Extend Bayesian VAR (BVAR) to Vector Heterogeneous Autoregressive (VHAR) model
Anomaly detection based on the deep neural network error.
Experiment about caffeine effect to ECG (average heart rate), based on Latin square design.
Estimate propensity score using machine learning.
Estimate conditional value-at-risk and conditional expected shortfall in nonparametric way.
Made an R package helping statistical research, especially, simulation study.
Built an R package that includes my private tools for writing R markdown documents
