CHEN, Kani
PhD Columbia University
Program Director, Professor, MATH
3426
(852) 2358 7425
makchen@ust.hk
http://www.math.ust.hk/~makchen/
  • Survival Analysis
  • Sequential Analysis
  • Financial Data Analysis
  • Empirical Process
  • Stochastic Modeling
  • Missing Data and EM Algorithm
  • MAFS 6000 - Capstone Project in Financial Mathematics
  • MAFS 6001 - Capstone Project in Financial Mathematics II

Faculty

JING, Bingyi
荊炳義
PhD University of Sydney
Professor, MATH
3437
(852) 2358 7458
majing@ust.hk
http://www.math.ust.hk/~majing/
  • Machine Learning & Data Mining
  • Network Data Analysis
  • Financial Econometrics
  • Probability and Statistics
  • MAFS 5010 - Stochastic Calculus
KWOK, Yue Kuen
郭宇權
PhD Brown University
Professor, MATH
3445
(852) 2358 7418
maykwok@ust.hk
http://www.math.ust.hk/~maykwok
  • Financial Mathematics
  • Derivatives Pricing and Credit Risk Modeling
  • MAFS 5030 - Quantitative Modeling of Derivatives Securities
  • MAFS 5220 - Quantitative Risk Management
  • MAFS 5250 - Computational Methods for Pricing Structured Products
LING, Shiqing
凌仕卿
PhD University of Hong Kong
Professor, MATH
3460
(852) 2358 7459
maling@ust.hk
http://www.math.ust.hk/~maling/
  • Large Sample Theory
  • Empirical Processes
  • Nonstationary Time Series
  • Nonlinear Time Series
  • Long Memory Time Series
  • Econometrics
  • MAFS 5130 - Quantitative Analysis of Financial Time Series
PALOMAR, P. Daniel

PhD Technical University of Catalonia;
Fulbright Scholar at Princeton University

Professor, IDEA-ECE
2398
(852)23587060
(852)23581485
palomar@ust.hk
https://www.danielppalomar.com/
  • Big data
  • Financial econometrics
  • Financial risk management
  • Optimization
  • Signal processing
  • MAFS 5310 - Portfolio Optimization with R
WU, Lixin
吳立昕
PhD University of California, Los Angeles
Professor, MATH
3449
(852) 2358 7435
malwu@ust.hk
http://www.math.ust.hk/~malwu
  • Fixed-Income and Credit Derivatives Modeling
  • Financial Mathematics
  • MAFS 5040 - Quantitative Methods for Fixed-Income Instruments
YANG, Can
楊燦
PhD Hong Kong University of Science and Technology
Associate Professor, MATH
3482
23587462
macyang@ust.hk
https://www.math.ust.hk/people/faculty/profile/macyang/
  • Data Science with Statistical Machine Learning
  • Computer Age Statistical Inference
  • Empirical Bayes and Scalable algorithm
  • Statistical Genetics and Genomics
  • MAFS5340 - Machine Learning and its Applications
YAO, Yuan
姚遠
PhD University of California at Berkeley
Associate Professor, MATH
3430
23587461
yuany@ust.hk
https://www.math.ust.hk/people/faculty/profile/yuany/
  • Topological & geometric methods in data analysis
  • Statistical machine learning
  • Applications in computer and life sciences
  • MAFS6010U - Artificial Intelligence in Finance
LEUNG, Chi Man

PhD Hong Kong University of Science and Technology

Lecturer, MATH
3446
(852) 2358 8571
chimanleung@ust.hk
  • Real Options Game Model
  • Signaling Game and its Application in Finance
  • Numerical Algorithm Development for Stochastic Control and Derivative Pricing
  • MAFS 5020 - Advanced Probability and Statistics
  • MAFS 5140 - Statistical Methods in Quantitative Finance
yu-chi-wai
YU, Chi Wai
余智偉
PhD University of British Columbia
Lecturer, MATH
3433
(852) 2358 7429
macwyu@ust.hk
  • Robust Statistical Methods
  • Empirical Likelihood Inference
  • Deep Learning
  • Statistical Decision Theory
  • Survival Analysis
  • Financial Data Analysis
  • MAFS 5110 - Advanced Data Analysis with Statistical Programming

Industrial Instructor

BAIN, Thomas
MBA Columbia University
 
Professor of Science Practice in Financial Mathematics
baintr@mac.com
  • Fixed Income Securities
  • Financial Markets and Institutions
  • Global Banking Regulations and Policies
  • Leadership Advisory
  • Summer Camp
CHOU, Hongsong
周鸿松
PhD Harvard University
Professor of Science Practice in Financial Mathematics
mahchou@ust.hk
  • Mathematical Market Microstructure 
  • Trading Behavior Modeling
  • Financial Data Processing.
  • MAFS 5270 - Mathematical Market Microstructure
  • MAFS 5360 - Computing for Finance in Python 
GUO, Yves
郭志毅
PhD Ecole Centrale Paris
Professor of Science Practice in Financial Mathematics
mayguo@ust.hk
  • Financial Derivatives Markets
  • Stochastic Modeling
  • Structured Products - Design, Pricing and Hedging
  • Banking Practice
  • MAFS 5330 - Structured Products: Analysis and Pricing
KAY, LH Rose
MBA University of Chicago
Associate Professor of Science Practice in Financial Mathematics
markay@ust.hk
  • International Equity and Debt Capital Markets
  • Equity Derivatives
  • China Financial Markets
  • MAFS 5280 - Financial Markets in Hong Kong and China
LEE, Fai Man Christopher
李輝敏
MBA University of California, Berkeley
Associate Professor of Science Practice in Financial Mathematics
maclee@ust.hk; clee@faa-co.com
  • Financial Markets and Institutions
  • Structured Products and Solutions 
  • Hedge Funds, Private Equity and Corporate Governance
  • Summer Camp
LEI, Zhibin James
雷志斌
PhD Brown University
Adjunct Professor
zblei@ust.hk
  • Fintech
  • Blockchain
  • Artificial Intelligence
  • Big Data
 
SHUM, Chung Dak
岑松德
PhD University of California, Los Angeles
Associate Professor of Science Practice in Financial Mathematics
5378
(852) 2358 8789
cdshum@ust.hk
  • Computational Finance
  • Financial Data Modeling
  • Risk Management Systems
  • MAFS 5240 - Software Development with C++ for Quantitative Finance
  • Summer Camp
WONG, Chak Kei Jack
王澤基
PhD Oxford University
Professor of Science Practice in Financial Mathematics
chakkeiwong@ust.hk
  • Quantitative and Statistical Risk Analysis
  • Machine Learning and Fintech
  • Financial Data Mining
  • Credit Valuation Adjustment and Funding
  • MAFS 6010Y - Reinforcement Learning with Financial Applications
WU, Shanle

PhD, London School of Economics and Political Science

Associate Professor of Science Practice in Financial Mathematics
shanlewu@ust.hk
  • Quantitative investment strategy
  • Portfolio risk management
  • MAFS 5210 - Mathematical Models of Investment
ZHANG, Z. James
PhD University of California Davis
Adjunct Associate Professor, FINA
james.zhang@ust.hk
https://www.bm.ust.hk/fina/faculty/directory/finajzhang
  • Technology Venture Capital
  • Entrepreneurship
  • MAFS 6010X - Entrepreneurship and Venture Capital

Administrative Staff

ZHONG, Yingqin (Leanne)

PhD National University of Singapore

Program Manager
3461
(852) 3469 2616
malzhong@ust.hk
 
 
NG, Ankie
Program Officer
3453
(852) 2358 7465
maankie@ust.hk