Program Director
CHEN, Kani
陳卡你
PhD Columbia University
Program Director
Professor
MATH
(852) 2358 7425
makchen@ust.hk
Room 3426
WEB
Research / Interest
- Survival Analysis
- Sequential Analysis
- Financial Data Analysis
- Empirical Process
- Stochastic Modeling
- Missing Data and EM Algorithm
Course
- MAFS 6010A - Decentralized Finance
- MAFS 6010D - Financial Innovations in Web 3.0
- MAFS 6000/6001 - Capstone Project in Financial Mathematics (I/II)
Faculty
DENG, Shuoqing
鄧碩青
PhD Universite Paris Dauphine
Assistant Professor
MATH
(852) 2358 7423
masdeng@ust.hk
Room 3485
WEB
Research / Interest
- Applied probability
- Financial mathematics
- Stochastic control
- Stochastic modeling
Course
- MAFS 5010 - Stochastic Calculus
Research / Interest
- Machine Learning & Data Mining
- Network Data Analysis
- Financial Econometrics
- Probability and Statistics
Research / Interest
- Financial Mathematics
- Derivatives Pricing and Credit Risk Modeling
LEUNG, Chi Man
梁熾文
PhD Hong Kong University of Science and Technology
Lecturer
MATH
(852) 2358 8571
chimanleung@ust.hk
Room 3446
Research / Interest
- Real Options Game Model
- Signaling Game and its Application in Finance
- Numerical Algorithm Development for Stochastic Control and Derivative Pricing
Course
- MAFS 5140 - Statistical Methods in Quantitative Finance
LING, Shiqing
凌仕卿
PhD University of Hong Kong
Professor
MATH
(852) 2358 7459
maling@ust.hk
Room 3460
WEB
Research / Interest
- Large Sample Theory
- Empirical Processes
- Nonstationary Time Series
- Nonlinear Time Series
- Long Memory Time Series
- Econometrics
Course
- MAFS 5130 - Quantitative Analysis of Financial Time Series
PALOMAR, P. Daniel
PhD Technical University of Catalonia;
Fulbright Scholar at Princeton University
Professor
IDEA-ECE
(852)23587060
(852)23581485
palomar@ust.hk
Room 2398
WEB
Research / Interest
- Big data
- Financial econometrics
- Financial risk management
- Optimization
- Signal processing
Course
- MAFS 5310 - Portfolio Optimization with R
PAN, Baoqian (Kris)
潘寶乾
PhD Hong Kong University of Science and Technology
Associate Professor of Business Education / Senior Lecturer
ISOM
(852)23587729
ismtpbq@ust.hk
Room LSK5041
WEB
Research / Interest
- Bayesian analysis
- Cluster analysis
- Nonparametric regression
- Data analytics
- Survival analysis
Course
- MAFS 5020 - Advanced Probability and Statistics
WU, Lixin
吳立昕
PhD University of California, Los Angeles
Professor
MATH
(852) 2358 7435
malwu@ust.hk
Room 3427
WEB
Research / Interest
- Fixed-Income and Credit Derivatives Modeling
- Financial Mathematics
Course
- MAFS 5040 - Quantitative Methods for Fixed-Income Instruments
YANG, Can
楊燦
PhD Hong Kong University of Science and Technology
Associate Professor
MATH
23587462
macyang@ust.hk
Room 3482
WEB
Research / Interest
- Data Science with Statistical Machine Learning
- Computer Age Statistical Inference
- Empirical Bayes and Scalable algorithm
- Statistical Genetics and Genomics
Course
- MAFS5340 - Machine Learning and its Applications
YAO, Yuan
姚遠
PhD University of California at Berkeley
Associate Professor
MATH
23587461
yuany@ust.hk
Room 3430
WEB
Research / Interest
- Topological & geometric methods in data analysis
- Statistical machine learning
- Applications in computer and life sciences
Course
- MAFS6010Z - Artificial Intelligence in Fintech
YU, Chi Wai
余智偉
PhD University of British Columbia
Lecturer
MATH
(852) 2358 7429
macwyu@ust.hk
Room 3433
Research / Interest
- Robust Statistical Methods
- Empirical Likelihood Inference
- Deep Learning
- Statistical Decision Theory
- Survival Analysis
- Financial Data Analysis
Industrial Instructor
Research / Interest
- Fixed Income Securities
- Financial Markets and Institutions
- Global Banking Regulations and Policies
- Leadership Advisory
Course
- Summer Bootcamp
Research / Interest
- Mathematical Market Microstructure
- Trading Behavior Modeling
- Financial Data Processing.
Course
- MAFS 5270 - Mathematical Market Microstructure
- MAFS 5360 - Computing for Finance in Python
Research / Interest
- Financial Derivatives Markets
- Stochastic Modeling
- Structured Products - Design, Pricing and Hedging
- Banking Practice
Course
- MAFS 5330 - Structured Products: Analysis and Pricing
KAY, LH Rose
紀鷺禧
MBA University of Chicago
Associate Professor of Science Practice
MATH
Research / Interest
- International Equity and Debt Capital Markets
- Equity Derivatives
- China Financial Markets
Course
- 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
MATH
Research / Interest
- Financial Markets and Institutions
- Structured Products and Solutions
- Hedge Funds, Private Equity and Corporate Governance
Course
- Summer Bootcamp
Research / Interest
- Fintech
- Blockchain
- Artificial Intelligence
- Big Data
Course
- MAFS6010C - Introduction to Blockchain Technology
SHUM, Chung Dak
岑松德
PhD University of California, Los Angeles
Associate Professor of Science Practice
MATH
(852) 2358 8789
cdshum@ust.hk
Room 5378
Research / Interest
- Computational Finance
- Financial Data Modeling
- Risk Management Systems
Course
- MAFS 5240 - Software Development with C++ for Quantitative Finance
- Summer Bootcamp
Research / Interest
- Quantitative and Statistical Risk Analysis
- Machine Learning and Fintech
- Financial Data Mining
- Credit Valuation Adjustment and Funding
Course
- MAFS 5370 - Reinforcement Learning with Financial Applications
WANG, Jingjing
王晶晶
PhD Hong Kong University of Science and Technology
Course Instructor
Research / Interest
- Stochastic control model for R&D race
- Mergers and Acquisitions
Course
- MAFS 5030 - Quantitative Modeling of Derivatives Securities
WU, Shanle
吳山樂
PhD, London School of Economics and Political Science
Associate Professor of Science Practice
MATH
Research / Interest
- Quantitative investment strategy
- Portfolio risk management
Course
- MAFS 5210 - Mathematical Models of Investment
ZHANG, Z. James
PhD University of California Davis
Associate Professor of Science Practice
MATH
Research / Interest
- Technology Venture Capital
- Entrepreneurship
Course
- MAFS 5380 - Entrepreneurship in Fintech
Administrative Staff
ZHONG, Yingqin (Leanne)
PhD National University of Singapore
Program Manager
(852) 3469 2616
malzhong@ust.hk
Room 3461
