- A Doubly-projected Conditional Independence Test with High-dimensional Dependent Data, 2026@EcoSta, Kyoto, Japan
- A New Test for Conditional Independence for High-dimensional Dependent Data, 2025@NCCUsta , Taiwan
- Model Averaging for High-dimensional Predictive Quantile Regression with Highly Persistent Covariates, 2024@NCCUsta , Taiwan
- A Unified Debiased and De-correlating Learning Framework for High-dimensional Time Series, 2023@NCCUsta , Taiwan
- Optimal Model Averaging for UltraHigh-dimensional Quantile Regression with diverging Covariates, 2022@NTUfin , Taiwan
- A Functional Stochastic Volatility Correlated Jump Model with An Application to High-frequency Financial Data, 2021@NCCUsta , Taiwan
- On Minimax Rates of Convergence for Stationary Functional Dependent Regressions, 2020@NCCUsta , Taiwan