Journal of Informatics and Data Mining

University Distinguished Chair Professor, Department of Quantitative Finance, National Tsing Hua University, Hsinchu, Taiwan.

Michael McAleer holds a PhD (Economics) from Queen´s University, Canada. He is University Distinguished Chair Professor, Department of Quantitative Finance, National Tsing Hua University, Taiwan, Professor of Quantitative Finance, Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, The Netherlands, Adjunct Professor in the Department of Quantitative Economics, Complutense University of Madrid (founded 1293) , Spain, and Adjunct Professor in the Department of Mathematics and Statistics at the University of Canterbury, New Zealand. On numerous occasions, he has been a distinguished visiting professor at the University of Tokyo, Kyoto University and Osaka University, Japan, University of Padova (founded 1222), Italy, Complutense University of Madrid (founded 1293), Spain, Ca' Foscari University of Venice, Italy, University of Zurich, Switzerland, Chinese University of Hong Kong, and Hong Kong University of Science and Technology. He is an elected Distinguished Fellow of the International Engineering and Technology Institute (DFIETI), and an elected Fellow of the Academy of the Social Sciences in Australia (FASSA), International Environmental Modelling and Software Society (FIEMSS), Modelling and Simulation Society of Australia and New Zealand (FMSSANZ), Tinbergen Institute, The Netherlands, and Journal of Econometrics. He is the Editor-in-Chief of three international journals, is on the editorial boards of a further 29 international journals, and has guest co-edited numerous special issues of the Journal of Econometrics (Elsevier), Econometric Reviews (Taylor and Francis), Mathematics and Computers in Simulation (Elsevier), North American Journal of Economics and Finance (Elsevier), International Review of Economics and Finance (Elsevier), Annals of Financial Economics (World Scientific), Journal of Risk and Financial Management (MDPI), Journal of Economic Surveys (Wiley), and Economic Record (Wiley). In terms of academic publications, he has published more than 650 journal articles and books in econometrics, economics, financial econometrics, statistics, time series analysis, quantitative finance, risk and financial management, energy economics and finance, forecasting, informatics, and international rankings of journals and academics.

Model Specification and Testing
Econometric Model Evaluation
Modelling Financial Volatility
Financial Econometrics
Tourism Econometrics