Dr. Philip L. H. Yu

Associate professor
Department of Statistics and Actuarial Science, The University of Hong Kong
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Contact me if you are interested in joining our research team.

 

 

Current Research Students

 

Mr. XU Hang
徐航

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Ranking data; Nonparametrics; Change-point poblem
 

Mr. LU Renjie
陸人傑

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  Statistical trading; Sparse trading; Deep learning
 

Ms. ZHENG Xiaolin
鄭曉琳

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  EM and MM algorithms; Truncated Discrete data (Co-supervisor; Dr. G.L. Tian is Primary supervisor)
 

Mr. TANG Yaohua
湯耀華

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  Statistical NLP; Deep learning
 

Mr. HAN Yongli Justin
韓永立

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Kelly criterion; Higher order asymptotic; Portfolio selection
  

Ms. WANG Xiaohang Anita
王小航

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  Dimension reduction for 2D data; Modeling high dimensional realized volatility matrix
 

Dr. ZHU Yuanyuan Edith
朱淵遠

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  Generalized pivotal quantity; Portfolio selection
     

Miss TING Ka Wai Jessica
丁嘉慧

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    Risk management; Stress testing
       

 

Technical Team Members

   Mr. Kenny C. K. Chan
陳志強
  PORTimizer development; Mobile application
  Mr.  Qian Zhao Zhi
錢照之
 

Developed R package rankdist.

He is now studying MSc degree in the U.S.