HKU Dept of Statistics & Actuarial Science, HKU
Dept of Statistics & Actuarial Science, HKU
Research Interests
Research Reports

Teaching Staff Research Interests

   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 Tony W.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. F. JIANG, PhD Rice

Semi-parametric model; Dimension reduction; Survival analysis; Bayesian decision-theoretic method; Adaptive trial design.

   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

Multivariate Survival Analysis; Semi-Parametric Regression; Medical Statistics.

   Dr. David LEE, BSc(Actuarial Science), 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.

   Professor W.K. LI, BSc, MA York; PhD W Ont; FIMS; FASA; MIS; (Hon)MHKSS

Time Series Analysis; Financial Econometrics; Environmental Modelling; Financial Risk Management; Actuarial Applications.

   Dr. Gilbert C.S. LUI, MSocSc Birm; MPhil CUHK; PhD HK

Time Series Analysis; State-space Modelling; Environmental Statistics; Financial Time Series and Econometrics.

   Professor K.W. NG, BSc CUHK; MSc Alberta; PhD Tor

Foundation of inference. Converse of Bayes' Theorem and applications. Distribution theory. Actuarial & financial risk. Applications of asymptotic theory. Multivariate analysis. Linear models. Data mining & Informatics.

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

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

   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

Bayesian adaptive designs in clinical trials; Survival analysis; Bayesian computation and methods.

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

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


Time series analysis