By Associate Professor Feng Chen

Book Chapters

Tan WH; Chen F, 2027, 'An Efficient Self-exciting Framework for Modeling Exogenous Shocks in Retail Transaction Streams', in , pp. 401 - 413, http://dx.doi.org/10.1007/978-981-92-2480-7_25

Journal articles

Han Z; Stindl T; Chen F, 2026, 'Disentangling endogeneity and exogeneity in cryptocurrency markets using the modulated renewal Hawkes process with marks', Annals of the Institute of Statistical Mathematics, http://dx.doi.org/10.1007/s10463-026-00976-x

Xu Q-X; Chen F; Zhang Z; Mei C-L, 2026, 'A geographically weighted autoregressive model with an adaptive spatial weights matrix: Construction, estimation, and inference', ECONOMIC MODELLING, 158, http://dx.doi.org/10.1016/j.econmod.2026.107553

Chen F; He W, 2026, 'Agent-Based Models for Simulating Consumer-led Innovation: Pathways to Dual Upgrading in China's Economic Development Strategy', COMPUTATIONAL ECONOMICS, 68, pp. 489 - 521, http://dx.doi.org/10.1007/s10614-025-11050-8

Kwan TKJ; Chen F; Dunsmuir WTM, 2025, 'Ergodic properties of the Hawkes process with a general excitation kernel', Journal of Applied Probability, 62, pp. 1382 - 1405, http://dx.doi.org/10.1017/jpr.2025.20

Qu Y; Chen F; Ma L; Jiang P; Li B; Ren J; Lv R; Liu G; Song Z; Chang P; Barakos G, 2025, 'Fractal Characterization of a Multi-Scale Pore Structure in Ultra-Deep Coal Seams', Fractal and Fractional, 9, pp. 250, http://dx.doi.org/10.3390/fractalfract9040250

Ren J; Hu J; Chen F; Zhang Q, 2025, 'Positivity-preserving logarithmic truncated Euler-Maruyama method for a stochastic HIV/AIDS model with coupled coefficients', ADVANCES IN CONTINUOUS AND DISCRETE MODELS, 2025, http://dx.doi.org/10.1186/s13662-025-03919-7

Shao Z; Yao X; Chen F; Wang Z; Gao J, 2025, 'Revisiting time-varying dynamics in stock market forecasting: A multi-source sentiment analysis approach with large language model', Decision Support Systems, 190, http://dx.doi.org/10.1016/j.dss.2024.114362

Chen F; Stindl T; Kwan J, 2025, 'Estimating the Hawkes process from a discretely observed sample path', Journal of Computational And Graphical Statistics (JCGS), 34, pp. 1419 - 1431, http://dx.doi.org/10.1080/10618600.2025.2450463

Stindl T; Chen F, 2023, 'STOCHASTIC DECLUSTERING OF EARTHQUAKES WITH THE SPATIOTEMPORAL RENEWAL ETAS MODEL', Annals of Applied Statistics, 17, pp. 3173 - 3194, http://dx.doi.org/10.1214/23-AOAS1756

Xuan H; Maestrini L; Chen F; Grazian C, 2023, 'Stochastic Variational Inference for GARCH Models', Statistics and Computing

Stindl T; Chen F, 2023, 'EM algorithm for the estimation of the RETAS model', Journal of Computational and Graphical Statistics, http://dx.doi.org/10.1080/10618600.2023.2253293

Stindl T; Chen F, 2023, 'Stochastic declustering of earthquakes with the spatiotemporal renewal ETAS model', Annals of Applied Statistics, http://dx.doi.org/10.1080/10618600.2023.2253293

Kwan J; Chen F; Dunsmuir W, 2023, 'Alternative asymptotic inference theory for a non-stationary Hawkes process', Journal of Statistical Planning and Inference, http://dx.doi.org/10.1016/j.jspi.2023.03.004

Wee D; Chen F; Dunsmuir W, 2023, 'ESTIMATING GARCH(1,1) IN THE PRESENCE OF MISSING DATA', Annals of Applied Statistics, http://dx.doi.org/10.1214/23-AOAS1734

Chen Y-Y; Chen F; Wu KC-C; Lu T-H; Chi Y-C; Yip PSF, 2023, 'Dynamic reciprocal relationships between traditional media reports, social media postings, and youth suicide in Taiwan between 2012 and 2021', SSM - Population Health, 24, pp. 101543 - 101543, http://dx.doi.org/10.1016/j.ssmph.2023.101543

Stindl T; Chen F, 2022, 'Spatiotemporal ETAS model with a renewal main-shock arrival process', Journal of the Royal Statistical Society Series C: Applied Statistics, 71, pp. 1356 - 1380, http://dx.doi.org/10.1111/rssc.12579

Wee DCH; Chen F; Dunsmuir WTM, 2022, 'Likelihood inference for Markov switching GARCH(1,1) models using sequential Monte Carlo', Econometrics and Statistics, 21, pp. 50 - 68, http://dx.doi.org/10.1016/j.ecosta.2020.03.004

Chen F; Leung Y; Mei C; Fung T, 2022, 'Backfitting Estimation for Geographically Weighted Regression Models with Spatial Autocorrelation in the Response', Geographical Analysis, 54, pp. 357 - 381, http://dx.doi.org/10.1111/gean.12289

Mei C-L; Chen F, 2022, 'Detection of spatial heterogeneity based on spatial autoregressive varying coefficient models', SPATIAL STATISTICS, 51, http://dx.doi.org/10.1016/j.spasta.2022.100666

Chen F; Meyer PG; Kantz H; Fung T; Leung Y; Mei C; Zhou Y, 2022, 'Trends in auto-correlated temperature series', THEORETICAL AND APPLIED CLIMATOLOGY, 147, pp. 1577 - 1588, http://dx.doi.org/10.1007/s00704-021-03893-6

Stindl T; Chen F, 2021, 'Accelerating the estimation of renewal Hawkes self-exciting point processes', Statistics and Computing, https://web.maths.unsw.edu.au/~fengchen/pubs/StindlChen2021-FastRH.pdf

Tan WH; Chen F, 2021, 'Predicting the Popularity of Tweets Using Internal and External Knowledge: An Empirical Bayes Type Approach', AStA Advances in Statistical Analysis, 105, pp. 335 - 352, http://dx.doi.org/10.1007/s10182-021-00390-z

Zhang X; Wang L; Chen F, 2021, 'R&D subsidies, executive background and innovation of Chinese listed companies', ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA, 34, pp. 484 - 497, http://dx.doi.org/10.1080/1331677X.2020.1792324

Chen F; Mei C-L, 2021, 'Scale-adaptive estimation of mixed geographically weighted regression models', ECONOMIC MODELLING, 94, pp. 737 - 747, http://dx.doi.org/10.1016/j.econmod.2020.02.015

Stindl T; Chen F, 2019, 'Modeling extreme negative returns using marked renewal Hawkes processes', Extremes, 22, pp. 705 - 728, http://dx.doi.org/10.1007/s10687-019-00352-4

Zhang J; Lu J; Chen F; Tao J, 2019, 'Exploring the correlation between multiple latent variables and covariates in hierarchical data based on the multilevel multidimensional irt model', Frontiers in Psychology, 10, http://dx.doi.org/10.3389/fpsyg.2019.02387

Wee D; Chen F; Dunsmuir W, 2019, 'Likelihood inference for a COGARCH process using sequential Monte Carlo', Journal Of Financial Econometrics, 17, pp. 229 - 253, http://dx.doi.org/10.1093/jjfinec/nby012

stindl ; Chen F, 2018, 'Likelihood Based Inference for the Multivariate Renewal Hawkes Process', Computational Statistics and Data Analysis, 123, pp. 131 - 145, http://dx.doi.org/10.1016/j.csda.2018.01.021

Chen F; Tan WH, 2018, 'Marked self-exciting point process modelling of information diffusion on Twitter', Annals of Applied Statistics, 12, pp. 2175 - 2196, http://dx.doi.org/10.1214/18-AOAS1148

Cheng Q; Chen F; Lee EST; Yip PSF, 2018, 'The role of media in preventing student suicides: A Hong Kong experience', Journal of Affective Disorders, 227, pp. 643 - 648, http://dx.doi.org/10.1016/j.jad.2017.11.007

Bai S; Yu B-G; Zhang Y-Z; Ding H; Wu Z-W; Fan B; Fan H-J; Hou S-K; Chen F, 2018, 'Challenges of Treating Adenovirus Infection: Application of a Deployable Rapid-Assembly Shelter Hospital', DISASTER MEDICINE AND PUBLIC HEALTH PREPAREDNESS, 12, pp. 109 - 114, http://dx.doi.org/10.1017/dmp.2016.187

Xu J; Lam KF; Chen F; Milligan P; Cheung YB, 2017, 'Semiparametric estimation of time-varying intervention effects using recurrent event data', Statistics in Medicine, 36, pp. 2682 - 2696, http://dx.doi.org/10.1002/sim.7319

Yip PSF; Cheng Q; Chang SS; Lee EST; Lai CSC; Chen F; Law YWF; Cheng TME; Chiu SM; Tse TLJ; Cheung KWR; Tse ML; Morgan PR; Beh P, 2017, 'A public health approach in responding to the spread of helium suicide in Hong Kong: A case report', Crisis, 38, pp. 269 - 277, http://dx.doi.org/10.1027/0227-5910/a000449

Cheng Q; Chen F; Yip PSF, 2017, 'Media effects on suicide methods: A case study on Hong Kong 1998-2005', Plos One, 12, pp. e0175580, http://dx.doi.org/10.1371/journal.pone.0175580

Chen F; Stindl T, 2017, 'Direct Likelihood Evaluation for the Renewal Hawkes Process', Journal of Computational and Graphical Statistics, 27, pp. 119 - 131, http://dx.doi.org/10.1080/10618600.2017.1341324

Chen F; Hall P, 2016, 'Nonparametric Estimation for Self-Exciting Point Processes—A Parsimonious Approach', Journal of Computational and Graphical Statistics, 25, pp. 209 - 224, http://dx.doi.org/10.1080/10618600.2014.1001491

Li S; Wang T; Ye C; Li Q; Guo Z; Wu H; Liu H; Gao X; Zhou H; Pang H; Deng J; Jiang X; Chen F, 2016, 'An approach to assessment of Keshan disease elimination at the township level', INTERNATIONAL HEALTH, 8, pp. 398 - 404, http://dx.doi.org/10.1093/inthealth/ihw045

Bai F; Chen F; Chen K, 2015, 'Semiparametric estimation of a self-exciting regression model with an application in recurrent event data analysis', Statistica Sinica, 25, pp. 1503 - 1526, http://dx.doi.org/10.5705/ss.2013.217

Chen YY; Chen F; Chang SS; Wong J; Yip PSF, 2015, 'Assessing the efficacy of Restricting access to barbecue charcoal for suicide prevention in Taiwan: A community-based intervention trial', Plos One, 10, pp. e0133809, http://dx.doi.org/10.1371/journal.pone.0133809

Chen F; Yip PS, 2015, 'The influence of cold weather on the usage of emergency link calls: A case study in Hong Kong', BMC Medical Informatics and Decision Making, 15, pp. 66, http://dx.doi.org/10.1186/s12911-015-0191-1

Zhu J; Chen F, 2015, 'Dividend optimization under reserve constraints for the Cramér-Lundberg model compounded by force of interest', Economic Modelling, 46, pp. 142 - 156, http://dx.doi.org/10.1016/j.econmod.2014.11.019

Chen F; Chen K, 2014, 'Modeling event clustering using the m-Memory Cox-type self-exciting intensity model', International Journal of Statistics and Probability, 3, pp. 126 - 137, http://dx.doi.org/10.5539/ijsp.v3n3p126

Yip P; Chen F, 2014, 'A study on the effect of exclusion period on the suicidal risk among the insured', Social Science & Medicine, 110, pp. 26 - 30, http://dx.doi.org/10.1016/j.socscimed.2014.03.023

Chen F; Chen K, 2014, 'Case-cohort analysis of clusters of recurrent events', Lifetime Data Analysis, 20, pp. 1 - 15, http://dx.doi.org/10.1007/s10985-013-9275-3

Yip PSF; Kwok S; Chen F; Xu X; Chen Y, 2013, 'A study on the mutual causation of suicide reporting and suicide incidences', Journal of Affective Disorders, 148, pp. 98 - 103, http://dx.doi.org/10.1016/j.jad.2012.11.056

Chen F; Chen K, 2013, 'Case-cohort analysis of clusters of recurrent events', Lifetime Data Analysis, pp. 1 - 15, http://dx.doi.org/10.1007/s10985-013-9275-3

Zhu J; Chen F, 2013, 'Dividend optimization for regime-switching general diffusions', Insurance Mathematics and Economics, 53, pp. 439 - 456, http://dx.doi.org/10.1016/j.insmatheco.2013.07.006

Chen F; Hall P, 2013, 'Inference for a non-stationary self-exciting point process with an application in ultra-high frequency financial data modeling', Journal of Applied Probability, 50, pp. 1006 - 1024, http://dx.doi.org/10.1239/jap/1389370096

Chen F; Hall P, 2013, 'Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling', Journal of Applied Probability, 50, pp. 1006 - 1024, http://dx.doi.org/10.1017/s0021900200013760

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