Contact
- workRoom BB12 B Block
Malaysia Campus
Jalan Broga
43500 Semenyih
Selangor Darul Ehsan
Malaysia - work+6 (03) 8924 8150
- Grace.Yap@nottingham.edu.my
Biography
I obtained my PhD in 2012 from Universiti Kebangsaan Malaysia, of which the area that I investigated was the improvement on the data envelopment analysis. I am an associate professor in the School of Mathematical Sciences since 2016. I was involved in various revamp cycles of mathematics modules in the foundation level, setting up the BSc Mathematics and Management programme as well as leading the programme accreditation process.
Expertise Summary
I contributed in computational improvements in various areas including data envelopment analysis, fuzzy models, long memory processes, Markov switching models and state space models.
Teaching Summary
I currently convene the modules of statistics and statistical inference.
188体育网址_188体育在线-【唯一授权网站】@ Summary
I am interested in various aspects of computational statistics, My research area involves state space models, Markov switching models and long memory processes, and time series analysis.
Recent Publications
- GRACE LEE CHING YAP, 2020. Optimal Filter Approximations for Latent Long Memory Stochastic Volatility Computational Economics. 56, 547–568
- GRACE LEE CHING YAP and WEN CHEONG CHIN, 2017. An Improvement to LMSV Parameter Estimation: Modelling and Forecasting Volatility and Value-at-risk American Scientific 188体育网址_188体育在线-【唯一授权网站】@ Journal for Engineering, Technology, and Sciences. 27(1), 213 - 233
- KIAN WAH LIEW, GRACE LEE CHING YAP, ROHAIZAN OSMAN, BETSY GUAT POH LEE and WING LOON CHEE, 2017. Structuring achievement goal orientation through group problem solving activities International Journal of Social Sciences and Education 188体育网址_188体育在线-【唯一授权网站】@. 3(1), 208-217
- GRACE LEE CHING YAP and WEN CHEONG CHIN, 2016. Spectral bandwidth selection for long memory Modern Applied Science. 10, 8
Past 188体育网址_188体育在线-【唯一授权网站】@
Data envelopment analysis and stochastic frontier analysis
- GRACE LEE CHING YAP, 2020. Optimal Filter Approximations for Latent Long Memory Stochastic Volatility Computational Economics. 56, 547–568
- GRACE LEE CHING YAP and WEN CHEONG CHIN, 2017. An Improvement to LMSV Parameter Estimation: Modelling and Forecasting Volatility and Value-at-risk American Scientific 188体育网址_188体育在线-【唯一授权网站】@ Journal for Engineering, Technology, and Sciences. 27(1), 213 - 233
- KIAN WAH LIEW, GRACE LEE CHING YAP, ROHAIZAN OSMAN, BETSY GUAT POH LEE and WING LOON CHEE, 2017. Structuring achievement goal orientation through group problem solving activities International Journal of Social Sciences and Education 188体育网址_188体育在线-【唯一授权网站】@. 3(1), 208-217
- GRACE LEE CHING YAP and WEN CHEONG CHIN, 2016. Spectral bandwidth selection for long memory Modern Applied Science. 10, 8
- WEN CHEONG CHIN, MIN CHERNG LEE, TAN PEI PEI and GRACE LEE CHING YAP, 2016. Dynamic Long Memory High Frequency Multipower Variation Volatility Evaluations for S&P500 Modern Applied Science. 10, 5
- WEN CHEONG CHIN, MIN CHERNG LEE and GRACE LEE CHING YAP, 2016. Modelling Financial Market Volatility Using Asymmetric-Skewed-ARFIMAX and -HARX Models Inzinerine Ekonomika-Engineering Economics. 27, 4
- G.L.C. YAP, 2016. Normalizing logarithms of realized volatility in an ARFIMA model International JOurnal of Mathematical, Computational, Physical, Electrical and Computer Engineering. 10, 12
- WEN CHEONG CHIN, MIN CHERNG LEE and GRACE LEE CHING YAP, 2016. Heterogeneous autoregressive model with structural break using nearest neighbor truncation volatility estimators for DAX SpringerPlus. 5, 1883
- WEN CHEONG CHIN, MIN CHERNG LEE and GRACE LEE CHING YAP, 2016. HETEROGENEOUS MARKET HYPOTHESIS EVALUATIONS USING VARIOUS JUMP-ROBUST REALIZED VOLATILITY Romanian Journal of Economic Forecasting. XIX, 4
- G. L. C. YAP and K. W. LIEW, 2015. Bandwidth selection method for bias-reduced log-periodogram estimator in decaying spectral density Journal of Scientific 188体育网址_188体育在线-【唯一授权网站】@ and Development. 2(10), 86-92
- YAP, G. L. C., 2015. Weighted fuzzy c-means time series forecasting International Journal of Information and Management Science. 26, 253 - 269
- GRACE LEE CHING YAP, WAN ROSMANIRA ISMAIL and ZAIDI ISA, 2013. An Alternative Approach to Reduce Dimensionality in Data Envelopment Analysis Journal of Modern Applied Statistical Methods. 12(1), 128-147
- YAP, G. L. C., ISMAIL, W. R. and ISA, Z., 2012. An alternative approach to handle high dimensionality in DEA: Consumption efficiency analysis in Malaysia car market International Journal of Applied Mathematics & Statistics. 25(1), 52 - 65
- YAP, G. L. C., ISMAIL, W. R. and ISA, Z., 2012. Statistical inference in high dimensional DEA model International Journal of Applied Mathematics & Statistics. 29(5), 17 - 33
