Name Card
Professor Li, Wai Keung 李偉強
Title:
Professor: Chair of Statistics
Professor: Chair of Statistics
Professor (Non-Clinical)
Department:
Faculty:
Contact Information
Professor Li, Wai Keung 李偉強
Title:
Professor: Chair of Statistics
Professor: Chair of Statistics
Professor (Non-Clinical)
Department:
Faculty:
Curriculum Vitae:
Research Interests:(click to check for cognate researchers)
- Semiparametric time series models
- Time series model diagnostic checks
- Value at risk problems
- Time series modelling of financial data (including chaos and Granger causality problems)
- Threshold autoregressive models
- Long memory time series models
- Autoregressive conditional duration models
- Stochastic volatility models
- Stochastic hydrology and climatology
- Nonstationary/nonlinear time series with GARCH errors
- Modelling of multiple time series
Also Cited As:
Lee, Wai K
Professional Qualifications
| Year | Awarding Institution | Qualification |
|---|---|---|
| 1975 | York University, Canada | B.Sc. (First class with Distinction) in Mathematics |
| 1976 | York University, Canada | M.A. in Mathematics |
| 1981 | University of Western Ontario | Ph.D. in Statistics |
Honours, Awards & Prizes
| Awardees | Award Date | Honours / Awards / Prizes | Category |
|---|---|---|---|
| 2003-08-01 | Fellow, American Statistical Association | Research Achievement | |
| 2001-06-01 | HKU Outstanding Researcher Award | Research Achievement | |
| 2000-05-01 | Outstanding Research Student Supervisor Award, University of Hong Kong, 1999-2000 | Research Achievement | |
| 2006-08-01 | Fellow, Institute of Mathematical Statistics | Research Achievement | |
| 2009-03-01 | Honorary Member, Hong Kong Statistical Society | Others | |
| 2009-06-01 | Long Service Award for over 25 years of service, University of Hong Kong | Others | |
| 2003-09-01 | Croucher Foundation Senior Research Fellow | Research Achievement | |
| 2009-08-01 | Outstanding Service Award, International Chinese Statistical Association | Others | |
| 1991-06-01 | Elected Member, International Statistical Institute | Research Achievement |
Professional Societies
| Term Period | Position | Professional Societies |
|---|---|---|
| 05/2006 | Fellow (elected) | Institute of Mathematical Statistics |
| 08/2003 | Fellow (elected) | American Statistical Association |
| 06/1991 | Member by Election | International Statistical Institute |
| 03/2009 | Honorary Fellow | Hong Kong Statistical Society |
Media Contact Directory
Area of Expertise:
| Area of Expertise (EN) | Area of Expertise (ZH) |
|---|---|
| Risk management and financial time series | 金融時間序列 |
| Environmental statistics | 環境統計 |
Spoken Languages:
| Spoken Language(s) (EN) | Spoken Language(s) (ZH) |
|---|---|
| English, Cantonese | 英語、粵語 |
Written Languages:
| Written Language(s) (EN) | Written Language(s) (ZH) |
|---|---|
| English, Chinese | 英文、中文 |
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