STAT_RM2011 - Teaching Staff and their research interests...

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Unformatted text preview: Teaching Staff and their research interests Dr. K.C. Cheung BSc, PhD HK, ASA Actuarial Science; Dependence Structures; Stochastic Orders; Risk Measures Dr. Y.K. Chung BSc, MPhil CUHK, PhD HK Bioinformatics; Protein Modelling; Forensic Statistics; Monte Carlo Simulation Prof. Tony W.K. Fung BSocSc HK; MSc Lond; PhD HK; DIC Statistical Diagnostics and Robustness; Longitudinal Data Analysis; DNA Fingerprinting and Forensic Statistics; Statistical Genomics; Credibility Theory Dr. C.W. Kwan BSc, PhD HK Influential observations; Multivariate statistics; Nonlinear random model Dr. Eddy K.F. Lam BA St. Thomas; MA New Brunswick; PhD HK Multivariate Survival Analysis; Semiparametric Regression; Medical Statistics Prof. Stephen M.S. Lee BA, PhD Cantab Bootstrap; Resampling Methods; Statistical Theory: Asymptotics and Applications Dr. Guodong Li BSc, MSc Peking; PhD HK Time Series Analysis; Financial Econometrics; Financial Risk Management Prof. W.K. Li BSc, MA York; PhD W Ont 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 Dr. Louis F.K. Ng BA HK; MSc Br Col; PhD Tor; FSA, FCIA, CFA Asset Liability Management; Enterprise Risk Management; Insurance Pricing Models; Pension Projection Models; Regression Analysis Enquiries Prof. 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. Bachelor of Science in Dr. Gary G. Tian BSc Hunan Normal; MSc Wuhan; PhD Chinese Acad of Sc Missing data problems; Constrained parameter models; Variable selection; Sample surveys with sensitive questions; Biostatistics Statistics Dr. Raymond W.L. Wong BSc, MPhil CUHK; MA, PhD Pittsburgh; ASA Actuarial Science; Errors-in-variables Regression Models; Monte Carlo Simulations; Robustness Studies and Applications of Asymptotic Theory Bachelor of Science in Prof. Hailiang Yang BSc Inner Mongolia; MMath Waterloo; PhD Alberta; ASA Actuarial Science; Insurance Risk Models; Mathematical Finance Risk Management Dr. Jianfeng Yao BSc, MSc, PhD Paris XI Random matrix theory and high-dimensional data analysis: large sample covariance matrices, high-dimensional estimation and testing; Inference for stochastic processes: nonlinear time series and Markov-switching processes; Image analysis and understanding using Markovian spatial models: image segmentation, motion analysis and tracking Dr. Guosheng Yin MA Temple; MSc N Carolina; PhD N Carolina Bayesian Adaptive Designs, Clinical Trials and Drug Development, Survival Analysis, Cancer Research FACULTY OF SCIENCE THE UNIVERSITY OF HONG KONG Dr. Philip L.H. Yu BSc, PhD HK Data Mining and Machine Learning; Ranking Methods; Financial Data Mining; Risk Management; Environmental Statistics Prof. K.C. Yuen BSc, MSc, PhD Calgary; ASA Insurance Risk Modelling; Financial Risk Analysis; Survival Analysis Dr. Zhiqiang Zhang BSc E China Normal, PhD HK Time Series Analysis; Extreme Value Theory; Insurance Risk Modelling General enquiries please contact: Department of Statistics and Actuarial Science Tel: 2859 2466 Fax: 2858 9041 Email: [email protected] or visit the Departmental web page at http://www.hku.hk/statistics Printed in July 2011 Dr. Eric C.K. Cheung BSc HK; MMath, PhD Waterloo; ASA Insurance Risk Theory; Ruin Theory; Aggregate Claims; Queueing Theory Programme Structure Students admitted to the BSc degree may choose to major or minor in Statistics and/or Risk Management, and/or minor in Actuarial Studies. They may in addition major or minor in an option available in the Faculties of Science, Arts, Business and Economics, Education and Social Sciences, among others. In particular, the Minor in Actuarial Studies offered by the Faculty of Science makes a good choice for students majoring in Statistics or Risk Management. Major in Statistics The Department of Statistics and Actuarial Science, established in 1967, is one of the largest statistics departments in the Far East region. It serves the University and the disciplines of Statistics and Actuarial Science through the interrelated functions of teaching, consultation and research. The department’s teaching and learning is featured by (1) a BSc degree majoring in (i) Statistics or (ii) Risk Management, (2) a BSc(Actuarial Science) degree, (3) a Master of Statistics degree by course work, and (4) research postgraduate degrees of MPhil and PhD. The Department of Statistics and Actuarial Science is the ideal department to provide students with solid training in probability and statistics --- the subjects that underpin the study of statistics, risk management and actuarial science. Through selective courses in the University, particularly in the Faculties of Science, Business and Economics, and Social Sciences, our students can acquire good exposures to mathematics, life sciences, economics, finance, accounting, business, sociology, psychology, computer science and other disciplines. The Major in Statistics curriculum centres on the study of statistics, a scientific discipline characterized by the development and applications of analytic and quantitative tools which involve logical thinking, problem formulation, probability reasoning and intensive data analyses. The programme aims to equip students with powerful mathematical, analytic and computational skills, which are in great demand in practical areas where data are obtained for the purpose of finding information in support of decision making. It prepares the students with a strong background in statistical concepts, and provides broad and solid training in applied statistical methodologies. The curriculum is constantly revised to meet a steadily rising demand for specialist statisticians or quantitative analysts in government, business, finance, industry, as well as in research and teaching in local and overseas institutions. 2. Advanced level courses (48 credits) STAT2301, STAT3301, STAT3302 & STAT3304 Plus at least four courses from Lists A and B, among which at least one course from List A: List A: List B: Students must take at least one of the following forms of extraordinary learning experience to fulfill the experiential learning requirement: • STAT2318 The world is rife with uncertainty. Decisions are often made in spite of incomplete data, imperfect knowledge and random variation. Statistics is the study of such variability and uncertainty by developing and applying analytic and quantitative tools which involve logical thinking, problem formulation, probability reasoning and intensive data analyses. Statistics appears in almost all areas of science, business, research, and wherever data are obtained for the purpose of finding information in support of decision making. Statistics has been described as the generic science of making conclusions in the presence of uncertainty. Our programmes cater for students with good mathematics background and are designed to meet a steadily rising demand for specialist statisticians or risk analysts in government, industry, finance and in research and teaching in local and/or overseas institutions. Students interested in our programmes may take either Statistics or Risk Management as their major, and major or minor in a second subject. They may, in particular, minor in Actuarial Studies, which makes a good combination with their major discipline. Given the expanding use of data in all realms of the society, we encourage students from all fields to consider pursuing either a major or minor in Statistics or Risk Management. We have students who are double majors in various fields of application, and minors from a wide range of departments across campus. A minor in Statistics or Risk Management can be an excellent complement to a degree in another field. plus at least one course from: STAT1303, STAT1304, STAT1323 Directed studies in statistics • STAT3319 Statistics project (12 credits) • STAT3988 Statistics internship • STAT3989 Essential IT skills for statistical and risk analysts (non-credit bearing) • SCNC2005 Career development for science students • Exchange programme via HKU World Wide Exchange Programme (1 semester or 1 year) • Any other activities determined by the Faculty to conform to the spirit of experiential learning experience 1. Introductory level courses (18 credits) Aims and Features STAT2305, STAT2306, STAT2307, STAT2308, STAT2312, STAT2313, STAT3306, STAT3811 3. Experiential learning requirement (6 credits)* Required courses (72 credits) STAT1301 & STAT1302 STAT2302, STAT2303, STAT2304, STAT3316, STAT3317 * If the extra-ordinary learning experience is fulfilled by non-credit bearing activities, students must take an additional 6-credit advanced level statistics course (STAT2XXX or STAT3XXX or STAT6XXX level) Course Title STAT0301 STAT0302 STAT1301 STAT1302 STAT1303 STAT1304 STAT1306 STAT1323 STAT1801 STAT2301 STAT2302 STAT2303 STAT2304 STAT2305 STAT2306 STAT2307 STAT2308 STAT2309 STAT2310 STAT2311 STAT2312 STAT2313 Elementary Statistical Methods Business Statistics Probability and Statistics I Probability and Statistics II Data Management Design and Analysis of Sample Surveys Introductory Statistics Introduction to Demographic and Socio-economic Statistics Probability and Statistics: Foundations of Actuarial Science Linear Statistical Analysis Statistical Inference Probability Modelling Design and Analysis of Experiments Quality Control and Management Business Logistics Statistics in Clinical Medicine & Bio-medical Research Statistical Genetics The Statistics of Investment Risk Risk Management and Insurance Computer-aided Data Analysis Data Mining Marketing Engineering STAT2314 STAT2315 STAT2318 STAT3301 STAT3302 STAT3303 STAT3304 STAT3306 STAT3316 STAT3317 STAT3319 STAT3320 STAT3321 STAT3322 STAT2801 STAT2805 STAT2807 STAT2812 STAT3810 STAT3811 STAT3821 STAT3988 STAT3989 Business Forecasting Practical Mathematics for Investment Directed Studies in Statistics Time-series Analysis Multivariate Data Analysis Derivatives and Risk Management Computer-aided Statistical Modelling Selected Topics in Statistics Advanced Probability Computational Statistics Statistics Project Risk Management and Basel Accords in Banking and Finance Credit Risk Analysis Market Risk Analysis Life Contingencies Credibility Theory and Loss Distributions Corporate Finance for Actuarial Science Financial Economics I Risk Theory Survival Analysis Financial Economics II Statistics Internship Essential IT skills for statistical and risk analysts Programme Structure Students admitted to the BSc degree may choose to major or minor in Statistics and/or Risk Management, and/or minor in Actuarial Studies. They may in addition major or minor in an option available in the Faculties of Science, Arts, Business and Economics, Education and Social Sciences, among others. In particular, the Minor in Actuarial Studies offered by the Faculty of Science makes a good choice for students majoring in Statistics or Risk Management. Major in Statistics The Department of Statistics and Actuarial Science, established in 1967, is one of the largest statistics departments in the Far East region. It serves the University and the disciplines of Statistics and Actuarial Science through the interrelated functions of teaching, consultation and research. The department’s teaching and learning is featured by (1) a BSc degree majoring in (i) Statistics or (ii) Risk Management, (2) a BSc(Actuarial Science) degree, (3) a Master of Statistics degree by course work, and (4) research postgraduate degrees of MPhil and PhD. The Department of Statistics and Actuarial Science is the ideal department to provide students with solid training in probability and statistics --- the subjects that underpin the study of statistics, risk management and actuarial science. Through selective courses in the University, particularly in the Faculties of Science, Business and Economics, and Social Sciences, our students can acquire good exposures to mathematics, life sciences, economics, finance, accounting, business, sociology, psychology, computer science and other disciplines. The Major in Statistics curriculum centres on the study of statistics, a scientific discipline characterized by the development and applications of analytic and quantitative tools which involve logical thinking, problem formulation, probability reasoning and intensive data analyses. The programme aims to equip students with powerful mathematical, analytic and computational skills, which are in great demand in practical areas where data are obtained for the purpose of finding information in support of decision making. It prepares the students with a strong background in statistical concepts, and provides broad and solid training in applied statistical methodologies. The curriculum is constantly revised to meet a steadily rising demand for specialist statisticians or quantitative analysts in government, business, finance, industry, as well as in research and teaching in local and overseas institutions. 2. Advanced level courses (48 credits) STAT2301, STAT3301, STAT3302 & STAT3304 Plus at least four courses from Lists A and B, among which at least one course from List A: List A: List B: Students must take at least one of the following forms of extraordinary learning experience to fulfill the experiential learning requirement: • STAT2318 The world is rife with uncertainty. Decisions are often made in spite of incomplete data, imperfect knowledge and random variation. Statistics is the study of such variability and uncertainty by developing and applying analytic and quantitative tools which involve logical thinking, problem formulation, probability reasoning and intensive data analyses. Statistics appears in almost all areas of science, business, research, and wherever data are obtained for the purpose of finding information in support of decision making. Statistics has been described as the generic science of making conclusions in the presence of uncertainty. Our programmes cater for students with good mathematics background and are designed to meet a steadily rising demand for specialist statisticians or risk analysts in government, industry, finance and in research and teaching in local and/or overseas institutions. Students interested in our programmes may take either Statistics or Risk Management as their major, and major or minor in a second subject. They may, in particular, minor in Actuarial Studies, which makes a good combination with their major discipline. Given the expanding use of data in all realms of the society, we encourage students from all fields to consider pursuing either a major or minor in Statistics or Risk Management. We have students who are double majors in various fields of application, and minors from a wide range of departments across campus. A minor in Statistics or Risk Management can be an excellent complement to a degree in another field. plus at least one course from: STAT1303, STAT1304, STAT1323 Directed studies in statistics • STAT3319 Statistics project (12 credits) • STAT3988 Statistics internship • STAT3989 Essential IT skills for statistical and risk analysts (non-credit bearing) • SCNC2005 Career development for science students • Exchange programme via HKU World Wide Exchange Programme (1 semester or 1 year) • Any other activities determined by the Faculty to conform to the spirit of experiential learning experience 1. Introductory level courses (18 credits) Aims and Features STAT2305, STAT2306, STAT2307, STAT2308, STAT2312, STAT2313, STAT3306, STAT3811 3. Experiential learning requirement (6 credits)* Required courses (72 credits) STAT1301 & STAT1302 STAT2302, STAT2303, STAT2304, STAT3316, STAT3317 * If the extra-ordinary learning experience is fulfilled by non-credit bearing activities, students must take an additional 6-credit advanced level statistics course (STAT2XXX or STAT3XXX or STAT6XXX level) Course Title STAT0301 STAT0302 STAT1301 STAT1302 STAT1303 STAT1304 STAT1306 STAT1323 STAT1801 STAT2301 STAT2302 STAT2303 STAT2304 STAT2305 STAT2306 STAT2307 STAT2308 STAT2309 STAT2310 STAT2311 STAT2312 STAT2313 Elementary Statistical Methods Business Statistics Probability and Statistics I Probability and Statistics II Data Management Design and Analysis of Sample Surveys Introductory Statistics Introduction to Demographic and Socio-economic Statistics Probability and Statistics: Foundations of Actuarial Science Linear Statistical Analysis Statistical Inference Probability Modelling Design and Analysis of Experiments Quality Control and Management Business Logistics Statistics in Clinical Medicine & Bio-medical Research Statistical Genetics The Statistics of Investment Risk Risk Management and Insurance Computer-aided Data Analysis Data Mining Marketing Engineering STAT2314 STAT2315 STAT2318 STAT3301 STAT3302 STAT3303 STAT3304 STAT3306 STAT3316 STAT3317 STAT3319 STAT3320 STAT3321 STAT3322 STAT2801 STAT2805 STAT2807 STAT2812 STAT3810 STAT3811 STAT3821 STAT3988 STAT3989 Business Forecasting Practical Mathematics for Investment Directed Studies in Statistics Time-series Analysis Multivariate Data Analysis Derivatives and Risk Management Computer-aided Statistical Modelling Selected Topics in Statistics Advanced Probability Computational Statistics Statistics Project Risk Management and Basel Accords in Banking and Finance Credit Risk Analysis Market Risk Analysis Life Contingencies Credibility Theory and Loss Distributions Corporate Finance for Actuarial Science Financial Economics I Risk Theory Survival Analysis Financial Economics II Statistics Internship Essential IT skills for statistical and risk analysts Major in Risk Management The Risk Management curriculum at the University of Hong Kong aims to provide students with the skills and expertise to enable them to acquire the theory and methodology behind the scientific process of risk management, with application to actuarial science, finance and other areas of interest. It is designed to provide solid training in the concepts of the risk management process, statistical models and methods of risk management, and good risk management practice. Core courses in the curriculum emphasize fundamental concepts and nature of risk assessment, risk management and governance from different standpoints while elective courses provide either training in specific Risk Management disciplines or an extension of knowledge aiming to give students more modeling, technical and analytical skills in risk management, including discrete-time models in finance, stochastic calculus with financial applications, and financial time series modeling. Through participating in experiential learning activities including research-based projects, industrial internships and overseas exchanges, students could enhance their knowledge in risk management and exposure in managing risk in practice, and improve their thinking and communication skills. Minor Options 3. Experiential learning requirement (6 credits)* Students must take at least one of the following forms of extraordinary learning experience to fulfill the experiential learning requirement: • STAT2318 Directed studies in statistics • STAT3319 Statistics project (12 credits) • STAT3988 Statistics internship • STAT3989 Essential IT skills for statistical and risk analysts (non-credit bearing) • SCNC2005 Career development for science students • Exchange programme via HKU World Wide Exchange Programme (1 semester or 1 year) • Any other activities determined by the Faculty to conform to the spirit of experiential learning experience * If the extra-ordinary learning experience is fulfilled by non-credit bearing a...
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