Research
Research
H Hanbali, H Warnakulasooriya, JWY Leung (2025) Time-varying pareto optimal risk sharing for annuities, ASTIN Bulletin: The Journal of the IAA.
R James, H Leung, JWY Leung, A Prokhorov (2023) Forecasting tail risk measures for financial time series: An extreme value approach with covariates, Journal of Empirical Finance.
Leung J, and Choy S (2017) Robustness in Forecasting Future Liabilities in Insurance Robustness in Econometrics; Springer, Cham, 187-200. [More Information]
Leung J (2019) The Longest Induced Path Problem: how far can information travel? OR/MS Tomorrow, Fall/Winter 2019, INFORMS.[More Information]
Leung J (2020) Interview with Dmytro Matsypura: Academic Job Market During COVID-19, OR/MS Tomorrow, Spring/Summer 2020, INFORMS.[More Information]
Leung J and Taghizadeh E (2020) Connected Learning during COVID-19, OR/MS Today, October, INFORMS.[More Information]
Ju X, and Leung J (2020) Optimization Of Wind Farm Layout, OR/MS Tomorrow, Fall/Winter 2020, INFORMS.[More Information]
Paulette Isabel Jones PhD Completion Scholarship, 2020, Sydney.
Award for Excellence in Postgraduate Research, 2019, Statistical Society of Australia
The University of Sydney Business School Research Scholarship, 2017-2019
3rd place in Student Writing Competition, 2019, OR/MS Tomorrow, INFORMS
1st place in Data Science Camp Hackathon, 2019, Business School, The University of Sydney
1st place in Three Minutes Honours Thesis, 2016, Business School, The University of Sydney
Leung J (2020) Multi-layer Bayesian Network Structure Learning Problem, INFORMS Annual Meeting 2020; Institute for Operations Research and the Management Sciences (I N F O R M S)
Leung J, and Matsypura D (2019) Change Point Detection in Partial Correlation Networks, 12th International Conference of the ERCIM WG on Computational and Methodological Statistics, United Kingdom, London, 14-16 December 2019.
Leung J, and Matsypura D (2019) Change Point Detection in Partial Correlation Networks, INFORMS Annual Meeting 2019; Institute for Operations Research and the Management Sciences (I N F O R M S), Seattle, United States, 20 -23 October 2019.
Leung J, and Matsypura D (2019) Change Point Detection in Partial Correlation Networks, 30th European Conference on Operational Research (EURO); Association of European Operational Research Societies, Dublin, Ireland, 23-26 June 2019.
Matsypura D, and Leung J (2019) Identifying indicators of (non-)profitable customers: The Hinge Discrete Dantzig Selector, 30th European Conference on Operational Research (EURO); Association of European Operational Research Societies, Dublin, Ireland, 23-26 June 2019.
Leung J, and Matsypura D (2018) Sparse Model Estimation and its Applications to the Insurance Industry, INFORMS Annual Meeting 2018; Institute for Operations Research and the Management Sciences (I N F O R M S), Phoenix, United States, 4-7 November 2018.