Prof. Zudi Lu

City University of Hong Kong, China (Hong Kong)

Professor

Email: [email protected]

Qualifications

1996 D.Sc. in Statistics, Institute of Systems Science, Chinese Academy of Sciences, China

1991 M.Sc. in Statistics, Institute of Systems Science, Chinese Academy of Sciences, China

1988 B.Sc. in Mathematics, Department of Mathematics, Zhejiang Normal University

Publications (Selected)

1. Xie, H. B., Zhang, J. J., Chen, Y., et al. (2025). Realized Probability. Journal of Systems Science & Complexity, 38(4), 1648–1658.
2. Zhang, Y., & Lu, Z. D. (2024). A Time Series Synthetic Control Causal Evaluation of the UK's Mini-Budget Policy on Stock Market. Mathematics, 12(20), Article 3301.
3. Kiakojouri, A., Lu, Z. D., Mirring, P., et al. (2024). A Generalised Intelligent Bearing Fault Diagnosis Model Based on a Two-Stage Approach. Machines, 12(1), Article 77.
4. Kiakojouri, A., Lu, Z. D., Mirring, P., et al. (2023). A Novel Hybrid Technique Combining Improved Cepstrum Pre-Whitening and High-Pass Filtering for Effective Bearing Fault Diagnosis Using Vibration Data. Sensors, 23(22), Article 9048.
5. Lu, Z. D., Ren, X. H., & Zhang, R. M. (2024). On Semiparametrically Dynamic Functional-Coefficient Autoregressive Spatio-Temporal Models with Irregular Location Wide Nonstationarity. Journal of the American Statistical Association, 119(546), 1032–1043.
6. Peng, R., & Lu, Z. D. (2023). Uniform consistency for local fitting of time series non-parametric regression allowing for discrete-valued response. Statistics and Its Interface, 16(2), 305–318.
7. Kiakojouri, A., Lu, Z., Mirring, P., et al. (2022). A generalised machine learning model based on multinomial logistic regression and frequency features for rolling bearing fault classification. Insight, 64(8), 447–452.
8. Wang, X., Li, J. Y., Ren, X. H., et al. (2022). Exploring the bidirectional causality between green markets and economic policy: evidence from the time-varying Granger test. Environmental Science and Pollution Research, 29(58), 88131–88146.
9. Ren, X. H., Li, Y. Y., Shahbaz, M., et al. (2022). Climate risk and corporate environmental performance: Empirical evidence from China. Sustainable Production and Consumption, 30, 467–477.
10. Lu, S. Z., Cheng, L. S., Lu, Z. D., et al. (2022). A Self-Adaptive Grey DBSCAN Clustering Method. Journal of Grey System, 34(4), 97–109.
11. Yang, W., Lu, Z. D., Wang, D., et al. (2020). Sustainable Evolution of China's Regional Energy Efficiency Based on a Weighted SBM Model with Energy Substitutability. Sustainability, 12(23), Article 10073.
12. Ding, Y. Y., & Lu, Z. D. (2020). HOW'S THE PERFORMANCE OF THE OPTIMIZED PORTFOLIOS BY SAFETY-FIRST RULES: THEORY WITH EMPIRICAL COMPARISONS. Journal of Industrial and Management Optimization, 16(6), 2703–2721.
13. Muhammad, M., & Lu, Z. D. (2020). Estimating the UK Index Flood: an Improved Spatial Flooding Analysis. Environmental Modeling & Assessment, 25(5), 731–748.
14. Jiang, Z. Y., Ling, N. X., Lu, Z. D., et al. (2020). On bandwidth choice for spatial data density estimation. Journal of the Royal Statistical Society Series B-Statistical Methodology, 82(3), 817–840.
15. Sun, Y., Lian, G. H., Lu, Z. D., et al. (2020). Modeling the Variance of Return Intervals Toward Volatility Prediction. Journal of Time Series Analysis, 41(4), 492–519.
16. Al-Sulami, D., Jiang, Z. Y., Lu, Z. D., et al. (2019). On a Semiparametric Data-Driven Nonlinear Model with Penalized Spatio-Temporal Lag Interactions. Journal of Time Series Analysis, 40(3), 327–342.
17. Xie, H. B., Wang, S. Y., & Lu, Z. D. (2018). The behavioral implications of the bilateral gamma process. Physica A-Statistical Mechanics and Its Applications, 500, 259–264.
18. Chen, J., Li, D. G., Linton, O., et al. (2018). Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series. Journal of the American Statistical Association, 113(522), 919–932.
19. Shiraishi, H., & Lu, Z. D. (2018). Semiparametric estimation in the optimal dividend barrier for the classical risk model. Scandinavian Actuarial Journal, 2018(9), 845–862.
20. Wang, Z. Y., Xu, G. H., Zhao, P. B., et al. (2018). THE OPTIMAL CASH HOLDING MODELS FOR STOCHASTIC CASH MANAGEMENT OF CONTINUOUS TIME. Journal of Industrial and Management Optimization, 14(1), 1–17.
21. Wong, S. F., Tong, H., Siu, T. K., et al. (2017). A NEW MULTIVARIATE NONLINEAR TIME SERIES MODEL FOR PORTFOLIO RISK MEASUREMENT: THE THRESHOLD COPULA-BASED TAR APPROACH. Journal of Time Series Analysis, 38(2), 243–265.

Profile Details
https://scholars.cityu.edu.hk/en/persons/zudilu/
https://scholar.google.com/citations?user=sZh8CJQAAAAJ&hl=en
https://www.researchgate.net/scientific-contributions/Zudi-Lu-80824513

WOS ResearcherID: HMO-6720-2023