Longest Induced Path Problem: How Far Can Information Travel? J Leung | | |
