A
PROFILE
UPM's Staff Profile
DR. WENDY LING SHIN YIE
SENIOR LECTURER
FACULTY OF SCIENCE
sy_ling@upm.edu.my
UPM WEBSITE
PROFILE
sy_ling
BM
EN

PROFESSIONAL

NAME :
(Dr.) WENDY LING SHIN YIE
POST :
SENIOR LECTURER
ENTITY :
FACULTY OF SCIENCE

FIELD OF SUPERVISION
APPLIED AND COMPUTATIONAL STATISTICS / FINANCIAL MATHEMATICS
EDUCATION
PHD
UNIVERSITI KEBANGSAAN MALAYSIA, BANGI, SELANGOR
Graduated : 2014
MASTER SAINS (STATISTIK)
UNIVERSITI KEBANGSAAN MALAYSIA, BANGI, SELANGOR
Graduated : 2009
BACELOR SAINS (STATISTIK)
UNIVERSITI KEBANGSAAN MALAYSIA, BANGI, SELANGOR
Graduated : 2008
JOURNAL PUBLICATION
1. ANALYSIS OF LIVING COST BY COUNTRIES USING VINE COPULA APPROACH
    Journal type: MYCITE
2. The magnitude of big data 5vs in business macroclimate
    Journal type: Citation-Indexed - Scopus
3. Rainfall Modelling Using Bartlett Lewis Rectangular Pulse Models
    Journal type: Non Citation-Indexed
4. Modelling High Dimensional Paddy Production Data Using Copulas
    Journal type: Citation-Indexed - Scopus
5. Value at Risk measure on Oil Price by using Extreme Value Theory Approach
    Journal type: Non Citation-Indexed
6. Predicting Value-at-Risk of Bitcoin and Ethereum Using Extreme Value Theory
    Journal type: MYCITE
EDUCATIONAL BACKGROUND
2013
PhD (UKM Bangi)
WORKING EXPERIENCE
2015
UCTS Sibu Sarawak
SKILL
R programming & LaTex
CONFERENCE / WORKSHOP / SEMINAR
2018
ICMSS; OCA; iFSC
TEACHING
2018
MTH3003, MTH3401, MTH3403
RESEARCH PROJECT
2017
Copula-based multivariate hydrological frequency analysis
RESEARCH INTEREST
2018
Hydrological modelling & financial modelling
PUBLICATION
2021
Modelling High Dimensional Paddy Production Data Using Copulas
2020
A Comparative Effectiveness of Hierarchical and Nonhierarchical Regionalisation Algorithms in Regionalising the Homogeneous Rainfall Regions
2019
The magnitude of big data 5vs in business macroclimate