



Seminars

[ALL]
[2018]
[2017]
[2016]
[2015]
[2014]
[2013]
[2012]
[2011]
[2010]
[2009]
[2008]
[2007]
[2006]
[2005]
[2004]
[2003]
[2002]
[2001]
[2000]
[1999]
# Refreshments will be served 15 minutes before the seminar.
* Refreshments will be served 30 minutes before the seminar.
Date/Time 
Venue 
Title 
Speaker 
2018 
AUG 1, 10:30 a.m.# 
RR301 
Online bootstrap for averaged implicit SGD estimators 
Professor Yixin FANG 
JUL 23, 11:00 a.m.# 
RR301 
Martingale difference divergence and its applications to contemporary statistics 
Professor Xiaofeng SHAO 
JUN 22, 11:00 a.m.# 
RR301 
Estimation of semiparametric copula models under missing data 
Dr. Kaiji MOTEGI 
JUN 21, 12:30 a.m.# 
RR301 
Nonlinear principal component analysis & its applications 
Professor Yuichi MORI 
JUN 20, 2:30 p.m.# 
RR301 
A deep learning perspective of recursive partitioning based methods 
Professor Heping ZHANG 
MAY 30, 2:30 p.m.# 
RR301 
The GUIDE approach to missing data 
Professor WeiYin LOH 
MAY 21, 5:00 p.m.# 
RR301 
Financial applications of machine learning at Man AHL 
Dr. Anthony LEDFORD 
MAY 10, 2:00 p.m.# 
RR301 
Bandits defending borders 
Professor David LESLIE 
MAY 8, 11:00 a.m.# 
RR301 
Joint Seminar by Big Data Research Cluster, Department of Physics and Department of Statistics & Actuarial Science Big Data & Artificial Intelligence applications around us 
Professor WaiMo SUEN 
MAR 8, 5:30 p.m.# 
RR301 
Alternative asymptotics for cointegration tests in large VARs 
Dr. Chen WANG 
MAR 8, 4:00 p.m.# 
RR301 
Change point analysis in nonstationary processes  A mass excess approach 
Dr. Weichi WU 
MAR 8, 2:30 p.m.# 
RR301 
Theoretical approaches to privacy & security issues in data analytics & networked systems 
Dr. Jun ZHAO 
MAR 8, 10:30 a.m.# 
RR301 
A unified matrix model: The largest eigenvalue & its applications 
Dr. Xiao HAN 
MAR 5, 5:30 p.m.# 
RR301 
Statistical methods for PheWAS using GWAS summary statistics & largescale signal detection for mediation effect in EWAS 
Dr. Zhonghua LIU 
MAR 5, 2:30 p.m.# 
RR301 
Statistical methods for highthroughput genomic data 
Dr. Zhixiang LIN 
MAR 5, 12:00 noon# 
RR301 
Simulationbased Bayesian inference for models with intractable likelihood 
Dr. Wentao LI 
MAR 5, 10:30 a.m.# 
RR301 
Multiple testing meets isotonic regression for high dimensional integrative analysis 
Dr. Hongyuan CAO 
FEB 1, 9:30 a.m.# 
RR301 
50th Anniversary Seminar Series Computationally efficient tensor completion with statistical optimality 
Dr. Dong XI 
JAN 23, 10:30 a.m.# 
RR301 
50th Anniversary Seminar Series Principal component analysis for functional data on Riemannian manifolds & spheres 
Mr. Xiongtao DAI 
JAN 22, 10:30 a.m.# 
RR301 
50th Anniversary Seminar Series Network vector autoregression 
Dr. Xuening ZHU 
JAN 10, 4:30 p.m.# 
RR301 
50th Anniversary Seminar Series Statistical & computational limits for submatrix localization & sparse matrix detection 
Professor Tony CAI 
JAN 3, 2:00 p.m.# 
RR301 
50th Anniversary Seminar Series Clustering time series by dependency 
Professor Daniel PEÑA 
2017 
DEC 27, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series Testing bilinear hypothesis in the growth curve model 
Professor Dietrich von ROSEN 
DEC 8, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Financialization and society 
Professor Charles S. TAPIERO 
DEC 7, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Statistical & relative randomness:
The fractional brownian bridge & strictly stable distributions 
Professor Charles S. TAPIERO & Professor Pierre VALLOIS 
DEC 5, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series General aggregation of misspecified asset pricing models 
Professor Esfandiar MAASOUMI 
DEC 4, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Ghost data 
Professor Dennis K.J. LIN 
NOV 29, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series On model selection from a finite family of possibly misspecified time series models 
Professor Howell TONG 
NOV 23, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Model risk, solvency and risk aggregation 
Professor Dr. Paul EMBRECHTS 
NOV 22, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality 
Professor Bernard BERCU 
AUG 22, 3:00 p.m.# 
RR301 
50th Anniversary Seminar Series Some aspects of data analysis under confidentiality protection 
Professor Bimal SINHA 
AUG 7, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Bayesian ideas for premium strategies 
Professor Søren ASMUSSEN 
JUL 21, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Deep learning for medical imaging prediction 
Dr. Zhili WU 
JUL 18, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Identifying biomarker signatures for neurodegenerative diseases from largescale biomarker measures with network structure 
Professor Yuanjia WANG 
JUN 30, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Hypothesis testing for weak & sparse alternatives with applications to whole genome data 
Professor Xihong LIN 
JUN 28, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Scalable sparse regression for large medical data 
Professor Gang LI 
JUN 23, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series Optimal estimation of coheritability in highdimensional linear models 
Professor Tony CAI 
JUN 21, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series Estimation of time varying covariance matrices for large datasets 
Professor Liudas GIRAITIS 
JUN 21, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Discretetime Markov models with timevarying parameters 
Dr. Lionel TRUQUET 
JUN 16, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series The screening & ranking algorithm for changepoints detection in multiple samples 
Professor Heping ZHANG 
JUN 14, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series On distribution & quantile functions in R^{d} a measuretransportation approach 
Professor Marc HALLIN 
JUN 13, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Testing for weak form efficiency of stock markets 
Dr. Kaiji MOTEGI 
JUN 8, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series Statistical methods for costeffectiveness analysis: A selected review 
Professor Thomas MATHEW 
JUN 2, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Network crossvalidation by edge sampling 
Professor Ji ZHU 
JUN 1, 3:30 p.m.# 
RR301 
50th Anniversary Seminar Series Adaptive largescale testing under heterogeneity sparsity 
Professor Guang CHENG 
MAY 29, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series Statistical inference based on the bootstrap method under covariate adaptive randomization 
Dr. Masataka TAGURI 
MAY 26, 2:30 p.m. 
RR301 
Computing, Modeling, and Inference in Big Data Analysis 
Professor Chuanhai LIU 
MAY 26, 2:30 p.m. 
RR301 
Automated Model Building and Deep Learning 
Professor Xiao WANG 
MAY 26, 10:30 a.m.# 
RR301 
50th Anniversary Seminar Series The friendship paradox and a friendship network model 
Professor Sheldon Mark ROSS 
MAY 24, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series The power of simple statistical techniques in the era of big & complex data: Some recent examples from genetic association studies 
Professor Lei SUN 
MAY 19, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Extreme cold winters & ecological impacts on northern forests 
Professor Anthony DAVISON 
MAY 10, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Dimensionality reduction & variable selection in multivariate varyingcoefficient models 
Dr. Heng LIAN 
MAY 8, 11:00 a.m.# 
RR301 
50th Anniversary Seminar Series Big data: It's not about big nor data, it's more about statistics (大数据: 关键不是数据大小和数据本身, 而是统计思维) 
Professor Dennis K.J. LIN 
APR 26, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series An IBNRRBNS insurance risk model with marked poisson arrivals 
Professor Andrei BADESCU 
APR 19, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series Acceleration of empirical means 
Professor Bernard DELYON 
APR 11, 10:30 a.m.# 
RR301 
50th Anniversary Seminar Series Kriging over space & time based on a latent reduced rank structure 
Professor YAO Qiwei 
APR 7, 3:00 p.m.# 
RR301 
50th Anniversary Seminar Series Asymptotics for multidimensional & fractional poisson IBNR processes 
Professor RABEHASAINA Landy 
MAR 31, 11:30 a.m.# 
RR301 
50th Anniversary Seminar Series Efficient estimation for semiparametric structural equation models with censored data 
Mr. WONG Kin Yau 
MAR 31, 9:30 a.m.# 
RR301 
50th Anniversary Seminar Series Negative control analysis & its application to air pollution studies 
Dr. MIAO Wang 
MAR 29, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative timevarying smooth transition correlation garch model 
Professor Timo TERÄSVIRTA 
MAR 28, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series A statistical aspect in risk management for equitylinked insurance 
Dr. Yasutaka SHIMIZU 
MAR 8, 2:30 p.m.# 
RR301 
50th Anniversary Seminar Series Databased nonlinear distributions under robust expectations 
Professor Shige PENG 
FEB 7, 2:30 p.m.# 
RR301 
A practical vision of the application of spatial econometrics in insurance companies 
Dr. Victoria RIVAS 
JAN 18, 2:30 p.m.# 
RR301 
Generalized phasetype distribution under Markov mixtures process 
Dr. Budhi Arta SURYA 
2016 
DEC 14, 2:30 p.m.# 
RR301 
Matrixfree computations for gaussian markov random fields & related spatial processes 
Dr. Debashis MONDAL 
DEC 8, 11:30 a.m.# 
RR301 
Analysis of highfrequency spatiotemporal time series with applications 
Professor Ruey S. TSAY 
DEC 7, 2:30 p.m.# 
RR301 
Empirical balancing scores and balancing weights 
Dr. Gary Kwun Chuen CHAN 
DEC 5, 11:30 a.m.# 
RR301 
Thoughts on artificial intelligence and statistics 
Professor Dawei HUANG 
NOV 30, 2:30 p.m.# 
RR301 
Current developments in nonlinear cointegrating regression 
Professor Qiying WANG 
NOV 16, 2:30 p.m.# 
RR301 
On some properties of bivariate exponential distributions 
Professor Qi Ming HE 
NOV 2, 2:30 p.m.# 
RR301 
Policy evaluation with interactive fixed effects (joint work with Marc Chan) 
Dr. Simon KWOK 
OCT 19, 2:30 p.m.# 
RR301 
Hawkes graphs 
Professor Dr. Paul Embrechts 
OCT 12, 5:30 p.m. 
T3, Meng Wah Complex 
Pedagogical seminar The Modeling of Extremes: From Theory to Practice and Back 
Professor Dr. Paul Embrechts 
SEP 5, 3:30 p.m.# 
RR301 
Robust treatment comparison based on utilities of semicompeting risks in nonsmallcell lung cancer 
Professor Ying YUAN 
JUL 15, 11:00 a.m.# 
RR301 
Lattice approximations of reflected stochastic partial differential equations driven by spacetime white noise 
Professor Tusheng ZHANG 
JUL 6, 11:00 a.m.# 
RR301 
Time series models with time varying variance 
Professor Valentin PATILEA 
JUN 23, 4:00 p.m.# 
RR301 
Adaptive estimation of a planar convex set 
Professor Tony CAI 
JUN 8, 2:30 p.m.# 
RR301 
Estimation of extreme quantiles for functions of dependent random variables 
Professor Qiwei YAO 
MAY 31, 4:00 p.m.# 
RR301 
Approximations with error bounds in applied probability models: exponential & geometric approximations 
Professor Mark BROWN 
MAY 30, 11:30 a.m.# 
RR301 
Distanceweighted Support Vector Machine 
Dr. Lingsong ZHANG 
MAY 17, 11:30 a.m.# 
RR301 
A scalable approach to measuring the impact of nonignorable nonresponse with an application to EMA data 
Professor Hui XIE 
APR 27, 2:30 p.m.# 
RR301 
Statistical inference from panel data 
Professor Lajos Horváth 
APR 25, 10:30 a.m.# 
RR301 
Testing and modelling the unconditional variance component in multiplicative timevarying garch models 
Professor Timo TERASVIRTA 
APR 13, 2:30 p.m.# 
RR301 
Limiting spectral distribution for nonhermitian random matrices with a variance profile 
Professor Jamal NAJIM 
APR 5, 11:30 a.m.# 
RR301 
Extensions of the sufficient dimension reduction 
Dr. JIANG Fei 
MAR 31, 2:30 p.m.# 
RR301 
Hausman tests for the error distribution in conditionally heteroskedastic models 
Dr. Ke ZHU 
MAR 31, 10:30 a.m.# 
RR301 
Dualtime modeling and forecasting in quantitative risk management 
Dr. Aijun ZHANG 
FEB 19, 11:30 a.m.# 
RR301 
Key performance indicators and their optimal performance 
Professor David STANFORD 
FEB 15, 2:30 p.m.# 
RR301 
A parametric alternative to the Hill estimator for heavytailed distributions 
Dr. KIM Joseph Hyun Tae 
JAN 26, 10:30 a.m.# 
RR301 
On the predictive power of a nonlinear model 
Professor LI Gang 
JAN 25, 2:30 p.m.# 
RR301 
A practical vision of the application of copula theory to the insurance and reinsurance sector 
Dr. Victoria RIVAS 
JAN 20, 2:30 p.m.# 
RR301 
Consistent estimation for distributionuncertainty regression via crosssample method 
Professor LIN Lu 
JAN 19, 10:30 a.m.# 
RR301 
I got more data, my model is more refined, but my estimator is getting worse! Am i just dumb? 
Professor XiaoLi MENG 
JAN 13, 27, 2:30 p.m.#, JAN 16, 9:30 a.m.# & 1:30 p.m.# 
RR301 
Workshop Statistical methods for timetoevent data 
Professor LI Gang 
2015 
DEC 10, 4:00 p.m.# 
RR301 
Scientific Lecture Some recent results on DNA sequence analysis 
Professor ZhiMing MA 
DEC 9, 11:00 a.m.# 
RR301 
From Fibonacci to NeSS 
Professor Howell TONG 
DEC 2, 2:30 p.m.# 
RR301 
Critical k Nearest Neighbor Forest for Classification 
Professor HUANG Dawei 
NOV 25, 2:30 p.m.# 
RR301 
Asymptotics for ruin probabilities in a discretetime risk model with dependent financial & insurance risks 
Professor Dimitrios G. KONSTANTINIDES 
NOV 11, 11:00 a.m.# 
RR301 
Optimal reinsurance, expectiles and pareto optimal risk exchanges 
Professor Hans U. GERBER 
NOV 4, 4:00 p.m.# 
RR301 
The SuDoKu family of puzzles: A combinatorial marvel 
Professor Bikas K. SINHA 
NOV 4, 2:30 p.m.# 
RR301 
An overview of data analysis under
confidentiality protection  Analysis of noise multiplied & synthetic data 
Professor Bimal K. SINHA 
OCT 30, NOV 3, 10, 17, 24, 10:30 a.m.# 
RR301 
Series of Lectures on Data Analytics Response surface methodology and big data 
Professor Dennis K.J. LIN 
OCT 28, 2:15 p.m.# 
RR301 
High order expansions for renewal functions, and applications to risk theory 
Dr. Landy RABEHASAINA 
OCT 27, 11:30 a.m.# 
RR301 
Robust subgroup analysis with
semiparametric model for precision medicine 
Professor Ming T. TAN 
OCT 15, 11:30 a.m.# 
RR301 
Variable selection with prior information for generalized linear models via the prior lasso method 
Professor Heping ZHANG 
JUL 24, 2:30 p.m.# 
RR301 
Model averaging in linear measurement error models 
Dr. Xinyu ZHANG 
JUN 19, 11:00 a.m.# 
RR301 
Robust detection and recovery of structured signals 
Professor Tony CAI 
APR 22, 2:30 p.m.# 
RR301 
Handling heterogeneity in big data 
Professor J.S. MARRON 
APR 17, 2:30 p.m.# 
RR301 
Absorbing & ergodic properties of the general Kolmogorov processes 
Professor Anyue CHEN 
MAR 31, 9:30 a.m.# 
RR301 
Constructing predictive microbial signatures at multiple taxonomic levels 
Dr. WANG Tao 
MAR 30, 3:30 p.m.# 
RR301 
Empirical likelihoodbased tests for stochastic dominance of any prespecified order 
Dr. XU Jinfeng 
MAR 25, 2:30 p.m.# 
RR301 
A new measure of concentration 
Professor Nozer D. SINGPURWALLA 
MAR 24, 5:45 p.m. 
RR301 
Robust Covariance Matrix estimation & applications to signal processing 
Professor Frédéric PASCAL 
MAR 24, 5:15 p.m.# 
RR301 
Asymptotics for linear predictors of longmemory processes 
Dr. Pascal BONDON 
MAR 19, 4:30 p.m.# 
RR301 
Efficient greek calculation of variable annuity portfolios for dynamic hedging: A twolevel metamodeling approach 
Dr. Guojun GAN 
MAR 13, 11:00 a.m.# 
RR301 
Modelling & classifying financial time series as BUY & SELL sequence 
Professor HUANG Dawei 
MAR 3, 3:30 p.m.# 
RR301 
Functional graphical models 
Mr. QIAO Xinghao 
FEB 4, 2:30 p.m.# 
RR301 
Regression analysis of mixed recurrent event data 
Professor Xingwei TONG 
JAN 28, 2:30 p.m.# 
RR301 
Large covariance/correlation matrix estimation for temporal data 
Professor Bin NAN 
JAN 21, 4:30 p.m.* 
RR301 
Estimating large covariance matrices with covariates 
Professor FAN Jianqing 
JAN 14, 4:15 p.m.* 
RR301 
Fraud & forensic practice in EY (Ernst & Young) 
Mr. Samuel Lung & Dr. Kam Lau 
JAN 14, 11:00 a.m.* 
RR301 
Efficient estimation for Markowitz's portfolio optimization by using random matrix theory 
Professor Zhidong BAI 
JAN 7, 4:30 p.m.* 
RR301 
Optimal estimation of nonsmooth functionals 
Professor Tony CAI 
2014 
DEC 17, 2:30 p.m.* 
RR301 
Functional bilinear regression with matrix covariates via Reproducing Kernel Hilbert Space with applications in imaging data analysis 
Dr. Dan YANG 
DEC 16, 11:00 a.m.* 
RR301 
Recent advances in design of computer experiments 
Professor Dennis K.J. LIN 
DEC 12, 3:00 p.m. 
RR301 
Bayesian spatial SEM for modeling lichen abundance data 
Dr. Pasquale VALENTINI 
DEC 12, 2:30 p.m.* 
RR301 
The offset normal shape distribution for dynamic shape analysis 
Dr. Luigi IPPOLITI 
DEC 12, 11:00 a.m.* 
RR301 
Integrating population dynamics models &
population abundance/indices data 
Dr. ZHANG Ying 
DEC 10, 2:30 p.m.* 
RR301 
Achieving reliability from data  Application of statistical models in maintenance & reliability 
Dr. LIN Daming 
DEC 9, 2:30 p.m.* 
RR301 
On the changepoint problem 
Professor Mayer ALVO 
NOV 26, 2:30 p.m.* 
RR301 
Data analytics & contextual arm selection: Statistical methods for personalized medicine and marketing 
Professor LAI Tze Leung 
NOV 5, 11:30 a.m.* 
RR301 
Financial analytics and data visualization for actuaries 
Mr. Mark C. HOOGENDIJK 
OCT 8, 2:00 p.m. 
RR301 
Principal component analysis: Regularization, Supervision, Application, Asymptotics 
Professor Haipeng SHEN 
OCT 3, 2:30 p.m. 
RR301 
Distributionfree hypothesis test & permutation method for feature selection in high dimensional 
Professor HUANG Dawei 
AUG 28, 11:00 a.m. 
RR301 
Regularized canonical correlation analysis for high dimensional data 
Dr. Yanrong YANG 
AUG 27, 11:00 a.m. 
RR301 
A novel approach for objective priors in discrete parameter spaces 
Dr. Cristiano VILLA 
AUG 8, 11:00 a.m. 
T5, 1/F, Meng Wah Complex 
Basket option pricing and implied correlation in a Lévy copula model [Slides of talk] 
Dr. Daniel LINDERS 
JUL 18, 11:00 a.m. 
MW524 
Maximizing consumption under deterministic income & different interest rate models 
Dr. Julia EISENBERG 
JUL 2, 2:30 p.m. 
MW524 
Dose finding in drug development  Study design considerations 
Dr. Naitee TING 
JUN 24, 10:30 a.m. 
MW524 
Dynamic screening system: An approach for identifying irregular longitudinal patterns 
Professor Peihua QIU 
JUN 23, 10:30 a.m. 
MW524 
More efficient estimator for additive hazard model for casecohort studies 
Professor Jianwen CAI 
JUN 20, 3:00 p.m. 
MW524 
Quasilikelihood estimation of a threshold diffusion process 
Professor KungSik CHAN 
JUN 13, 11:00 a.m. 
MW524 
A nonparametric procedure to compare clustered multiple endpoints 
Dr. Aiyi LIU 
MAY 19, 2:30 p.m. 
MW524 
Classification with unstructured predictors with an application to sentiment analysis 
Dr. WANG Junhui 
MAY 13, 4:00 p.m. 
MW524 
An analytical path to big data 
Dr. Wanli MIN 
MAY 9, 11:00 a.m. 
MW524 
Dimensional analysis & its applications in statistics 
Professor Dennis K.J. LIN 
MAY 5, 2:30 p.m. 
MW524 
Scalable bayesian model selection methods 
Professor HE Xuming 
MAY 2, 9, 13, 23, 4:00 p.m. & 2:00 p.m. 
MW524 & MW501 
Shortcourse on 'Weak dependence, models & applications' 
Professor Paul DOUKHAN 
APR 30, 11:30 a.m. 
MW524 
On the smallest eigenvalue of rank 1 real wishart spiked matrix 
Professor SU Zhonggen 
MAR 28, 11:00 a.m. 
MW524 
High and low on the financial market correlation, prediction and applications 
Professor HUANG Dawei 
MAR 12, 2:30 p.m. 
MW524 
Predicting the trend in financial time series by mining the technical indicators 
Professor HUANG Dawei 
FEB 10, 4:00 p.m. 
MW524 
A new class of models for heavy tailed distributions in finance and insurance risk 
Dr. Joseph HyunTae KIM 
FEB 7, 2:30 p.m. 
MW524 
Surrogate paradox and identifiability of causal effects with nonignorable missing data 
Professor Zhi GENG 
2013 
DEC 30, 2:30 p.m. 
MW524 
Stochastic approximation with virtual observations for dose finding on discrete levels 
Dr. Ying Kuen CHEUNG 
DEC 18, 2:30 p.m. 
MW524 
Reinforcement learning trees for highdimensional data 
Dr. Ruoqing ZHU 
DEC 18, 11:00 a.m. 
MW524 
On random coefficients bifurcating autoregressive processes 
Professor Bernard BERCU 
DEC 17, 3:00 p.m. 
MW524 
Inferential models: a framework for exact priorfree probabilistic inference 
Professor LIU Chuanhai 
NOV 28, 3:00 p.m. 
MW501 
Probabilistic approach for time series analysis 
Professor HUANG Dawei 
NOV 27, 3:45 p.m. 
MW524 
Binomial tree malliavin calculus & risk measures 
Professor Robert ELLIOTT 
NOV 27, 2:30 p.m. 
MW524 
Big data analytics and Hong Kong 
Mr. Scott Brady DRUMMONDS 
NOV 20, 3:30 p.m. 
MW524 
An appreciation of Professor George C. TIAO from across the ocean 
Professor Howell TONG 
NOV 11, 3:30 p.m. 
MW524 
How to fit a model when you know it is wrong? 
Professor Howell TONG 
NOV 6, 2:30 p.m. 
MW524 
Neural networks, firstprinciples method, & prediction of material properties 
Professor GuanHua CHEN 
OCT 30, 2:30 p.m. 
MW524 
Higher order inference: Two applications 
Professor Thomas MATHEW 
OCT 29, 2:00 p.m. 
MW524 
Statistical challenges for the design & analysis of trials aimed at accelerated drug approval 
Professor Ming T. TAN 
OCT 25, 11:00 a.m. 
MW524 
Countermonotonicity as a minimal class of copulas 
Dr. Jae Youn AHN 
OCT 23, 2:30 p.m. 
MW524 
Flexible modelling of cumulative effects of timevarying risk factors & treatments in survival analysis 
Professor Michal ABRAHAMOWICZ 
OCT 16, 2:30 p.m. 
MW524 
Bridging the gap: A nonparametric likelihood function 
Professor Mayer ALVO 
SEP 18, 11:00 a.m. 
MW524 
On moments of related quantities in risk theory 
Ms LEE Wing Yan 
AUG 13, 11:00 a.m. 
MW524 
The application of QCRM (Quality Control Of Risk Measure) to ORSA (Own Risk Solvency Assessment) 
Professor Maria Victoria RIVAS 
JUL 3, 2:30 p.m. 
MW524 
Simultaneous confidence bands in curve prediction applied to load curves 
Professor JeanMarc Azaïs 
JUN 27, 2:30 p.m. 
MW524 
Random walks: from classical to quantum 
Professor LUO Shunlong 
JUN 18, 2:30 p.m. 
MW524 
Predict the movement of Hang Seng Index (HSI) based on volatility term structure 
Professor Jerome YEN 
JUN 17, 2:30 p.m. 
MW524 
Inferences in stochastic volatility models: Solving an important old problem in a new simpler way 
Professor Brajendra SUTRADHAR 
JUN 4, 2:30 p.m. 
MW524 
Model uncertainty and risk aggregation 
Professor Dr. Paul EMBRECHTS 
MAY 29, 2:30 p.m. 
MW524 
Extension of sliced inverse regression for high dimensional but low sample size data 
Professor Jun XIE 
MAY 28, 2:30 p.m. 
MW524 
Variable annuities: crossing a bridge from computational finance to quantitative risk management 
Dr. Runhuan FENG 
MAY 24, 2:00 p.m. 
MW524 
Applications of dynamic systems with switching 
Professor George YIN 
MAY 15, 2:30 p.m. 
MW524 
Central limit theorem of sample covariance matrices with the dimension much larger than the sample size 
Dr. Guangming PAN 
APR 24, 2:30 p.m. 
MW524 
Bifurcating autoregressive processes & cell division data 
Dr. Benoîte de SAPORTA 
MAR 27, 2:30 p.m. 
MW524 
Group lasso for structural break estimation in time series 
Dr. YAU Chunyip 
MAR 27, 11:00 a.m. 
MW524 
Valuing equitylinked death benefits & exotic contingent options in jump diffusion models 
Professor Hans U. GERBER 
MAR 11, 2:30 p.m. 
MW524 
Optimal dividend policies with transaction costs for a class of jumpdiffusion processes 
Professor Jostein PAULSEN 
FEB 22, 2:30 p.m. 
MW524 
The truth of spurious correlations [Slides of talk] 
Professor K.W. NG 
FEB 8, 3:00 p.m. 
MW524 
Some distributional properties of a class of counting distributions with claims analysis applications 
Professor Gordon WILLMOT 
FEB 4, 2:30 p.m. 
MW524 
Robust rank correlation screening 
Professor Lixing ZHU 
JAN 28, 3:20 p.m. 
MW524 
Statistical method evaluation for optimal protocol design 
Dr. Dejun TANG 
JAN 28, 2:40 p.m. 
MW524 
Ethnic sensitivity and sample size requirements in Asian drug development 
Dr. Eckhard PECHER 
JAN 28, 2:00 p.m. 
MW524 
Modelbased Bayesian adaptive dose finding designs for a phase II trial 
Dr. Byron JONES 
JAN 17, 2:30 p.m. 
MW524 
Objective Bayes & the signed root likelihood ratio statistic 
Professor Todd KUFFNER 
JAN 14, 2:30 p.m. 
MW524 
Composite likelihood for the analysis of hidden Markov model 
Professor Jiahua CHEN 
2012 
DEC 28, 2:30 p.m. 
MW524 
A heavy traffic approach to modeling large life insurance portfolios 
Dr. Henry LAM 
DEC 20, 2:00 p.m. 
MW524 
Distribution approximation, roth's theorem, & looking for insects in shipping containers 
Professor Peter G. Hall 
DEC 19, 2:00 p.m. 
MW524 
Independent test based on the regularized CCA 
Dr. Guangming PAN 
DEC 17, 2:00 p.m. 
MW524 
Limit laws for sequential multinomial experiments 
Professor Reg KULPERGER 
NOV 29, 11:00 a.m. 
MW501 
NAG software tools actuarial community (also for Financial Engineering / Computational Mathematics) [Slides of talk] 
Mr. John HOLDEN 
NOV 16, 11:00 a.m. 
MW524 
Parameter estimation after sample size reestimation in a clinical trial 
Professor Kai Fun YU 
NOV 15, 2:00 p.m. 
MW524 
A semiparametric view to dimension reduction 
Professor MA Yanyuan 
NOV 14, 2:00 p.m. 
MW524 
Threshold modelling of martingale differences 
Professor Howell TONG 
NOV 7, 2:00 p.m. 
MW524 
A Bayesian approach for partitioning undirected weighted networks 
Dr. Xiaodan FAN 
SEP 20, 3:30 p.m. 
P2, LG1/F, Chong Yuet Ming Physics Building 
Seminar for Actuarial Science students "The Profession's approach to engagement in the Far East & opportunities for actuaries in the region" & "Becoming an Actuary" 
Mr David Hare & Dr. Trevor Watkins 
SEP 19, 2:00 p.m. 
MW524 
Inconsistency of measuretheoretic probability 
Professor Victor O.K. LI 
SEP 11, 2:30 p.m. 
MW524 
A machine learning regression approach for prediction of air pollution concentrations 
Ms. Olga IVINA 
SEP 6, 2:00 p.m. 
MW524 
Nonparametric nonlinear regression models 
Professor Yuedong WANG 
AUG 31, 3:00 p.m. 
MW524 
Credibility and phasetype distributions 
Professor David A. STANFORD 
AUG 31, 11:00 a.m. 
MW524 
Addressing waiting time inconsistencies in transplantation 
Professor David A. STANFORD 
JUL 24, 3:00 p.m. 
MW524 
Comonotonicity as a tool for measuring implied herd behavior in stock markets 
Professor Jan DHAENE 
JUN 27, 2:00 p.m. 
MW524 
Finding needles in a haystack: detecting tight clusters & outliers via crossvalidating predictive distributions 
Professor George C. TIAO (emeritus) 
JUN 27, 11:00 a.m. 
MW524 
Riskparameter estimation in volatility models 
Dr. JeanMichel ZAKOIAN 
JUN 15, 2:00 p.m. 
MW524 
Diagnostic checks for multivariate parametric intensity models 
Dr. Simon S.M. KWOK 
JUN 5, 2:00 p.m. 
MW524 
Semiparametric estimation in generalized linear models with auxiliary covariates & random effects: A pairwise likelihood approach 
Dr. Liming XIANG 
MAY 23, 2:00 p.m. 
MW524 
Pricing of volumeweighted average options: Analytical approximations & numerical results 
Professor Alexander NOVIKOV 
MAY 3, 2:00 p.m. 
MW524 
Bayesian spatiotemporal modelling for forecasting ozone concentration levels 
Dr. YIP Chun Yin, Stanley 
APR 23, 11:00 a.m. 
MW524 
Heathjarrowmorton modelling of longevity bonds & the risk minimization of life insurance portfolios 
Dr. Jérôme BARBARIN 
APR 23, 9:15 a.m. 
MW524 
Interplay of dependent insurance and financial risks 
Dr. CHEN Yiqing 
APR 18, 2:00 p.m. 
MW524 
Forecasting for quantile AR time series models 
Dr. Yuzhi CAI 
APR 16, 2:00 p.m. 
MW524 
Bridging dosefinding between Asian & European patient populations 
Professor Satoshi MORITA 
MAR 21, 2:00 p.m. 
MW524 
Capital Structure Dynamics  Debt, equity, liquidity, dividends and growth 
Dr. Andrew CARVERHILL 
MAR 15, 2:00 p.m. 
MW524 
Multiple changepoint detection and analysis of chromosome copy 
Professor Heping ZHANG 
MAR 14, 2:00 p.m. 
MW524 
Chemical reaction optimization 
Professor Victor O.K. LI 
MAR 13, 11:00 a.m. 
MW524 
The Omega Model: From bankruptcy to occupation times in the red 
Professor Hans U. GERBER 
MAR 12, 9:30 a.m. 
MW524 
Modelling of dependent risk processes
based on the class of Erlang Mixtures 
Dr. J.K. WOO 
MAR 6, 2:00 p.m. 
MW501 
Adaptive multistage designs for clinical trials with mixed multiple endpoints 
Professor Ming TAN 
FEB 27, 2:00 p.m. 
MW524 
Risk measures and backward stochastic difference equations 
Professor Robert J. ELLIOTT 
FEB 17, 11:30 a.m. 
MW524 
Regularized pairwise estimator of realized covariance 
Dr. CHEN Ying 
FEB 8, 3:00 p.m. 
MW524 
Large Volatility Matrix inference via combining lowfrequency and highfrequency Approaches 
Professor Qiwei YAO 
FEB 1, 2:00 p.m. 
MW524 
On a mean reverting dividend strategy with brownian motion 
Dr. Bernard WONG 
2011 
DEC 22, 11:30 a.m. 
MW524 
Reference intervals & reference regions with applications in laboratory medicine 
Professor Thomas MATHEW 
DEC 15, 2:00 p.m. 
MW524 
Modeling spot price dependence in australian electricity markets with applications to risk management 
Professor Stefan TRUECK 
DEC 14, 2:00 p.m. 
MW524 
MARCMARS: Modeling asset returns via conditional multivariate asymmetric regimeswitching 
Professor Marc PAOLELLA 
DEC 8, 3:00 p.m. 
MW524 
Minimum conditional hellinger distance estimation of finite mixtures of generalized linear models 
Dr. Jing SHEN 
DEC 7, 2:00 p.m. 
MW524 
A new credibility estimation of distribution functions with applications to experience rating in general insurance 
Professor Xian ZHOU 
DEC 6, 11:00 a.m. 
MW524 
Some interesting problems in the randomness testing 
Professor Zhongjie XIE 
DEC 5, 11:00 a.m. 
MW524 
On testing for randomness: A time series analysis approach 
Professor Zhongjie XIE 
DEC 2, 2:00 p.m. 
MW524 
Semiparametric partially linear varying coefficient model for panel count data 
Dr. Xingqiu ZHAO 
NOV 24, 3:30 p.m. 
MW524 
Natureinspired metaheuristic algorithms for generating optimal experimental designs 
Professor Weng Kee WONG 
NOV 22, 2:00 p.m. 
MW524 
Improved mean estimation and its application to diagonal discriminant analysis 
Dr. Tiejun TONG 
OCT 7, 2:00 p.m. 
MW524 
Switching diffusions and applications 
Professor George YIN 
SEP 28, 2:00 p.m. 
MW524 
Modelling dependence in insurance claims processes with Lévy copulas 
Dr. Bernard WONG 
SEP 12, 2:00 p.m. 
MW524 
Localising temperature risk 
Professor Wolfgang Karl Härdle 
SEP 5, 5:00 p.m. 
T6, 1/F, Meng Wah Complex 
Seminar for Actuarial Science students How to qualify as an actuary? 
Dr. Trevor Watkins 
AUG 31, 2:00 p.m. 
MW524 
Rare events in a polling system: Zigzags & Spirals 
Professor David R. McDonald 
AUG 29, 2:00 p.m. 
MW524 
A nonparametric online quality control procedure for vectorial observations 
Professor David R. McDonald 
JUL 11, 2:00 p.m. 
MW524 
Nonparametric test of granger causality
for stationary counting processes 
Mr. Simon S.M. KWOK 
JUN 29, 10:30 a.m. 
MW524 
A forest approach to identification of genes & geneenvironment interactions for complex diseases 
Professor Heping ZHANG 
JUN 15, 2:30 p.m. 
MW524 
Bayesian inference by optional Polya trees: computation & applications 
Professor WONG Wing Hung 
MAY 17, 11:00 a.m. 
MW524 
The occupation time for spectrally negative lévy process 
Professor ZHOU Xiaowen 
MAR 25, 10:30 a.m. 
MW501 
Design and analysis of doseresponse trials in clinical development of a new drug 
Professor Hiroyuki UESAKA 
MAR 25, 9:30 a.m. 
MW501 
Randomization in clinical trials: role, issues & controversies 
Professor Toshimitsu HAMASAKI 
MAR 22, 3:00 p.m. 
T1, LG/F, Meng Wah Complex 
Seminar for Actuarial Science students The World Needs Actuaries 
Mr. Ronnie Bowie 
MAR 14, 4:00 p.m. 
T2, G/F, Meng Wah Complex 
Seminar for Actuarial Science students Actuaries: Risk is Opportunity 
Mr. Donald J. Segal & Mr. Ken Guthrie 
FEB 23, 11:00 a.m. 
MW524 
Past & present trends in aggregate claims analysis 
Professor Gordon E. WILLMOT 
JAN 27, 4:30 p.m. 
MW524 
GEL statistics under weak identification 
Professor Richard J. SMITH 
JAN 11, 2:00 p.m. 
MW524 
Efficient distribution estimation for data with unobserved subpopulation identifiers 
Dr. Yanyuan MA 
2010 
DEC 23, 2:00 p.m. 
MW524 
Bayesian clinical trials in action 
Professor J. Jack LEE 
DEC 21, 2:00 p.m. 
MW524 
Kendall's tau and genetics studies of multivariate traits 
Professor Heping ZHANG 
NOV 17, 2:00 p.m. 
MW524 
Limit theorems for power variations of purejump
processes with application to activity estimation 
Professor George TAUCHEN 
NOV 15, 2:00 p.m. 
MW501 
The realized laplace transform of volatility 
Professor George TAUCHEN 
OCT 27, 2:00 p.m. 
MW524 
Nonparametric tests of trend for proportions 
Professor Mayer ALVO 
OCT 11, 6:00 p.m. 
Rayson Huang Theatre 
Career Education Seminar
Understanding Investment Banks: A Trading Perspective 
Mr. James WONG 
SEP 24, 3:00 p.m. 
MW524 
A moving average cholesky factor model in covariance modeling for longitudinal data 
Dr. LENG Chenlei 
SEP 8, 2:00 p.m. 
MW524 
Pseudo empirical likelihood methods for complex surveys 
Dr. WU Changbao 
JUL 16, 2:00 p.m. 
MW524 
Approximate basket options valuation for jumpdiffusion models 
Dr. Harry ZHENG 
JUL 13, 2:00 p.m. 
MW524 
Automated, robust analysis of functional and quantitative image data using functional mixed models and isomorphic basisspace modeling 
Dr. Jeffrey S. MORRIS 
JUN 23, 2:00 p.m. 
MW524 
Centeradjusted inference for a nonparametric bayesian random effect distribution 
Dr. Yisheng LI 
MAY 28, 9:00 a.m. 
MW524 
Crossover designs for testcontrol study
when subject effects are random 
Mr. ZHENG Wei 
MAY 27, 11:00 a.m. 
MW524 
On corrections of classical multivariate tests
for highdimensional data 
Professor YAO Jianfeng 
MAY 27, 9:15 a.m. 
MW524 
Optimal stopping with prospect preference 
Dr. XU Zuoquan 
MAY 26, 4:00 p.m. 
MW524 
On a class of delayed risk processes
with timedependent claims 
Mrs. WOO JaeKyung 
MAY 26, 2:15 p.m. 
MW524 
A variant of the gerbershiu function
in the dual risk model and its applications 
Mr. CHEUNG Chi Kin Eric 
MAY 26, 10:30 a.m. 
MW524 
On the estimation of integrated covariance
matrices of high dimensional diffusion processes 
Dr. ZHENG Xinghua 
MAY 25, 2:00 p.m. 
MW524 
Inference about a common mean of normals 
Professor Bimal K. SINHA 
MAY 24, 11:00 a.m. 
MW524 
On the distortion of a copula and its margins (file) 
Professor Emiliano A. VALDEZ 
MAY 5, 2:00 p.m. 
MW524 
Identifying the finite dimensionality of curve time series 
Professor Qiwei YAO 
MAY 4, 2:00 p.m. 
MW524 
Statistics: career, success and legend 
Professor Howell TONG 
APR 28, 2:00 p.m. 
MW524 
Feature matching in time series modelling 
Professor Howell TONG 
APR 21, 2:00 p.m. 
MW524 
A stochastic differential game for optimal
investment of an insurer in changing economic conditions 
Professor Tak Kuen SIU 
APR 14, 2:00 p.m. 
MW524 
Threshold Models in Time Series  30 years on 
Professor Howell TONG 
APR 7, 11:00 a.m. 
MW524 
General Stein  Type decompositions
of covariances with applications to insurance and finance 
Dr. Edward FURMAN 
MAR 17, 2:00 p.m. 
MW524 
The statistical assessment of bioequivalence 
Professor Thomas MATHEW 
MAR 12, 2:00 p.m. 
MW524 
Partial linear quantile regression & bootstrap confidence bands 
Mr. Song SONG 
FEB 24, 2:00 p.m. 
MW524 
Statistical analysis of stellar evolution 
Professor David A van Dyk 
FEB 3, 2:00 p.m. 
MW524 
Largedimensional F random matrix & its applications 
Dr. Shurong ZHENG 
JAN 29, 9:30 a.m. 
MW524 
The development of risk governance following the 2008/9 credit crisis 
Mr. David MILLAR 
JAN 25, 2:00 p.m. 
MW524 
Local proper scoring rules 
Professor A.P. DAWID 
JAN 22, 2:00 p.m. 
MW524 
Fundamentals of prequential analysis 
Professor A.P. DAWID 
JAN 15, 6:30 p.m. (Tea Reception at 6:15 p.m.) 
T5, 1/F, Meng Wah Complex 
ALM from an investment bank's perspective (Presentation file) 
Mr. Julien Begasse de Dhaem & Mr. Alan Yip 
2009 
DEC 23, 2:30 p.m. 
MW524 
Some recent advances in data integration, modeling and design strategies for computer experiments 
Professor Jeff C.F. WU 
DEC 9, 2:00 p.m. 
MW524 
A rankbased test for comparison of multidimensional outcomes 
Dr. Catherine LIU Chunling 
DEC 4, 2:00 p.m. 
MW524 
Dynamic correlation analysis of financial spillover to Asian and Latin American markets in global financial turmoil 
Dr. Matthew YIU 
DEC 2, 2:00 p.m. 
MW524 
Prediction of functional status for the elderly based on a new ordinal regression model 
Dr. Hyokyoung Grace HONG 
NOV 18, 2:00 p.m. 
MW524 
Estimating Fractional Cointegration at the Tick Level with Tapered DFTs 
Dr. Alexander AUE 
NOV 17, 10:00 a.m. 
MW524 
Identification of Cancer Prognostic Markers from High Throughput Genomic Data 
Dr. Li ZHANG 
SEP 2, 2:00 p.m. 
MW501 
Bilinear garch models 
Professor Rodney WOLFF 
JUL 28, 3:00 p.m. 
MW524 
Applications of MCMC 
Dr. YUEN Wai Kong, John 
JUL 20, 2:00 p.m. 
MW524 
Change point tests, resampling and trimming 
Professor István BERKES 
JUL 17, 11:00 a.m. 
MW524 
Merits and drawbacks of variance targeting in garch models 
Professor Lajos HORVATH 
JUN 8, 2:00 p.m. 
MW524 
Practical issues for life actuaries
in today's volatile market 
Dr. Vincent Y. TSANG 
MAY 6, 4:00 p.m. 
MW524 
Bias reduction of the leastsquares Monte Carlo estimators of American option value 
Mr. KAN Kin Hung, Felix 
APR 8, 3:00 p.m. 
MW524 
Generalizations of gerbershiu functions in risk models involving dependence 
Mr. CHEUNG Chi Kin, Eric 
APR 6, 4:00 p.m. 
MW527 
Bayesian adaptive designs for earlyphase clinical trials 
Dr. Guosheng YIN 
APR 2, 4:00 p.m. 
MW524 
Simultaneous confidence band and hypothesis test in generalised varyingcoefficient models 
Dr. ZHANG Wenyang 
APR 2, 10:30 a.m. 
MW524 
Grouped dirichlet distribution (GDD) and nested dirichlet distribution (NDD): New tools for incomplete categorical data analysis 
Dr. TIAN GuoLiang 
MAR 27, 5:00 p.m. (Tea Reception: 4:30 p.m.) 
Rayson Huang Theatre 
Organized by our department, Census and Statistics Department & Hong Kong Statistical Society
Population Planning in a Low Fertility, High Migration and Rapidly Ageing Demographic Regime: Approaches and the Role of Statistics 
Professor Paul Cheung 
MAR 18, 3:00 p.m. 
MW524 
HKU Research Theme on Computational Science Seminar Series
Kernelbased unsupervised learning 
Professor James KWOK 
MAR 17, 10:30 a.m. 
MW524 
Modelling exposure to food contaminants: A dynamic approach 
Dr. Jessica TRESSOU 
FEB 27, 2:00 p.m. 
MW524 
Two rationales behind 'buyandhold or sellatonce' 
Dr. Phillip YAM 
FEB 25, 2:00 p.m. 
MW524 
On some joint distributions in the classical risk model 
Dr. David LANDRIAULT 
FEB 16, 10:00 a.m. 
MW524 
The Kfactor gegenbauer asymmetric power garch approach for modelling electricity spot price dynamics 
Professor Dominique Guégan 
FEB 11, 2:00 p.m. 
MW524 
Forecasting mortality rates: An extension of the heligmanpollard formula 
Ms. Séverine GAILLE 
JAN 12, 3:00 p.m. 
MW524 
Constrained semiparametric regression analysis with zeroinflated data 
Professor CHAN KungSik 
JAN 8, 3:00 p.m. 
MW524 
Haplotypebased tests of association/imprinting jointly using caseparents trios and caseparent pairs 
Dr. Yueqing HU 
JAN 8, 11:00 a.m. 
MW524 
Conditional accuracy and robustness 
Dr. Yvonne H.S. HO 
2008 
DEC 23, 11:00 a.m. 
MW524 
Nonlinear methods for variable selection 
Professor Peter HALL 
DEC 16, 11:00 a.m. 
MW524 
Functional linear model with zerovalue coefficient function at subregion 
Dr. Jianhui ZHOU 
DEC 11, 11:00 a.m. 
MW524 
Backward estimation of medical cost in the presence of a failure event 
Dr. CHAN Kwun Chuen Gary 
DEC 10, 3:00 p.m. 
MW524 
A transfer principle for multivalued stochastic differential equations 
Professor Jiagang REN 
NOV 27, 4:00 p.m. 
MW524 
Confidence regions for the intensity function of a cyclic
poisson process 
Professor Roelof HELMERS 
NOV 5, 2:00 p.m. 
MW524 
A framework for assessing the systemic risk of major financial institutions 
Dr. ZHU Haibin 
OCT 14, 10:30 a.m. 
T3, G/F, Meng Wah Complex 
Examples of Stochastic Modeling Applications 
Dr. CHANG ChingMeei 
SEP 30, 11:00 a.m. 
MW524 
Predictive likelihood for bayesian model selection and averaging 
Professor Tomohiro ANDO 
AUG 7, 11:00 a.m. 
MW524 
40th Anniversary Seminar Series
Regularimpulse stochastic control in financial/insurance optimization models 
Professor Michael TAKSAR 
JUN 10, 11:00 a.m. 
MW524 
40th Anniversary Seminar Series
Some inequalities for characteristic functions 
Professor Shunlong LUO 
MAY 28, 11:00 a.m. 
MW524 
40th Anniversary Seminar Series
Generalized pvalues with applications 
Professor Bimal K. SINHA 
MAY 23, 11:00 a.m. 
MW524 
40th Anniversary Seminar Series
Mathematics without borders: Applications to finance 
Dr. K. RAVINDRAN 
APR 28, 3:00 p.m. 
MW501 
40th Anniversary Seminar Series
New actuarial tables for swiss pension funds 
Dr. Olivier DEPREZ 
APR 22, 2:00 p.m. 
MW524 
40th Anniversary Seminar Series
On time reversibility of multiple linear time series models 
Professor Howell TONG 
APR 15, 5:15 p.m. 
T5, 1/F, Meng Wah Complex 
40th Anniversary Seminar Series
Singapore's population: Recent trends and future challenges 
Professor SAW Swee Hock 
APR 15, 2:00 p.m. 
MW524 
40th Anniversary Seminar Series
Zerosum games for continuoustime jump markov processes with discounted payoffs 
Professor Xianping GUO 
MAR 31, 10:30 a.m. 
MW527 
40th Anniversary Seminar Series
A general approach to goodnessoffit
tests for time series models 
Dr. LING Shiqing 
MAR 12, 4:00 p.m. 
MW524 
40th Anniversary Seminar Series
Control theory for insurance problems 
Prof. Dr. Christian HIPP 
MAR 12, 2:00 p.m. 
MW524 
40th Anniversary Seminar Series
Dynamic factor model for nowcasting the chinese economy 
Dr. Matthew S. YIU 
MAR 1011, 2:00 p.m./10:30 a.m. 
MW524 
40th Anniversary Seminar Series
Detail click here please. 
Prof. Dr. Christian HIPP 
MAR 5, 2:00 p.m. 
MW524 
40th Anniversary Seminar Series
Modeldataadaptive confidence regions for regression 
Professor Lu LIN 
MAR 57, 10:30 a.m. 
MW524 
40th Anniversary Seminar Series
Detail click here please. 
Prof. Dr. Christian HIPP 
FEB 19, 3:00 p.m. 
MW524 
40th Anniversary Seminar Series
Comonotonicity  characterizations generalizations, and application 
Dr. CHEUNG Ka Chun 
FEB 13, 2:00 p.m. 
MW524 
Estimation of covariance matrices through penalisation 
Mr. Clifford LAM 
JAN 16, 3:00 p.m. 
MW524 
40th Anniversary Seminar Series
Application of Statistics in Healthcare Setting  Illustration by 2 Studies 
Ms. Eva Laihing TSUI 
2007 
DEC 19, 11:00 a.m. 
MW524 
40th Anniversary Seminar Series
On deconvolution with repeated measurements 
Professor Peter G. HALL 
DEC 12, 2:00 p.m. 
MW524 
40th Anniversary Seminar Series
Quasiscore tests for variance components in varying coefficient mixed models 
Professor Lixing ZHU 
DEC 11, 3:00 p.m. 
MW524 
40th Anniversary Seminar Series
Consistent parameter estimation for conditional moment restrictions 
Professor ChungMing KUAN 
NOV 14, 3:00 p.m. 
MW524 
40th Anniversary Seminar Series
Superadditivity of fisher information 
Professor Shunlong LUO 
NOV 14, 2:00 p.m. 
MW524 
40th Anniversary Seminar Series
Stability of random networks 
Professor Fuzhou GONG 
NOV 7, 2:00 p.m. 
MW524 
40th Anniversary Seminar Series
Semiparametric momentbased copula estimation 
Professor Rodney WOLFF 
NOV 2, 2:00 p.m. 
MW524 
40th Anniversary Seminar Series
Memorybased persistence in stochastic and counting random walk processes
(with Implications to Insurance and Finance) 
Professor Charles S. TAPIERO 
OCT 30, 2:00 p.m. 
MW524 
40th Anniversary Seminar Series
Goodnessoffit tests for a heavy tailed distribution and for parametric models of bivariate extremes 
Professor Liang PENG 
SEP 14, 3:00 p.m. 
MW524 
Joint Seminars by our department, Department of Mathematics, Department of Earth Sciences & Social Sciences Research
Centre
Compositional evolution models: Linearity and simple nonlinearity 
Prof. Dr. Juan José EGOZCUE 
SEP 19, 2:00 p.m. 
MW524 
40th Anniversary Seminar Series
Timevarying quantiles
and tests of time invariance 
Professor Andrew HARVEY 
SEP 14, 2:00 p.m. 
MW524 
Joint Seminars by our department, Department of Mathematics, Department of Earth Sciences & Social Sciences Research
Centre
The aitchison geometry of the simplex and the statistical analysis of compositional data 
Prof. Dr. Vera PAWLOWSKYGLAHN 
JUL 19, 4:15 p.m. 
MW524 
On the edgeworth expansion and the M out of N bootstrap accuracy for a studentized trimmed mean 
Professor Roelof HELMERS 
JUL 19, 3:00 p.m. 
MW524 
A (semi)parametric functional coefficient autoregressive conditional duration model 
Professor Marcelo C. MEDEIROS 
JUL 10, 4:00 p.m. 
T3, G/F, Meng Wah Complex 
The full Monte Carlo: A live performance 
Professor XiaoLi MENG 
JUL 5, 3:00 p.m. 
MW524 
Asymptotics of permutation and bootstrap statistics for stable samples 
Professor Istvan BERKES 
JUN 29, 4:00 p.m. 
MW524 
Analysis of twostage survival data 
Professor Gang LI 
JUN 21, 5:30 p.m. 
T5, 1/F, Meng Wah Complex 
Significance of Statistical Analysis in Algorithmic Trading 
Miss Kathryn Zhao & Dr. Frank Copplestone 
JUN 21, 10:00 a.m. 
MW524 
Aggregated estimating equation estimation 
Professor Nan LIN 
MAY 29, 2:00 p.m. 
MW524 
Partial generalized additive models  an information theoretical approach to avoid the concurvity 
Dr. Hong GU 
APR 23, 4:00 p.m. 
MW524 
Exploring volatility from a dynamical system perspective 
Professor Howell TONG 
MAR 14, 4:30 p.m. 
MW524 
Higher order semiparametric frequentist inference based on the profile sampler 
Dr. Guang CHENG 
MAR 14, 10:00 a.m. 
MW524 
Testing for threshold moving average with conditional heteroscedasticity 
Mr. LI Guodong 
MAR 13, 2:00 p.m. 
MW524 
Familybased tests of imprinting, linkage and association 
Mr. HU Yueqing 
FEB 28, 2:30 p.m. 
MW524 
On the Joint Distribution of Surplus Immediately before and at Ruin under the Sparre Andersen Model 
Mr. Andrew C.Y. NG 
FEB 12, 11:00 a.m. 
MW524 
An introduction to multivariate extremes 
Professor Arthur CHARPENTIER 
FEB 8, 11:00 a.m. 
MW524 
Pricing barrier options with an arbitrary monitoring period 
Professor Hangsuck LEE 
FEB 7, 2:00 p.m. 
MW524 
Optimal shrinkage estimation of variances with applications to microarray data analysis 
Professor Yuedong WANG 
2006 
DEC 21, 2:00 p.m. 
MW524 
Choquet integrals and risk measures 
Professor Jiaan YAN 
DEC 14, 4:00 p.m. 
MW524 
Continuoustime dynamic risk measures by backward stochastic volterra integral equations 
Professor Jiongmin YONG 
DEC 6, 2:00 p.m. 
MW524 
Longitudinal data with informative dropout 
Professor Zhiliang YING 
NOV 29, 2:30 p.m. 
MW524 
Interest rate modeling in finance and insurance 
Professor Jeffrey S. PAI 
NOV 22, 4:00 p.m. 
T2, G/F, Meng Wah Complex 
A talk for Actuarial Science/Statistics Students
Opportunities in the Nonlife Actuarial Profession 
Mr. Bob Conger 
NOV 8, 2:00 p.m. 
MW524 
A geometrical structure for an infinite oriented cluster and its uniqueness 
Professor Xianyuan WU 
NOV 6, 5:00 p.m. 
MW103 
Statistics of Extremes  A tutorial for Insurers 
Professor Jef TEUGELS 
SEP 27, 2:00 p.m. 
MW524 
Modelling the longterm behaviour of evanescent processes 
Professor Phil POLLETT 
SEP 20, 2:00 p.m. 
MW524 
Stochastic razumikhin technique in infinite dimensional stability of discontinuous systems 
Dr. LIU Kai 
JUN 1, 3:00 p.m. 
MW524 
The generation of highintensity spacetime growthinteraction
processes: inferring structure from partial observations 
Professor Eric RENSHAW 
MAY 24, 4:00 p.m. 
MW524 
New results for fractional brownian motion 
Professor Robert J. ELLIOTT 
MAY 16, 4:00 p.m. 
MW524 
Debiased estimation of the rate of, and influences on, progression
to cirrhosis when analysis is based on hepatitis cdiagnosed
patients referred to liver clinics  a reweighted approach 
Dr. Bo FU 
APR 10, 4:00 p.m. 
MW524 
Inhomogeneous dependency modelling with time varying copulae 
Prof. Dr. Wolfgang Härdle 
APR 3, 4:00 p.m. 
MW524 
Conditional properties of parametric bootstrap 
Professor Alastair YOUNG 
MAR 30, 4:30 p.m. (Refreshment: 4:10 p.m.) 
T5, 1/F, Meng Wah Complex 
Considering Convenient Assumptions in Time Series Modelling 
Professor Sir Clive Grange 
FEB 20, 11:00 a.m. 
MW524 
Differentiation of some functionals of risk processes and optimal reserve allocation 
Professor Stéphane LOISEL 
JAN 19, 10:30 a.m. 
MW527 
Reestablish multinomial distribution from estimated binomial distributions 
Professor Xizhi WU 
2005 
DEC 22, 11:00 a.m. 
MW527 
A test for the mean vector with fewer observations than the dimension 
Professor M.S. SRIVASTAVA 
DEC 19, 10:30 a.m. 
MW527 
Frequency analysis of chaotic intermittency maps with slowly decaying correlations 
Professor R.J. BHANSALI 
DEC 10, 10:30 a.m. 
MW527 
A statistical theory of signal coherence 
Professor Melvin J. HINICH 
NOV 29, 4:00 p.m. 
MW527 
Berryesseen type limit theorems in probability and statistics 
Professor V.V. ULYANOV 
NOV 24, 4:00 p.m. 
MW527 
Inference from categorical data subject to misclassification errors 
Professor Yoel HAITOVSKY 
NOV 19, 10:30 a.m. 
MW527 
Single variables control charts: an overview 
Professor Smiley W. CHENG 
NOV 17, 4:00 p.m. 
MW527 
Estimating vaccine efficacy from disease outbreak household data 
Dr. Philip D. O'NEILL 
SEP 28, 5:00 p.m. 
T7, 1/F, Meng Wah Complex 
Strategic Theme of Computational Physics and Numerical Methods
Chaos and Statistics 
Professor Howell TONG 
AUG 23, 3:00 p.m. 
Seminar Rm 5, LG1, Lab. Blk, Fac. of Medicine
Build., 21 Sassoon Rd. 
Jointly organized by Department of Statistics &
Actuarial Science & Genome Research Centre
Investigating the need and effectiveness of microsatellite markers
for positional mapping of complex disease genes 
Professor Ranajit Chakraborty 
AUG 19, 11:00 a.m. 
MW527 
Developments in intervention analysis 
Professor A. Ian McLeod 
JUL 15, 4:00 p.m. 
MW527 
(Data) Size does matter, but you might be in for a surprise... 
Professor XiaoLi MENG 
JUL 4, 4:00 p.m. 
MW527 
From unit root to stein estimator to fisher's kstatistics  if you have a moment, I can tell you more ... 
Professor XiaoLi MENG 
JUN 24, 4:00 p.m. 
MW527 
Causality: conceptions, connexions, confusions, contentions 
Professor A.P. DAWID 
JUN 17, 4:00 p.m. 
MW527 
Big statistics 
Professor Dennis K.J. LIN 
MAY 18, 4:00 p.m. 
MW527 
Statistical aspects of chaos from chaos communications research 
Professor Tony LAWRANCE 
MAY 11, 4:00 p.m. 
MW527 
Efficient derivative pricing by extended method of moments 
Professor Christian GOURIEROUX 
MAY 11, 2:30 p.m. 
MW527 
Statistical analysis of genetic algorithms in discovering technical trading rules 
Professor ShuHeng CHEN 
MAY 10, 3:00 p.m. 
MW527 
Stochastic migration models with application to corporate risk 
Professor Christian GOURIEROUX 
MAY 6, 3:00 p.m. 
MW527 
Some probabilistic properties of garch and related processes 
Professor Lajos HORVATH 
APR 7, 4:00 p.m. 
MW527 
Sensitivity of ols estimates against arfima error process as small sample test(s) for long memory 
Dr. Anurag BANERJEE 
MAR 9, 4:00 p.m. 
MW527 
Estimation for time series that are both nonlinear and nonstationary 
Professor Dag Tjøstheim 
MAR 3, 4:00 p.m. 
MW527 
What are the limits of the human longevity? 
Professor JeanMarie ROBINE 
JAN 19, 11:00 a.m. 
MW527 
Multivariate autoregressive conditional heteroskedasticity with
smooth transitions in conditional correlations (joint work with Annastiina Silvennoinen) 
Professor Timo Teräsvirta 
JAN 14, 11:00 a.m. 
MW527 
Some bootstrap tests for nonlinearity and long memory in Financial Time Series 
Professor Rodney WOLFF 
2004 
DEC 23, 4:00 p.m. 
MW527 
Properties of nearestneighbour classifiers 
Professor Peter G. HALL 
DEC 10, 11:00 a.m. 
MW527 
Verifying edges for visual inspection purposes 
Professor Aihua XIA 
DEC 9, 3:30 p.m. 
MW527 
Applications of bootstrap methods for categorical data analysis 
Professor Myoungshic JHUN 
DEC 9, 3:30 p.m. 
MW527 
ISSAC: An integrated statistical system for analyzing DNA chip data 
Professor Jae Won LEE 
DEC 7, 11:00 a.m. 
MW527 
Enalised splines and reproducing kernel methods 
Professor Matt WAND 
NOV 19, 2:30 p.m. 
MW527 
A novel 3D frequencytimespace nonisotropic scattering correlation model 
Dr. Jaunty T.Y. HO 
NOV 17, 4:00 p.m. 
MW527 
Timeseries modelling in Ecology: A synoptic overview 
Professor Nils Chr. STENSETH 
NOV 15, 4:00 p.m. 
MW527 
Asymptotic ruin probabilities with investments 
Professor Jun CAI 
JUL 19, 3:00 p.m. 
MW527 
Calibrating significant pvalues 
Professor Robert G. STAUDTE 
JUL 5, 11:00 a.m. 
MW527 
The collision branching processes 
Professor Anyue CHEN 
MAY 25, 4:00 p.m. 
MW527 
A classification method for pharmacogenetic surveillance 
Mr. Clive BOWMAN 
MAY 6, 4:00 p.m. 
MW527 
An alternative derivation of the kalman filter using the quasilikelihood method 
Dr. YanXia LIN 
MAY 4, 4:00 p.m. 
MW527 
Necessary conditions for a minimum profit level in pairs trading: A cointegrationbased procedure 
Dr. YanXia LIN 
FEB 9, 4:00 p.m. 
MW527 
Epidemics in heterogeneous communities and their vaccination policies 
Professor Tom BRITTON 
JAN 19, 4:00 p.m. 
MW527 
Simple estimator for a shared frailty regression model 
Dr. Jason P. Fine 
JAN 13, 3:00 p.m. 
MW527 
Some recent applications of stochastic approximation methods for estimation and optimization in finance problems 
Professor George YIN 
2003 
DEC 23, 11:00 a.m. 
MW527 
Statistical inference in highdimensional, low sample size settings 
Professor Peter HALL 
DEC 17, 4:00 p.m. 
MW527 
On the asymptotic effect of substituting estimators for nuisance parameters in inferential statistics 
Professor Y.K. TSE 
DEC 4, 11:00 a.m. 
MW527 
Data depth and discriminant analysis 
Professor Probal CHAUDHURI 
DEC 3, 4:00 p.m. 
MW527 
Modelling long memory & asymmetry in exchange rate volatility: A multivariate garch approach with timevarying correlations 
Professor TSUI Ka Cheng, Albert 
NOV 26, 4:00 p.m. 
MW527 
Compositional data analysis: Where are we and where should we be heading? 
Professor John AITCHISON 
OCT 14, 1:00 p.m. 
T4, Meng Wah Complex 
The Nobel laureates in economics, 2003: their contributions 
Professor W.K. LI 
AUG 1, 10:30 a.m. 
MW527 
Some recent applications of stochastic approximation methods for estimation & optimization in finance problems 
Professor G. George YIN 
JUL 11, 3:00 p.m. 
MW527 
Limits to normal human longevity: Empirical evidence from Hong Kong 
Dr. Karen S.L. CHEUNG 
MAR 12, 4:00 p.m. 
MW527 
Assessing the importance of individual data points on empirical likelihood inferences 
Professor Nicole A. LAZAR 
2002 
DEC 30, 10:30 a.m. 
MW527 
Signal analysis using nonuniform sampling rates 
Professor Peter HALL 
DEC 27, 4:00 p.m. 
MW527 
Nonparametric methods for deconvolving multiperiodic functions 
Professor Peter HALL 
DEC 12, 11:00 a.m. 
MW527 
JASP: An estatistical system using java technologies 
Professor Junji NAKANO 
DEC 9, 11:30 a.m. 
MW527 
The 70th anniversary of the distribution of random matrices: A survey 
Professor Ingram OLKIN 
NOV 29, 10:00 a.m. 
MW527 
Guaranteed annuity options 
Professor Phelim BOYLE 
NOV 6, 4:00 p.m. 
MW527 
Dividing gains between a client & her agent 
Dr. Jianming XIA 
OCT 30, 4:00 p.m. 
MW527 
New selection indices for university admissions: A quantile approach 
Professor Gilbert BASSETT 
OCT 9, 4:00 p.m. 
MW527 
Recent advances in credibility theory 
Professor U.E. MAKOV 
SEP 25, 3:30 p.m. 
MW527 
Structure & asymptotic theory for multivariate asymmetric volatility: Empirical evidence for country risk ratings & intellectual property 
Professor Michael McAleer 
SEP 18, 4:00 p.m. 
MW527 
Nonparametric estimation in the sequential lifetime model under random censorship 
Professor Christoph NEUHOFF 
SEP 18, 3:00 p.m. 
MW527 
Nonparametric estimation of discontinuities in regression 
Professor Winfried STUTE 
JUL 18, 11:00 a.m. 
MW527 
Spatial modeling with spatially varying coefficient processes 
Prof. Alan E. Gelfand 
JUL 4, 11:00 a.m. 
MW527 
Multivariate survival models induced by genetic frailties, with application to linkage analysis 
Dr. Hongzhe LI 
JUN 5, 11:00 a.m. 
MW527 
Stochastic calculus for fractional brownian motions 
Dr. Yaozhong HU 
MAY 31, 3:00 p.m. 
MW527 
Capturerecapture models: A review 
Professor Kenneth H. POLLOCK 
MAY 7, 10:30 a.m. 
MW527 
Stepwise pls regression and multiple regression 
Professor Michel TENENHAUS 
MAY 3, 11:00 a.m. 
MW527 
Long memory volatility models with applications to central bank intervention & the forward premium anomaly 
Professor Richard T. BAILLIE 
MAY 2, 10:30 a.m. 
MW527 
Modelling skewed data with many zeros: A simple approach combining ordinary & logistic regression 
Dr. David FLETCHER 
APR 27, 10:30 a.m. 
T6, Meng Wah Complex 
Opportunities for the actuarial profession in the postwto china insurance market 
Mr. Johnny WONG 
APR 17, 4:00 p.m. 
MW527 
Statistical data mining 
Professor Dennis K.J. LIN 
FEB 28, 11:00 a.m. 
MW527 
Talk 2: Practice of compositional data analysis: from biplots to compositional processes 
Professor John AITCHISON 
FEB 28, 9:30 a.m. 
MW527 
Talk 1: Principles of compositional data analysis: a concise guide to the algebraicgeometric structure of the unit simplex, the sample space for compositional data analysis 
Professor John AITCHISON 
JAN 18, 10:30 a.m. 
MW527 
Bounded errorsinvariables and the linear model 
Professor Stephen G. WALKER 
JAN 8, 11:00 a.m. 
MW527 
Rasch models and the analysis of questionnaires 
Professor Bruce BROWN 
2001 
DEC 27, 10:30 a.m. 
MW527 
Relative efficiencies of kernel & local likelihood density estimators 
Professor Peter HALL 
DEC 18, 10:30 a.m. 
MW527 
Statistical estimation of poisson intensity functions 
Professor Roelof HELMERS 
DEC 13, 10:30 a.m. 
MW527 
Robust bayesian inference in asset pricing estimation & a new Bayesian test for market efficiency 
Professor WingKeung WONG 
DEC 6, 10:00 a.m. 
MW527 
Asymptotic distributions of some scale estimators in nonlinear models 
Professor Hira L. KOUL 
NOV 12, 10:00 a.m. 
MW527 
Epidemiologic surveillance of HIV in China (A review of current
HIV/AIDS will be discussed in the talk.) 
Dr. ZHENG Xiwen 
NOV 8, 10:30 a.m. 
MW527 
Some results on multilevel supersaturated design 
Professor LU Xuan 
OCT 4, 11:00 a.m. 
MW527 
Comonotonic risks 
Professor Jan DHAENE 
OCT 4, 10:00 a.m. 
MW527 
Clustering without training  A framework 
Professor Francois THEBERGE 
SEP 4, 11:00 a.m. 
MW527 
How precise are price distributions predicted by implied binomial trees 
Professor Wolfgang HARDLE 
SEP 3, 11:00 a.m. 
MW527 
XploRe  In eteaching applied statistics 
Professor Wolfgang HARDLE 
AUG 24, 11:00 a.m. 
MW527 
New developments in estimating wild animal survival 
Professor Byron J.T. MORGAN 
AUG 23, 11:00 a.m. 
MW527 
Variance stabilization & inference for a scalar parameter 
Dr. George Alastair YOUNG 
AUG 22, 11:00 a.m. 
MW527 
Current developments in statistical modelling of HIV disease 
Ms. Daniela De ANGELIS 
JUN 28, 10:30 a.m. 
MW527 
The IBF method: A new paradigm for bayesian computation 
Professor TAN Ming 
MAY 3, 11:00 a.m. 
MW527 
How good is the student tstatistics? 
Dr. QiMan SHAO 
ARP 27, 3:00 p.m. 
T3, Meng Wah Complex 
Estimating HIV incidence using dates of both HIV and aids diagnoses 
Dr. Jisheng CUI 
APR 12, 4:00 p.m. 
MW527 
Two algorithm for reliability of a linear consecutivekoutofrfromn: F system 
Dr. HAN, Qing 
APR 12, 4:00 p.m. 
MW527 
The probability of ruin on a class of renewal risk processes model 
Dr. WANG Rongming 
APR 12, 4:00 p.m. 
MW527 
On existence & uniqueness of invariant probability measure for uniformly elliptic diffusion with jumps 
Professor ZHANG Xinsheng 
APR 10, 10:00 a.m. 
MW527 
Supertails in risk theory 
Professor Dimitrios G. KONSTANTINIDES 
MAR 22, 4:00 p.m. 
MW527 
Estimation for nonstationary boolean models 
Dr. CHIU Sung Nok 
MAR 8, 11:00 a.m. 
MW527 
Testing exponentiality against the class of life distributions 
Professor Norbert HENZE 
JAN 10, 11:00 a.m. 
MW527 
Tests based on spacings & their duality with chisquare testing 
Professor S. Rao JAMMALAMADAKA 
JAN 4, 2:00 p.m. 
MW527 
Statistical models for evaluating antibody response as a correlate of protection 
Dr. CHAN Siufung, Ivan 
2000 
DEC 7, 10:30 a.m. 
MW527 
Type 2 VDR and center similar distributions 
Professor Z.H. YANG 
NOV 16, 10:30 a.m. 
MW527 
Maturity mismatches & asset correlation in credit derivatives 
Dr. HUI Chohoi 
NOV 9, 10:30 a.m. 
MW527 
Single observation unbiased priors 
Professor XiaoLi MENG 
SEP 29, 11:30 a.m. 
MW527 
Single observation unbiased priors 
Dr. Liang Peng 
SEP 5, 11:00 a.m. 
MW527 
An overview on the fundamental theorem of asset pricing 
Professor JiaAn YAN 
AUG 25, 11:00 a.m. 
MW527 
Business risk vs financial risk. Which comes first? (Optimal dynamic portfolio selection & dividend distribution policy for a corporation with controllable risk.) 
Professor Michael I. TAKSAR 
AUG 18, 11:00 a.m. 
MW527 
Two theoretical ideas about the design of life products 
Dr. WU Lan 
JUL 12, 3:00 p.m. 
MW527 
Ruin probabilities for large claims 
Professor Chun SU 
JUN 15, 3:00 p.m. 
MW527 
Robust automatic smoothing for discontinuous regression functions 
Dr. Thomas C.M. LEE 
JUN 8, 10:30 a.m. 
MW527 
Global handling of industrial risks 
Mr. Arthur CHARPENTIER 
APR 8, 9:30 a.m. 
MW527 
Recent developments in spectral analysis of large dimensional sample covariance matrices 
Professor Z.D. BAI 
MAR 30, 11:00 a.m. 
MW527 
Markov chain marginal bootstrap 
Professor Xuming HE 
MAR 23, 11:00 a.m. 
MW527 
Rank estimation of transformation models 
Dr. CHEN Songnian 
FEB 24, 10:30 a.m. 
MW527 
Semiselfdecomposability and semiselfsimilarity 
Professor Mako MAEJIMA 
FEB 23, 4:00 p.m. 
MW527 
Extremes and stochastic volatility models in finance 
Professor Paul EMBRECHTS 
FEB 10, 11:00 a.m. 
MW527 
Estimation of regression parameters with left truncated data 
Professor Shuyuan HE 
JAN 20, 10:30 a.m. 
MW527 
Dimension reduction by canonical correlation analysis 
Miss LIU Li 
JAN 13, 10:30 a.m. 
MW527 
Optimal designs for spatially correlated data 
Dr. Barbara CHAN 
1999 
DEC 9, 10:30 a.m. 
MW527 
The effects of taxes on a speculative market 
Dr. Shunlong LUO 
NOV 4, 10:30 a.m. 
MW527 
Actuarial mathematical model of multistage survival 
Professor Jinglong WANG 
OCT 28, 10:30 a.m. 
MW527 
Comparing subsurvival functions in a competing risks model 
Professor Subhash C. KOCHAR 
OCT 20, 2:00 p.m. 
MW527 
Statistical inference for truncated dirichlet distribution with applications to misclassification & experimental design 
Dr. Guoliang TIAN 
OCT 14, 10:30 a.m. 
MW527 
Generalized continuous threshold autoregression with fast leastsquare estimation algorithm 
Dr. Samuel PoShing WONG 
SEP 28, 3:00 p.m. 
MW527 
Robust inference for bivariate point processes 
Dr. Edmund T.M. NG 
SEP 23, 10:30 a.m. 
MW527 
Testing inequality hypothesis 
Professor Jinde WANG 





