FYP (毕业论文)

Undergraduate Final Year Project

Areas: Financial Time Series, Market Risk Analysis, Commodity Markets, Volatility Data Analysis.

• Ryan Tan Fu Xiang, Tong Wai Yin, Chin Wen Cheong, Lim Min. Evaluating Expected Shortfall of Gold Market during the Russia-Ukraine Conflict. (Manuscript under review) 

• Chin Zi Yi,Yuan Yeping, Chin Wen Cheong & Lim Min. (2025).The Computation of Time-Varying Long Memory Hurst Parameter for Global Stock Markets. Journal of Statistics & Management Systems, vol.29(2), pp. 151-166.

• Tong Wai Yin, Ryan Tan Fu Xiang, Chin Wen Cheong, Lim Min. (2025) The impact of Russia–Ukraine war on BRENT crude oil Market Risk Evaluations, The Journal of Energy and Development, vol. 50, no. 2 , pp. 173–193.  

• Yuan Yeping, Chin Zi Yi, Chin Wen Cheong & Lim Min. (2025). Time-Varying Long Memory Hurst Parameter Evaluations of Crude Oil Market, The Journal of Energy and Development, vol. 50, no. 1 ,pp. 41–59. 

• Tan Yu Heng, Tan Xiao Xian, Chin Wen Cheong,Koh Siew Khew and Lim Min (2025). Analyzing Market Risk Forecasting of Asymmetric GARCH model for stock volatility during the Malaysian General Election period, Journal of Statistics & Management Systems, vol.28(6), pp. 1133-1149. 

• Iris Wong Sie Feng, Quah Aun Thye, Chin Wen Cheong & Lim Min. (2025). The impact of the COVID-19 and the Russia-Ukraine conflict on crude oil and stock market volatility, Journal of Statistics & Management Systems, 28(4), 713-740.

• Lim Qiu Ting, Lam Sing Yan, Chin Ming Jun, Chin Wen Cheong & Lim Min. (2025). Random walk classifications and market risk evaluations of Malaysian stock market., Journal of Statistics & Management Systems, 28(2), 355-374.

• LY Xin, CW Cheong, GTA Hui, L Min. (2024). Gold market risk evaluations using GARCH incorporate with machine learning. Journal of Statistics & Management Systems 27 (7), 1381-1391.

• J Yuhan, Y Deru, F Suze, CW Cheong, L Min. (2024). The impact of COVID-19 on value-at-risk estimations for US and China stock markets. Journal of Statistics & Management Systems 27 (7), 1453-1472.

• YX Quan, TX Yang, CY Fei, CW Cheong, L Min (2023). Asymmetric Volatility and Risk Analysis of Bitcoin Cryptocurrency Market, Journal of Quality Measurement and Analysis 19 (2), 73-79.   

• AC Kinnam, ALY Bin, CW Cheong, L Min, GTA Hui (2023). Gold price volatility and forecasting evaluations with the impact of COVID-19 pandemic, Journal of Statistics & Management Systems 26 (8), 1867-1882.

• LJ Teng, CW Cheong, L Min (2023). Market Risk Data Analytics for Selected Asian Stock Markets During the Pandemic COVID-19, Journal of Quality Measurement and Analysis 19 (2), 52-57. 

• ALY Bin, AC Kinnam, CW Cheong, L Min (2022). Crude Oil Market Risk Evaluation under the Presence of Covid-19 Pandemic, Journal of Energy and Development 47 (2), 155-175.

• CW Cheong, LM Cherng, LC Zhi, ZY Huai (2021). Do general elections affect fractal structure of stock market? Journal of Statistics and Management Systems, 24 (5), 951-964.  

• Cheong, C.W., LIU CHENGZHI, J SHENGZHE,YEZHIQING (2019). Dynamic Average-Forecast value-at-Risk by Using High Frequency IPC Mexican Index. International Journal of Economics &Management 13 (1), 153-164. 

If you are interested in any projects related to financial time series, please kindly drop me a message via email: wcchin2008@gmail.com.