HKU HKU Dept of Statistics & Actuarial Science, HKU

Research Groups


Our research can be classified into four main research directions: (See our Research Activities and Research Outputs)


 Research Interests of Individual Staff

   Dr. Andrés BENCHIMOL, BSc UBA; MA UAH; MPhil, PhD UC3M

Actuarial Statistics; Longevity Risk.

   Dr. K.C. CHEUNG, BSc(ActuarSc), PhD HK; ASA

Actuarial Science; Dependence Structures; Stochastic Orders; Risk Measures.

   Dr. Simon K.C. CHEUNG, BSc HK; MSc ANU; PhD CUHK

Network data analysis; Time series analysis; Text mining social networks.

   Dr. Y.K. CHUNG, BSc, MPhil CUHK; PhD HK

Bioinformatics; Protein Modelling; Forensic Statistics; Monte Carlo Simulation.

   Professor Wing K. FUNG, BSocSc HK; MSc Lond; PhD HK; DIC; FIMS; FASA; FAAAS

Research areas include statistical diagnostics: outliers and influential observations etc, robustness, longitudinal data analysis, DNA profiling, forensic statistics, genetic epidemiology.

   Dr. C.W. KWAN, BSc, PhD HK

Influential Observations; Multivariate Statistics; Non-Linear random model.

   Dr. Eddy K.F. LAM, BA Saint Thomas; MA New Brunswick; PhD HK

Survival Analysis. Biostatistics. Public Health. Analysis of Infectious Diseases.

   Dr. David LEE, BSc(ActuarSc), MPhil HK; PhD British Columbia

Copula modelling, extreme value theory, high-dimensional dependence structures, multivariate tail dependence.

   Professor Stephen M.S. LEE, BA, PhD Cantab

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

   Dr. Eric A.L. LI, BSc HK; MEcon, PhD Syd

Real option theory and applications; Resource economics; Financial economics; Quantitative trading.

   Dr. G.D. LI, BSc, MSc Peking; PhD HK

Time Series Analysis; Financial Econometrics; Financial Risk Management.

   Dr. W.T. LI, BSc USTC; PhD Rutgers

Computational statistics; Bayesian inference; Generative model and its inference; Nonlinear dynamic model; Asymptotic analysis.

   Dr. Z.H. LIU, ScD Harvard

Statistical inference for massive data. Big Data Analytics. Causal Inference and Mediation Analysis. Mixed Models. Biostatistics.

   Dr. C. WANG, PhD NUS

Time Series Analysis, High-dimensional Data Analysis.

   Dr. K.P. WAT, BSc(ActuarSc), PhD HK; FSA; CERA; FRM

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

   Dr. Jeff T.Y. WONG, BSc(ActuarSc), MPhil HK; PhD Waterloo; FSA

Insurance risk theory, ruin theory, stochastic process.

   Dr. Raymond W.L. WONG, BSc, MPhil CUHK; MA, PhD Pitt; ASA

Actuarial Science; Errors-in-variables Regression Models; Monte Carlo Simulations; Robustness Studies and Applications of Asymptotic Theory.

   Dr. J.F. XU, BSc USTC; MPhil, PhD Columbia

Survival analysis, Nonparametric and Semiparametric Inference, and High-dimensional data analysis.

   Professor H.L. YANG, BSc Inner Mongolia; MMath Waterloo; PhD Alberta; ASA; HonFIA

Actuarial Science; Insurance Risk Models; Mathematical Finance.

   Professor Jeff J.F. YAO, MSc, PhD Paris XI

Random matrix theory and high-dimensional statistics; Inference for stochastic processes and nonlinear time series; Image analysis using Markovian spatial models.

   Professor G.S. 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. Philip L.H. YU, BSc, PhD HK

Data Mining and Machine Learning; Ranking Methods; Financial Data Mining; Risk Management; Environmental Statistics.

   Professor K.C. YUEN, BSc, MSc, PhD Calgary; ASA

Insurance Risk Modelling; Financial Risk Analysis; Survival Analysis.

   Dr. A.J. ZHANG, BSc, MPhil HKBU; MSc, PhD Michigan

Quantitative Risk Management, Machine Learning, Experimental Design.

   Dr. Dora Y. ZHANG, BSc Nankai; MSc, PhD NCSU

Statistical genetics; Bayesian methods; Bioinformatics; Biostatistics; Big data; Public health and biomedical research.

   Dr. Z.Q. ZHANG, BSc Nankai; MSc E China Normal; PhD HK

Time Series Analysis; Extreme Value Theory; Insurance Risk Modelling.


Financial Econometrics, Applied Econometrics, Risk Management.