Research Groups

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

Research Interests of Individual Staff

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(ActuarSc), 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 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 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

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, PhD NUS

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

Dr. Kam Pui WAT, BSc(ActuarSc), 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

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