Name Card
Emeritus Professor Li, Wai Keung 李偉強
Title:
Emeritus Professor
Department:
Faculty:
Teaching List, Current
| Term | Code | Class | Title |
|---|---|---|---|
| 2018 S2 | CCST9039 | 2A | Statistics and Our Society |
| 2018 S2 | STAT1600 | 2B | Statistics: ideas and concepts |
| 2018 S1 | STAT1600 | 1A | Statistics: ideas and concepts |
Supervision of Research Postgraduate Students
| Status | Thesis Title | Field of Study | Student |
|---|---|---|---|
| TESTING ERROR DISTRIBUTION IN VARIOUS MULTIVARIATE TIME SERIES MODELS | Time Series Analysis/ Statistical Learning and Data Mining/ High Dimensional Statistics | 2020 Phd Luo Donghang | |
| STATISTICAL INFERENCE FOR AUTOREGRESSIVE TIME SERIES MODELS | Time Series Analysis | 2018 Phd Wang Di | |
| ON THE ESTIMATION AND TESTING OF SOME THRESHOLD MODELS | Financial & Actuarial Risk, Time Series | 2005 MPhil Zhou Xuan | |
| STATISTICAL INFERENCE FOR SOME FINANCIAL TIME SERIES MODELS WITH CONDITIONAL HETEROSCEDASTICITY | Time Series Analysis | 2001 Phd Kwan Chun Kit | |
| STATISTICAL INFERENCE OF SOME FINANCIAL TIME SERIES MODELS | Stochastic Processes / Time Series Analysis | 2004 MPhil Kwok Sai Man Simon | |
| TOPICS IN FINANCIAL TIME SERIES ANALYSIS: THEORY AND APPLICATIONS | The analysis of time series | 1997 Phd Fong Pak Wing | |
| ON SOME ISSUES IN THE MODELLING OF EXTREME OBSERVATIONS | Time Series Analysis | 2006 Phd Wong Siu Tung | |
| MARKOV CHAIN MODELS FOR RE-MANUFACTURING SYSTEMS AND CREDIT RISK MANAGEMENT | Mathematical Modeling and Computing | 2006 MPhil Li Tang | |
| ON SOME EXTENSIONS OF GENERALIZED LINEAR MODELS WITH VARYING DISPERSION | Time Series Analysis | 2007 Phd Wu Ka Yui Karl | |
| STATISTICAL INFERENCE ON SOME LONG MEMORY VOLATILITY MODELS | The Theory and Application of Statistics | 2007 Phd Li Muyi | |
| Aspects of Modelling Stochastic Volatility | Time Series Analysis | 1998 MPhil Tsang Wai Yin | |
| On Some Nonparametric and Semiparametric Approaches to Time Series Modelling | "Time Series, Multivariate Analysis, Quality Management, Econometrics " | 1995 Phd Xia Yingcun | |
| ON SOME NONLINEAR TIME SERIES MODELS AND THE LEAST ABSOLUTE DEVIATION ESTIMATION | Time Series Analysis | 2003 Phd Li Guodong | |
| A ROBUST NON-TIME SERIES APPROACH FOR VALUATION OF WEATHER DERIVATIVES AND WEATHER RISK | Applied Mathematics Pertaining to Financial Markets | 2007 Phd Friedlander Michael Arthur | |
| ON A BUFFERED CONDITIONAL VOLATILITY PROCESS | Time-series Analysis | 2011 MPhil Lo Pak Hang | |
| ON MIXED PORTMANTEAU STATISTICS FOR THE DIAGNOSTIC CHECKING OF TIME SERIES MODELS USING GAUSSIAN QUASI-MAXIMUM LIKELIHOOD APPROACH | Financial Econometrics; Financial Risk Management | 2010 MPhil Li Yuan | |
| STATISTICAL INFERENCE FOR SOME DISCRETE-VALUED TIME SERIES | Time Series Analysis, Stochastic Process, Risk Management | 2008 Phd Wang Chao | |
| "Some Topics in Longitudinal Data Analysis and Panel Time Series Models" | Longitudinal data analysis | 1999 Phd Fu Bo | |
| MODELING OF HIGH-DIMENSIONAL REALIZED VOLATILITY MATRICES WITH FINANCIAL APPLICATIONS | Time Series, Stochastic Process | 2013 Phd Shen Keren | |
| Bayes and Empirical Bayes estimation for the Panel Threshold Autoregressive Model and non-Gaussian time series | Analysis of Discrete Choice and Rank Data | 2002 MPhil Liu Ka Yee | |
| STATISTICAL INFERENCE FOR THE APGARCH AND THRESHOLD APGARCH MODELS | Time Series, Financial and Insurance Risk Management | 2008 MPhil Chen Qiming | |
| Ruin analysis of correlated aggregate claims models | Time Series Modeling of Financial and Actuarial Data | 2002 MPhil Wan Lai Mei | |
| SOME STATISTICAL TOPICS ON SEQUENTIAL DATA ASSIMILATION | Time Series Analysis | 2004 Phd Lui Chiu Sing Gilbert | |
| ON SOME NEW THRESHOLD-TYPE TIME SERIES MODELS | Stochastic Process and Stochastic Differential Equation | 2010 Phd Guan Bo | |
| MIXTURE TIME SERIES MODELS AND THEIR APPLICATIONS IN VOLATILITY ESTIMATION AND STATISTICAL ARBITRAGE TRADING | Time Series | 2006 MPhil Cheng Xixin | |
| EXTENSION OF PRICE-TREND MODELS WITH APPLICATIONS IN FINANCE | Statistical Models for Financial Data | 2003 MPhil Cheng Lap Yan | |
| SOME TOPICS IN CORRELATION STRESS TESTING AND MULTIVARIATE VOLATILITY MODELING | Risk Management | 2010 Phd Ng Fo Chun | |
| Comparison of Estimates of Autoregressive Models with Superimposed Errors | Time Series | 1998 MPhil Chong Siu Yung | |
| ON THE STATISTICAL INFERENCE OF SOME NONLINEAR TIME SERIES MODELS | Actuarial Science | 2006 MPhil Lin Zhongli | |
| SOME TOPICS IN MODEL SELECTION IN FINANCIAL TIME SERIES ANALYSIS | Financial Time Series Analysis related to risk management and volatility modelling | 1998 MPhil Wong Wing Mei | |
| STATISTICAL INFERENCE OF A THRESHOLD MODEL IN EXTREME VALUE ANALYSIS | Statistical Data / Time Series, and its Relation with Derivatives Pricing | 2010 MPhil Lee David | |
| ON SOME TOPICS IN SPATIO-TEMPORAL MODELLING | Enviornmental Risk Management | 2011 Phd Ip Ho Leung | |
| DISCRETE-TIME INSURANCE RISK MODELS WITH DEPENDENCE STRUCTURES | Time Series Analysis and Actuarial Science | 2008 Phd Wat Kam Pui | |
| ON THE LONG MEMORY AUTOREGRESSIVE CONDITIONAL DURATION MODELS | Time Series | 2010 MPhil Ma Sai Shing | |
| NONLINEAR TIME SERIES MODELING WITH APPLICATION TO FINANCE AND OTHER FIELDS | Statistical Methods | 2002 Phd Jin Shusong | |
| ROBUST METHODS AND QUANTILE INFERENCE FOR ECONOMETRIC MODELS | Statistics | 2014 Phd Zheng Yao | |
| QUANTILE INFERENCE AND BOOTSTRAPPING APPROXMIATION FOR SOME TIME SERIES MODELS | Statistics | 2014 Phd Zeng Ruochen | |
| A STUDY ON MODELING OF THE REALIZED COVARIANCE MATRICES | Statistics, Data Mining, Bootstrapping, Non-Parametric Statistics and Time Series. | 2015 MPhil Zhou Jiayuan | |
| STATISTICAL ISSUES IN TRADING AND RISK MANAGEMENT: INNOVATIONS AND APPLICATIONS | Statistics | 2016 Phd Law Ka Fai | |
| OPTIMIZATION MODELING FOR PORTFOLIO SELECTION AND BOOLEAN NETWORK PROBLEMS | Financial Mathematics, Data Mining, Credit Risk Evaluation | 2017 Phd Guo Sini |
HKU Committee Appointments
| Start Date | End Date | Committee | Category | Body |
|---|---|---|---|---|
| 1990-11-08 | 1994-06-30 | Faculty of Arts, Board of the | Such other teachers as may be appointed to the Board by the Senate | Senate |
| 1998-01-01 | 1998-12-31 | Selection of Senior Teachers, Committee for the | One teacher of the relevant Faculty Board, elected by the Board, for a period of twelve months | |
| 1997-01-01 | 1999-12-31 | Faculty of Science, Board of the | Such other teachers as may be appointed to the Board by the Senate | Senate |
| 2004-07-01 | 2007-06-30 | Faculty of Business and Economics, Board of the | Such other teachers as may be appointed to the Board by the Senate | Senate |
| 2001-07-01 | 2003-06-30 | Research and Conference Grants, Committee on | The Vice-Chairman, appointed by the Senate from among teachers for two years at a time | Senate |
| 1999-07-01 | 2000-12-31 | School of Business, Board of Studies of the | Such other teachers, including part-time teachers of the School, as the Senate may appoint to the Board. | Senate |
| 2005-03-07 | 2007-02-28 | Faculty Promotion and Tenure Panels | 2 Chair Professors or Professors outside the Faculty appointed by the USPC to each Faculty Promotion and Tenure Panel | USPC |
| 1995-07-01 | 2000-06-30 | Faculty of Social Sciences, Board of the | Readers in Faculty | |
| 2002-01-10 | 2003-03-16 | Senate | Associate Dean of each Faculty | |
| 2006-06-21 | 2007-06-30 | Faculty of Social Sciences, Board of the | Such other teachers as may be appointed to the Board by the Senate | Senate |
| 1991-01-01 | 1995-06-30 | Faculty of Social Sciences, Board of the | Senior Lecturers in Faculty | |
| 2014-07-01 | 2019-06-30 | Faculty of Science, Board of the | The teachers who are members of the Faculty and who are full-time employees of the University | |
| 1996-09-01 | 1996-12-31 | Faculty of Science, Board of the | Such other teachers as may be appointed to the Board by the Senate | Senate |
| 2000-07-01 | 2004-06-30 | Faculty of Social Sciences, Board of the | Professors in Faculty | |
| 2004-04-01 | 2006-06-30 | Board of Examination for Graduate Studies | Two teachers appointed by the Senate for two years at a time | Senate |
| 2002-03-19 | 2004-03-31 | Board of Examination for Graduate Studies | Two teachers appointed by the Senate for two years at a time | Senate |
| 1997-01-01 | 1999-12-31 | Senate | Other Heads of Teaching Department | |
| 1997-07-01 | 1999-06-30 | School of Business, Board of Studies of the | Such other teachers, including part-time teachers of the School, as the Senate may appoint to the Board. | Senate |
| 2000-07-01 | 2002-01-09 | Research and Conference Grants, Committee on | One other member (not being the Dean or Associate Dean) of each Faculty Board appointed by the Board | Social Sciences Faculty Board |
| 2007-07-01 | 2010-06-30 | Faculty of Social Sciences, Board of the | Such other teachers as may be appointed to the Board by the Senate | Senate |
| 2000-01-01 | 2000-12-31 | Selection of Senior Teachers, Committee for the | One teacher of the relevant Faculty Board, elected by the Board, for a period of twelve months | Social Sciences Faculty Board |
| 1999-01-01 | 1999-12-31 | Selection of Senior Teachers, Committee for the | One teacher of the relevant Faculty Board, elected by the Board, for a period of twelve months | Social Sciences Faculty Board |
| 2004-07-01 | 2014-06-30 | Faculty of Science, Board of the | The teachers who are members of the Faculty and who are full-time employees of the University | |
| 2003-07-01 | 2004-06-30 | Faculty of Science, Board of the | Such other teachers as may be appointed to the Board by the Senate | Senate |
| 2000-07-01 | 2003-06-30 | Faculty of Science, Board of the | Such other teachers as may be appointed to the Board by the Senate | Senate |
| 2006-07-01 | 2008-06-30 | Board of Examination for Graduate Studies | Two teachers appointed by the Senate for two years at a time | Senate |
| 2001-07-01 | 2004-06-30 | Faculty of Business and Economics, Board of the | Such other teachers as may be appointed to the Board by the Senate | Senate |
| 2000-07-01 | 2003-10-31 | Senate | Professors | |
| 1997-01-01 | 1997-12-31 | Selection of Senior Teachers, Committee for the | One teacher of the relevant Faculty Board, elected by the Board, for a period of twelve months | Social Sciences Faculty Board |
| 2002-01-10 | 2003-10-29 | University Admissions Committee | The Chairman of each Faculty Admissions Committee or his representative | |
| 2007-07-01 | 2010-06-30 | Faculty of Business and Economics, Board of the | Such other teachers as may be appointed to the Board by the Senate | Senate |
| 2000-07-01 | 2005-06-21 | Appointment of Professors and Readers, Board for the | The Professors, provided that Emeritus Professors, Honorary Professors and part-time professors shall not be members under this category | |
| 1983-09-01 | 1990-12-31 | Faculty of Social Sciences, Board of the | Lecturers in Faculty | |
| 2005-07-01 | 2007-06-30 | Research and Conference Grants, Committee on | The Vice-Chairman, appointed by the Senate from among teachers for two years at a time | Senate |
| 2003-07-01 | 2005-06-30 | Research and Conference Grants, Committee on | The Vice-Chairman, appointed by the Senate from among teachers for two years at a time | Senate |