Research Interests

Professor Tim J. BOONEN

BSc, MSc, PhD (Tilburg)

• • Actuarial Science; Capital Allocation; Game Theory; Insurance Economics; Optimal (Re)insurance; Longevity Risk Modelling; Risk Sharing

Professor Ka Chun CHEUNG

BSc(Actuarial Science, First Class Honours); PhD(HK); ASA

• • Actuarial Science; Dependent Structures; Stochastic Orders; Risk Measures; Optimal Insurance; Extreme Value Theory

Dr. Olivia Tze Kar CHOI

BSc (UBC); MSc (Oxon); PhD(ISM)

• • High Frequency Data Analysis/ Market Co-integration; Analysis of Dually Listed Companies across Different Regions

Professor Alfred W.F. CHONG

BSc (HK); MPhil (CUHK); PhD (HK, KCL); ASA

• • Actuarial Science; Quantitative Risk Management; Financial Mathematics; Risk Sharing and Pooling; Risk Aggregation and Resource Allocation; Catastrophe Risk Management; AI; Life and Retirement Products; Forward Preferences

Professor Jin-Hong DU

BSc (Sun Yat-sen University); MSc (University of Chicago); PhD (Carnegie Mellon University)

• • Causal Inference; Assumption-lean Inference; High-dimensional Statistics; Statistical Genomics
     

Professor Long FENG

BS (Renmin U); PhD (Rutgers)

• • Statistical Machine Learning; Image Data Analysis; High-dimensional Statistics; Deep Learning

Professor Edwin Chung Hang FONG

BA, MEng (Cantab); DPhil (Oxon)

• • Bayesian Inference; Bayesian Nonparametrics; Model Selection; Causal Inference

Professor Yu GU

BSc(USTC); PhD(N Carolina)

• • Survival Analysis; Non- and Semi-Parametric Inference; Biostatistics; Alzheimer’s Disease; Infectious Disease; Cancer

Professor Marius HOFERT

MSc in Mathematics (Syracuse); Dipl.-Math. oec., Dr. rer. nat. (Ulm)

• • Dependence Modeling; Computational Statistics; Data Science; Quantitative Risk Management

Dr. Chi Wai KWAN

BSc, PhD(HK)

• • Influential Observations; Multivariate Statistics; Non-linear Random Model

Dr. Adela Sau Mui LAU

BEng(CityU), MSc(HK); PhD(CUHK)

• • Social Media and Big Data Analytics; Artificial Intelligence and Business/Health Informatics; Video Analytics, AI chatbot, and Metaverse; Risk Management and Business intelligence; E-learning and Knowledge Management; IS adoption, E-business Strategies and Applications (Healthcare, Finance, Marketing, and Supply Chain Management)

Dr. David LEE

BSc(ActuarSc), MPhil(HK); PhD(British Columbia); ASA; FHEA

• • Copula Modelling; Extreme Value Theory; High-dimensional Dependence Structures; Multivariate Tail Dependence

Professor Stephen Man Sing LEE

BA, PhD(Cantab)

• • Bootstrap; Resampling Methods; Statistical Theory: Asymptotics and Applications

Dr. Eric Ah Lik LI

BSc(HK); MEcon, PhD(Syd); FHEA

• • Real Option Theory and Applications; Resource Economics; Quantitative Trading; Quantum Computing, Blockchain and Smart Contracts

Professor Guodong LI

BSc, MSc (Peking); PhD (HK)

• • Time Series Analysis; Financial Econometrics; Quantile Regression; High Dimensional Data Analysis; Machine Learning

Professor Wenyuan LI

BSc, BEc, MEc (SWUFE); PhD (UWaterloo)

• • Actuarial Science; Insurance Economics; Mathematical Finance

Professor Chen WANG

BSc, PhD(NUS)

• • Random Matrix Theory; Time Series Analysis; High-dimensional Data Analysis

Dr. Kam Pui WAT

BSc(Actuarial Science, First Class Honours); PhD(HK); SFHEA; FSA; FASHK; CERA; CFA; FRM

• • Actuarial Science; Financial Mathematics; Insurance Risk Models; Financial Risk Analysis; Enterprise Risk Management

Professor Guosheng YIN

MA (Temple); MSc (N Carolina); PhD (N Carolina)

• • AI; Bayesian Methods; Big Data; Clinical Trials; Deep Learning; High-dimensional Analysis; Machine Learning; Survival Analysis

Dr. Chenyang ZHANG

BSc(ZJU); MStat, PhD(HK)

• • Bayesian Inference; Survival Analysis; Clinical Trials; Meta Analysis

Professor Dora Yan ZHANG

BSc(Nankai); MSc, PhD(NCSU)

• • Big Data Analytics; Bayesian Methods; Biostatistics; Statistical Genetics; Bioinformatics; Public Health and Biomedical Research

Professor Michael Minyi ZHANG

BS(UCSB); MS, PhD(UT Austin)

• • Machine Learning; Bayesian Non-parametrics; Scalable Inference

Dr. Zhiqiang ZHANG

BSc(Nankai); MSc(E China Normal); PhD(HK)

• • Time Series Analysis; Extreme Value Theory; Insurance Risk Modelling; Machine Learning

Professor Ke ZHU

BSc(USTC); PhD(HKUST)

• • Time Series Analysis; Econometrics; Causal Inference

Professor Michael B.Y. ZHU

BMath, MMath, PhD (Waterloo); ASA

• • Actuarial Science; Quantitative Finance; Insurance Economics; Risk Sharing; Risk Measures; Game Theory; Behavioral Finance

Professor Yichen ZHU

BSc (Peking); PhD (Duke)

• • Bayesian Statistics; Computational Statistics; Deep Learning; Nonparametric Statistics; Theoretical Statistics