Books and Talks
- Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization, X. Guo, T.L. Lai, H. Shek and S.P-S. Wong
- Data for exercises in the book available from quantstratbook.net
- Sequential Experimentation in Clinical Trials: Design and Analysis, J. Bartroff, T.L. Lai and M.C. Shih
- Self-Normalized Processes: Limit Theory and Applications, V. de la Peña, T.L. Lai and Q.M. Shao
- Statistical Models and Methods in Financial Markets, T.L. Lai and H. Xing
- Asymptotic Theory in Probability and Statistics with Applications, T.L. Lai, L. Qian and Q. Shao, Eds.
- Time Series and Related Topics. In Memory of Ching-Zong Wei, H.C. Ho, C.K. Ing and T.L. Lai, Eds.
- Probability, Finance and Insurance, T.L. Lai, H. Yang and S.P. Yung, Eds.
- Nonlinear Filters in Hidden Markov Models: Asymptotic Stability, Sequential Monte Carlo Implementation, and Applications
- A Consistent Model Selection Criterion for L_2-Boosting in High-Dimensional Sparse Linear Models