Zudi Lu

Zudi Lu

University of Southampton

H-index: 32

Europe-United Kingdom

About Zudi Lu

Zudi Lu, With an exceptional h-index of 32 and a recent h-index of 18 (since 2020), a distinguished researcher at University of Southampton, specializes in the field of Nonlinear financial time series analysis and econometrics, spatial and spatiotemporal big data analysis and prediction, environm.

His recent articles reflect a diverse array of research interests and contributions to the field:

An MA-MRR model for transaction-level analysis of high-frequency trading processes

A Generalised Intelligent Bearing Fault Diagnosis Model Based on a Two-Stage Approach

Uniform consistency for local fitting of time series non-parametric regression allowing for discrete-valued response

A Novel Hybrid Technique Combining Improved Cepstrum Pre-Whitening and High-Pass Filtering for Effective Bearing Fault Diagnosis Using Vibration Data

Time-varying spillover networks of green bond and related financial markets

Can financial inclusion affect energy poverty in China? Evidence from a spatial econometric analysis

On semiparametrically dynamic functional-coefficient autoregressive spatio-temporal models with irregular location wide nonstationarity

An innovative hybrid approach for better detection of bearing faults in highly noisy environments/atl

Zudi Lu Information

University

Position

___

Citations(all)

3718

Citations(since 2020)

1442

Cited By

2545

hIndex(all)

32

hIndex(since 2020)

18

i10Index(all)

52

i10Index(since 2020)

37

Email

University Profile Page

University of Southampton

Google Scholar

View Google Scholar Profile

Zudi Lu Skills & Research Interests

Nonlinear financial time series analysis and econometrics

spatial and spatiotemporal big data analysis and prediction

environm

Top articles of Zudi Lu

Title

Journal

Author(s)

Publication Date

An MA-MRR model for transaction-level analysis of high-frequency trading processes

Journal of Management Science and Engineering

Qiang Zhang

Zudi Lu

Shancun Liu

Haijun Yang

Jingrui Pan

2024/3/1

A Generalised Intelligent Bearing Fault Diagnosis Model Based on a Two-Stage Approach

Machines

Amirmasoud Kiakojouri

Zudi Lu

Patrick Mirring

Honor Powrie

Ling Wang

2024/1/19

Uniform consistency for local fitting of time series non-parametric regression allowing for discrete-valued response

Statistics and Its Interface

Rong Peng

Zudi Lu

2023

A Novel Hybrid Technique Combining Improved Cepstrum Pre-Whitening and High-Pass Filtering for Effective Bearing Fault Diagnosis Using Vibration Data

Sensors

Amirmasoud Kiakojouri

Zudi Lu

Patrick Mirring

Honor Powrie

Ling Wang

2023/11/8

Time-varying spillover networks of green bond and related financial markets

International Review of Economics & Finance

Ping Wei

Kang Yuan

Xiaohang Ren

Cheng Yan

Zudi Lu

2023/11/1

Can financial inclusion affect energy poverty in China? Evidence from a spatial econometric analysis

International Review of Economics & Finance

Xiong Wang

Wanping Yang

Xiaohang Ren

Zudi Lu

2023/5/1

On semiparametrically dynamic functional-coefficient autoregressive spatio-temporal models with irregular location wide nonstationarity

Journal of the American Statistical Association

Zudi Lu

Xiaohang Ren

Rongmao Zhang

2023/2/23

An innovative hybrid approach for better detection of bearing faults in highly noisy environments/atl

Proceedings of the International Conference on Condition Monitoring and Asset Management

Amirmasoud Kiakojouri

Zudi Lu

Patrick Mirring

Honor Powrie

Ling Wang

2023/1/1

Exploring the bidirectional causality between green markets and economic policy: evidence from the time-varying Granger test

Environmental Science and Pollution Research

Xiong Wang

Jingyao Li

Xiaohang Ren

Zudi Lu

2022/12

A generalised machine learning model based on multinomial logistic regression and frequency features for rolling bearing fault classification

Insight-Non-Destructive Testing and Condition Monitoring

Amirmasoud Kiakojouri

Zudi Lu

Patrick Mirring

Honor Powrie

Ling Wang

2022/8/1

The interrelationship between the carbon market and the green bonds market: Evidence from wavelet quantile-on-quantile method

Technological Forecasting and Social Change

Xiaohang Ren

Yiying Li

Fenghua Wen

Zudi Lu

2022/6/1

Climate risk and corporate environmental performance: Empirical evidence from China

Sustainable Production and Consumption

Xiaohang Ren

Yiying Li

Muhammad Shahbaz

Kangyin Dong

Zudi Lu

2022/3/1

Semiparametric averaging of nonlinear marginal logistic regressions and forecasting for time series classification

Econometrics and Statistics

Rong Peng

Zudi Lu

2021/11/23

Local Linear Quantile Regression for Time Series under near epoch dependence

Available at SSRN 3555740

Xiaohang Ren

Zudi Lu

2020/5/17

Sustainable Evolution of China’s Regional Energy Efficiency Based on a Weighted SBM Model with Energy Substitutability

Sustainability

Wei Yang

Zudi Lu

Di Wang

Yanmin Shao

Jinfeng Shi

2020/12/2

The economic feasibility of Blue Carbon cooperation in the South China Sea region

Marine Policy

Changping Zhao

Chao Fang

Yu Gong

Zudi Lu

2020/3/1

Estimating the UK index flood: An improved spatial flooding analysis

Environmental Modeling & Assessment

Marinah Muhammad

Zudi Lu

2020/10

On bandwidth choice for spatial data density estimation

Journal of the Royal Statistical Society Series B: Statistical Methodology

Zhenyu Jiang

Nengxiang Ling

Zudi Lu

Dag Tj⊘ stheim

Qiang Zhang

2020/7

Modeling the variance of return intervals toward volatility prediction

Journal of Time Series Analysis

Yan Sun

Guanghua Lian

Zudi Lu

Jennifer Loveland

Isaac Blackhurst

2020/7

See List of Professors in Zudi Lu University(University of Southampton)

Co-Authors

H-index: 68
Kok Lay Teo

Kok Lay Teo

Sunway University

H-index: 56
Oliver Linton

Oliver Linton

University of Cambridge

H-index: 53
Marc Hallin

Marc Hallin

Université Libre de Bruxelles

H-index: 51
Kangyin Dong (董康银)

Kangyin Dong (董康银)

University of International Business and Economics

H-index: 49
Arvid Lundervold, BSc, MD, PhD

Arvid Lundervold, BSc, MD, PhD

Universitetet i Bergen

H-index: 37
Maxwell King

Maxwell King

Monash University

academic-engine