Welcome to Lo-Bin Chang's Homepage

Columbia University in the City of New York


Lo-Bin Chang
Postdoc
Division of Applied Mathematics
Brown University
182 George Street
Providence, RI 02912
USA

E-mail: Lo-Bin_Chang@Brown.edu

Lo-Bin Chang

             

 Education

  • Ph.D. in Applied Mathematics, Brown University, 2010
    Advisor: Prof. Stuart Geman
  • Sc.M. in Applied Mathematics, Brown Univeristy, 2009

 Research Interests

  • Probability and Statistics
  • Pattern Theory and Computer Vision
  • Mathematical and Statistical Finance, Stochastic Calculus

 Publication List

  1. Ph.D Dissertation: Conditional Modeling and Conditional Inference
    Lo-Bin Chang, 2010 May
  2. Context, computation, and optimal ROC performance in a hierarchical models
    Lo-Bin Chang, Ya Jin, Wei Zhang, Eran Borenstein, Stuart Geman
    -Submitted for Publication
  3. Stock prices and the peculiar statistics of large returns
    Lo-Bin Chang, Stuart Geman
    -Submitted for Publication
  4. An invariance for the large-sample empirical distribution of waiting time between successive extremes
    Lo-Bin Chang, Alok Goswami, Fushing Hsieh, Chii-Ruey Hwang
    -Submitted for Publication
  5. Empirical invariance in stock market and related problems
    Lo-Bin Chang, Shu-Chun Chen, Fushing Hsieh, Chii-Ruey Hwang, Max Palmer
    -In preparation
  6. Smooth convergence in the binomial model
    Lo-Bin Chang, Kenneth Palmer
    Finance and Stochastics, Vol. 11, No. 1. (Jan 2007), pp.911-105

 Links