Journal Articles
Li, B (2024)
Spacing-speed dependency on relative speeds to the adjacent lanes: a statistical test,
Transportmetrica A: Transport Science, 20(2), pp.1-21, ISSN: 2324-9935. DOI:
10.1080/23249935.2022.2154625.
Ma, T, Tee, KH,
Li, B (2023)
On hedge fund inceptions in a competitive market,
European Journal of Finance, 29(17), pp.1975-2000, ISSN: 1351-847X. DOI:
10.1080/1351847X.2022.2157299.
Li, B (2022)
Stochastic modeling and adaptive forecasting for parking space availability with drivers’ time-varying arrival/departure behavior,
Transportation Research Part B: Methodological, 166, pp.313-332, ISSN: 0191-2615. DOI:
10.1016/j.trb.2022.10.014.
Ma, T,
Li, B, Tee, K-H (2022)
Mispricing chasing and hedge fund returns,
Journal of Empirical Finance, 68, pp.34-49, ISSN: 0927-5398. DOI:
10.1016/j.jempfin.2022.05.002.
Ma, T, Tee, K-H,
Li, B (2022)
Timing the volatility risk of beta anomaly: Evidence from hedge fund strategies,
International Review of Financial Analysis, 81, 102095, ISSN: 1057-5219. DOI:
10.1016/j.irfa.2022.102095.
Feng, X,
Li, B, Lin, H, Qin, Y, Qian, X, Jiang, X (2020)
Guest editorial: Sustainably intelligent mobility (SIM),
IET Intelligent Transport Systems, 14(8), pp.813-814, ISSN: 1751-956X. DOI:
10.1049/iet-its.2020.0403.
Li, C,
Li, B, Tee, K-H (2020)
Measuring liquidity commonality in financial markets,
Quantitative Finance, 20(9), pp.1553-1566, ISSN: 1469-7688. DOI:
10.1080/14697688.2020.1744698.
Li, B (2019)
Measuring travel time reliability and risk: A nonparametric approach,
Transportation Research Part B: Methodological: an International Journal, 130, pp.152-171, ISSN: 0191-2615. DOI:
10.1016/j.trb.2019.10.009.
Li, C,
Li, B, Tee, K-H (2019)
Are hedge funds active market liquidity timers?,
International Review of Financial Analysis, 67, 101415, ISSN: 1057-5219. DOI:
10.1016/j.irfa.2019.101415.
Lu, I-CJ, Tee, K-H,
Li, B (2019)
Asset allocation with multiple analysts’ views: a robust approach,
Journal of Asset Management, 20(3), ISSN: 1470-8272. DOI:
10.1057/s41260-019-00115-7.
Liu, C,
Li, B, Chen, W-H (2019)
Particle filtering with soft state constraints for target tracking,
IEEE Transactions on Aerospace and Electronic Systems, 55(6), pp.3492-3504, ISSN: 0018-9251. DOI:
10.1109/TAES.2019.2908292.
Lu, B, Coombes, M,
Li, B, Chen, W-H (2018)
Aerodrome situational awareness of unmanned aircraft: an integrated self-learning approach with Bayesian network semantic segmentation,
IET Intelligent Transport Systems, ISSN: 1751-956X. DOI:
10.1049/iet-its.2017.0101.
Li, B and Hensher, DA (2017)
Risky weighting in discrete choice,
Transportation Research Part B: Methodological, 102, pp.1-21, ISSN: 0191-2615. DOI:
10.1016/j.trb.2017.04.014.
Chou, HI,
Li, B, Yin, X, Zhao, J (2017)
Variables in dollar terms versus in rate terms: The case of market feedback on merger negotiations,
International Review of Financial Analysis, 49, pp.138-145, ISSN: 1057-5219. DOI:
10.1016/j.irfa.2017.01.002.
Luo, J, Tee, K-H,
Li, B (2017)
Timing the liquidity in the Foreign Exchange Market: Did the Hedge Funds do it?,
Journal of Multinational Financial Management, ISSN: 1873-1309. DOI:
10.1016/j.mulfin.2017.04.001.
Li, B, Liu, C, Chen, W-H (2016)
An auxiliary particle filtering algorithm with inequality constraints,
IEEE Transactions on Automatic Control, 62(9), pp.4639-4646, ISSN: 0018-9286. DOI:
10.1109/TAC.2016.2624698.
Li, B (2016)
Stochastic modeling for vehicle platoons: 1, Dynamic grouping behavior and online platoon recognition,
Transportation Research Part B: Methodological, ISSN: 1879-2367. DOI:
10.1016/j.trb.2016.07.019.
Li, B (2016)
Stochastic modeling for vehicle platoons: 2, Statistical characteristics,
Transportation Research Part B: Methodological, 95, pp.378-393, ISSN: 1879-2367. DOI:
10.1016/j.trb.2016.07.017.
Yu, M, Liu, C,
Li, B, Chen, W-H (2016)
An enhanced particle filtering method for GMTI radar tracking,
IEEE Transactions on Aerospace and Electronic Systems, 52(3), pp.1408-1420, ISSN: 0018-9251. DOI:
10.1109/TAES.2016.140561.
Liao, H, Wang, B,
Li, B, Weyman-Jones, TG (2016)
ICT as a general-purpose technology: The productivity of ICT in the United States revisited,
Information Economics and Policy, ISSN: 0167-6245. DOI:
10.1016/j.infoecopol.2016.05.001.
Lu, B, Coombes, M,
Li, B, Chen, W-H (2016)
Improved situation awareness for autonomous taxiing through self-learning,
IEEE Transactions On Intelligent Transportation Systems, 17(12), pp.3553-3564, ISSN: 1524-9050. DOI:
10.1109/TITS.2016.2557588.
Li, B, Luo, J, Tee, K-H (2016)
The market liquidity timing skills of debt-oriented hedge funds,
European Financial Management, 23(1), pp.32-54, ISSN: 1354-7798. DOI:
10.1111/eufm.12090.
Su, J,
Li, B, Chen, W-H, Yang, J (2016)
Reduced-order disturbance observer design for discrete-time linear stochastic systems,
Transactions of the Institute of Measurement and Control, 38(6), pp.657-664, ISSN: 0142-3312. DOI:
10.1177/0142331216634425.
Liu, C, Coombes, M,
Li, B, Chen, W-H (2016)
Enhanced situational awareness for unmanned aerial vehicle operating in terminal areas with circuit flight rules,
Proceedings of the IMechE, Part G: Journal of Aerospace Engineering, ISSN: 0954-4100. DOI:
10.1177/0954410016636156.
Su, J,
Li, B, Chen, W-H (2015)
On existence, optimality and asymptotic stability of the Kalman filter with partially observed inputs,
AUTOMATICA, 53, pp.149-154, ISSN: 0005-1098. DOI:
10.1016/j.automatica.2014.12.044.
Su, J,
Li, B, Chen, W-H (2015)
Recursive filter with partial knowledge on inputs and outputs,
International Journal of Automation and Computing, 12(1), pp.35-42, ISSN: 1476-8186. DOI:
10.1007/s11633-014-0864-8.
Su, J,
Li, B, Chen, W-H (2015)
Simultaneous state and input estimation with partial information on the inputs,
Systems Science & Control Engineering, 3(1), pp.445-452, DOI:
10.1080/21642583.2015.1082512.
Li, B (2014)
A bilevel model for multivariate risk analysis of pedestrians' crossing behavior at signalized intersections,
Transportation Research Part B: Methodological, 65, pp.18-30, ISSN: 0191-2615. DOI:
10.1016/j.trb.2014.03.003.
Li, B (2013)
State estimation with partially observed inputs: A unified Kalman filtering approach,
Automatica, 49(3), pp.816-820, ISSN: 0005-1098. DOI:
10.1016/j.automatica.2012.12.007.
Li, B (2013)
A Model of Pedestrians Intended Waiting Times for Street Crossings at Signalized Intersections,
Transportation Research Part B: Methodological, 51, pp.17-28.
Singh, K and
Li, B (2012)
Estimation of traffic densities for multilane roadways using a markov model approach,
IEEE Transactions on Industrial Electronics, 59(11), pp.4369-4376, ISSN: 0278-0046. DOI:
10.1109/TIE.2011.2180271.
Li, B (2012)
Recursive estimation of average vehicle time headway using single inductive loop detector data,
Transportation Research Part B: Methodological, 46(1), pp.85-99, ISSN: 0191-2615. DOI:
10.1016/j.trb.2011.08.001.
Li, B and Yin, X (2011)
Information and capital asset pricing,
The European Journal of Finance, 17(7), pp.505-523, DOI:
10.1080/1351847X.2010.495476.
Li, B and Tang, FF (2011)
Online Pricing Dynamics in Internet Retailing: The Case of the DVD Market,
Electronic Commerce Research and Applications, 10(2), pp..227-235, DOI:
10.1016/j.elerap.2010.06.004.
Li, B (2011)
The Multinomial Logit Model Revisited: A Semi-parametric Approach in Discrete Choice Analysis,
Transportation Research Part B: Methodological, 45(3), pp.461-473, ISSN: 0191-2615. DOI:
10.1016/j.trb.2010.09.007.
Li, B (2011)
The multinomial logit model revisited: A semi-parametric approach in discrete choice analysis,
Transportation Research Part B: Methodological, 45(3), pp.461-473, ISSN: 0191-2615. DOI:
10.1016/j.trb.2010.09.007.
Mellahi, K, Budhwar, P,
Li, B (2010)
A Study of the Relationship between Exit, Voice, Loyalty and Neglect and Commitment in India,
Human Relations, 63(3), pp.349-369, DOI:
10.1177/0018726709348932.
Li, B (2010)
Bayesian Inference for Vehicle Speed and Vehicle Length Using Dual-Loop Detector Data,
Transportation Research Part B, 44, pp.108-119, ISSN: 0191-2615. DOI:
10.1016/j.trb.2009.06.006.
Li, B (2009)
A Non-Gaussian Kalman Filter With Application to the Estimation of Vehicular Speed,
Technometrics, 51(2), pp.162-172, DOI:
10.1198/TECH.2009.0017.
Huang, X and
Li, B (2009)
Dichotomous Transformations for Statistical Inference about Odds Ratios,
Journal of Nonparametric Statistics, 21(1), pp.41-48.
Li, B (2009)
On the Recursive Estimation of Vehicular Speed Using Data from a Single Inductance Loop Detector: A Bayesian Approach,
Transportation Research Part B, 43, pp.391-402.
Li, B (2009)
Markov Models for Bayesian Analysis about Transit Route Origin-Destination Matrices,
Transportation Research Part B, 43, pp.301-310.
Li, B, Martin, E, Morris, J (2008) Process Performance Monitoring in the Presence of Confounding Variation,
Chemometrics and Intelligent Laboratory Systems, 94, pp.104-111.
Li, B (2006)
The p-values of the hypothesis testing about relative risks,
Statistics and Probability Letters, 76(16), pp.1731-1734, ISSN: 0167-7152. DOI:
10.1016/j.spl.2006.04.011.
Li, B (2006)
A New Approach to Cluster Analysis: The Clustering-Function-Based Method,
Journal of the Royal Statistical Society: Series B (Statistical Methodology), 68(3), pp.457-476, ISSN: 1369-7412. DOI:
10.1111/j.1467-9868.2006.00549.x.
Li, B (2006)
Sign Eigenanalysis and its Applications to Optimization Problems and Robust Statistics,
Computational Statistics and Data Analysis, 50, pp.154-162.
Li, B and Huang, X (2006)
Existence and Uniqueness of Relative Incidence Estimates in Case-Series Analysis,
Computational Statistics and Data Analysis, 50, pp.1807-1817.
Li, B (2006)
The P-Values of the Hypothesis Testing about Relative Risks,
Statistics & Probability Letters, 76(16), pp.1731-1734, ISSN: 0167-7152. DOI:
10.1016/j.spl.2006.04.011.
Li, B (2005)
Bayesian Inference for Origin-Destination Matrices of Transport Networks Using the EM Algorithm,
Technometrics, 47(4), pp.399-408, ISSN: 0040-1706. DOI:
10.1198/004017005000000283.
Li, B, Hassel, PA, Morris, AJ, Martin, EB (2005) A Nonlinear Nested Partial Least Squares Algorithm,
Computational Statistics and Data Analysis, 48, pp.87-101.
Li, B, Morris, AJ, Martin, EB (2004) Generalised Partial Least Squares Regression Based on the Penalised Minimum Norm Projection,
Chemometrics and Intelligent Laboratory Systems, 72, pp.21-26.
Li, B, Morris, AJ, Martin, EB (2003) Detection of Multiple Influential Cases in Principal Component Analysis: A Graphical Technique,
Communications in Statistics: Simulation and Computation, 32, pp.489-503.
Li, B and De Moor, B (2002)
Identification of Influential Observations on Total Least Squares Estimates,
Linear Algebra and its Applications, 348(1-3), pp.23-39, ISSN: 0024-3795. DOI:
10.1016/S0024-3795(01)00562-6.
Li, B, Morris, AJ, Martin, EB (2002) Orthogonal Signal Correction: Algorithmic Aspects and Properties,
Journal of Chemometrics, 16, pp.556-561.
Li, B, Morris, AJ, Martin, EB (2002) Model Selection for Partial Least Squares Regression,
Chemometrics and Intelligent Laboratory Systems, 64, pp.79-89.
Li, B and De Moor, B (2002)
Dynamic Identification of Origin-Destination Matrices in the Presence of Incomplete Observations,
Transportation Research Part B: Methodological, 36(1), pp.37-57, ISSN: 0191-2615. DOI:
10.1016/S0191-2615(00)00037-0.
Li, B and De Moor, B (2002) The General Box-Cox Transformations in Multiple Regression Analysis,
Communications in Statistics: Simulation and Computation, 31, pp.673-688.
Li, B and Martin, EB (2002) An Approximation to the F Distribution Using the Chi-Square Distribution,
Computational Statistics and Data Analysis, 40, pp.21-26.
Li, B, Martin, EB, Morris, AJ (2002) On Principal Component Analysis in L₁,
Computational Statistics and Data Analysis, 40, pp.471-474.
Li, B, Martin, EB, Morris, AJ (2001) Box-Tidwell Transformation Based Partial Least Squares Regression for Non-Linear Statistical Process Control,
Computers and Chemical Engineering, 25, pp.1219-1233.
Li, B, Martin, EB, Morris, AJ (2001) A Graphical Technique for Detecting Influential Cases in Regression Analysis,
Communications in Statistics: Theory and Methods, 30, pp.463-484.
Li, B and De Moor, B (1999) A Family of Adaptive Robust Estimates Based on Symmetrical Generalized Logistic Distribution,
Communications in Statistics: Theory and Methods, 28, pp.1293-1310.
Li, B and De Moor, B (1999) More on Local Influence on Principal Component Analysis,
Communications in Statistics: Theory and Methods, 28, pp.2487-2495.
Li, B and De Moor, B (1999) A Corrected Normal Approximation for the Student's t Distribution,
Computational Statistics and Data Analysis, 29, pp.213-216.
Li, B and De Moor, B (1999) Recursive Estimation Based on the Equality-Constrained Optimization for Intersection Origin-Destination Matrices,
Transportation Research, 33B, pp.203-214.
Li, B and De Moor, B (1997) Simple Approximation Relation Between the Symmetrical Generalized Logistic and the Student's {̇ t} Distributions,
Communications in Statistics: Simulation and Computation, 26, pp.1029-1039.
Huang, X and
Li, B (1995) A General Structure for the Unbiased Estimate of the Parameter's Estimable Function in Linear Regression,
Stochastic Analysis and Applications, 13, pp.83-90.
Huang, X and
Li, B (1991) A New Discriminant Technique - Bayes-Fisher Discrimination,
Biometrics, 47, pp.741-744.
Conferences
Lu, B,
Li, B, Chen, W-H (2015)
Map-enhanced visual taxiway extraction for autonomous taxiing of UAVs. In
, Workshop on Advanced Control and Navigation for Autonomous Aerospace Vehicles, Seville, Spain. DOI:
10.1016/j.ifacol.2015.08.058.
Su, J, Chen, W-H,
Li, B (2014)
Nonlinear state estimation with nonlinear equality constraints. In
2014 IEEE 53rd Annual Conference on Decision and Control (CDC), 53rd IEEE Conference on Decision and Control. DOI:
10.1109/cdc.2014.7039401.
Su, J, Chen, W-H,
Li, B (2014)
Disturbance observer based fault diagnosis. In
2014 33rd Chinese Control Conference (CCC), Proceedings of the 33rd Chinese Control Conference. DOI:
10.1109/chicc.2014.6897123.
Liu, C,
Li, B, Chen, WH (2013)
Road network based vehicle navigation using an improved imm particle filter. In
, IFAC Proceedings Volumes (IFAC-PapersOnline), pp.193-198, ISBN: 9783902823366. DOI:
10.3182/20130626-3-AU-2035.00056.
Su, J,
Li, B, Chen, WH (2013) Bayesian recursive filtering with partially observed inputs and missing measurements. In
, ICAC 2013 - Proceedings of the 19th International Conference on Automation and Computing: Future Energy and Automation, pp.2-7, ISBN: 9781908549082.
Singh, K and
Li, B (2012)
Modelling and Estimation of Traffic Densities for Multi-lane Motorways with
A Time-Varying Pattern of Vehicles Lane-Change Manoeuvres. In
8th International Conference on Traffic and Transportation Studies, Procedia - Social and Behavioral Sciences 43, Changsha, China, pp.367-374.
Li, B (2010)
Estimation of average vehicle time headway for light traffic. In
, Proceedings of the Conference on Traffic and Transportation Studies, ICTTS, pp.1439-1446, ISBN: 9780784411230. DOI:
10.1061/41123(383)139.
Singh, K and
Li, B (2010) Traffic density estimation for multiple segment freeways. In
, World Academy of Science, Engineering and Technology, pp.200-204.
Li, B, Morris, AJ, Martin, EB (2003) The Partial Least Squares Regression with Fractional Dimensions. In
PLS'03 International Symposium, PLS and Related Methods, Lisbon, Portugal, pp.509-521.
Li, B, Martin, EB, Morris, AJ (2001) Latent Variable Selection in Partial Least Squares Modeling. In
DYCOPS-6, Proceedings of the Sixth IFAC Symposium on Dynamic and Control of Process Systems, Chejudo Island, Korea, pp.541-546.
Li, B, Martin, EB, Morris, AJ (2000) Non-Linear PLS Through Data Transformations. In
ESCAPE-10, Proceedings of the European Symposium on Computer Aided Process Engineering-10, Florence, Italy, pp.19-24.
Li, B and De Moor, B (1999) Information Measure Based Stochastic System Identification of ATM Network Traffic. In
ICASSP-99, Proceedings of the IEEE International Conference on Acoustics, Speech and Signal Processing, Phoenix, USA, pp.2683-2686.
Li, B and De Moor, B (1999) Statistical Division Based Modeling for Multimedia Network Traffic. In
ISSPA-99, Proceedings of the Fifth International Symposium on Signal Processing and its Applications, Queensland University of Technology, Brisbane, pp.27-30.
Li, B and De Moor, B (1999) Dynamic Total Least Squares Estimation of Intersection Traffic Flow Patterns. In
ECC'99, Proceedings of the European Control Conference, Germany, F245.
Li, B and De Moor, B (1998) Robust Recursive Identification of Intersection Origin-Destination Matrices. In
Proceedings of IFAC Workshop on Adaptive Control and Signal Processing, Glasgow, pp.117-122.
Li, B and Wu, J (1991) On the Stackelberg-Nash Game Model of the Government Coordination for Duopoly with Nonclassical Information Structure. In Hu, S and Jiang, SE (ed)
Information and Systems, Beijing, pp.1504-1507.
Li, B and Wu, J (1991) The Optimal Strategies of LQG Reversed Version Stackelberg Game with Static Non-Nested Information Structure. In Hu, S and Jiang, SE (ed)
Information and Systems, Beijing, pp.1508-1511.
Li, B and Wu, J (1991) Hierarchical Dynamic Planned-Economy Models with Central Government Coordination of One-Step Delay Information. In Hämäläinen, R and Ehtamo, H (ed)
Dynamic Games in Economic Analysis, Helsinki, pp.213-220.
