Projects per year
Personal profile
Personal profile
B.Sc. (First class with Distinction) in Mathematics,
York University, Canada (1975)
M.A. in Mathematics, York University, Canada (1976)
Ph.D. in Statistics, University of Western Ontario (1981)
Elected Member, International Statistical Institute (1991)
Elected Fellow, American Statistical Association (2003)
Elected Fellow, Institute of Mathematical Statistics (2006)
Honorary Member, Hong Kong Statistical Society, conferred March, 2009
Outstanding Service Award, International Chinese Statistical Association, conferred August, 2009
Emeritus Professor, Univeristy of Hong Kong, conferred May, 2020.
Distinguished Author,Journal of Time Series Analysis, conferred June, 2020.
Research interests
Time Series Analysis;
Financial Econometrics;
Financial Risk Management;
Big Data Analytics;
Environmetrics;
Stochastic Processes with Applications to Hydrology and Climatology;
Extreme Value Theory;
Spatial Statistics;
Sampling Methods
Teaching Interests
Time Series Analysis;
Financial Econometrics;
Financial Risk Management;
Statistical Inference;
Statisitcal Learning;
Elementary Statistics;
General Education on Statistical Thinking.
Professional information
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Dive into the research topics where Wai Keung 李偉強 LI is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Projects
- 1 Finished
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Statistical Inferences for Possibly Nonstationary and Nonlinear Time Series Models with a Hysteretic (Buffered) Structure
LI, W. K., Dr., P. Y. & Dr., G. L.
01/09/17 → 28/02/21
Project: Research project
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An alternative nonparametric tail risk measure
LAW, K. K. F., LI, W. K. & YU, L. H. P., 2021, In: Quantitative Finance. 21, 4, p. 685-696Research output: Contribution to journal › Articles › peer-review
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A new test for tail index with application to Danish fire loss data
WONG, T. S. T. & LI, W. K., 21 Jul 2021, (E-pub ahead of print) In: Journal of Statistical Computation and Simulation.Research output: Contribution to journal › Articles › peer-review
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New HSIC-based tests for independence between two stationary multivariate time series
WANG, G., LI, W. K. & ZHU, K., Jan 2021, In: Statistica Sinica. 31, 1, p. 269-300Research output: Contribution to journal › Articles › peer-review
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Project-based learning via competition for data science students
YU, L. H. P. & LI, W. K., 2021, In: Harvard Data Science Review. 3, 1Research output: Contribution to journal › Articles › peer-review
Open Access -
An empirical evaluation of large dynamic covariance models in portfolio value-at-risk estimation
LAW, K., LI, W. K. & YU, L. H. P., Jun 2020, In: Journal of Risk Model Validation. 14, 2, p. 21-39Research output: Contribution to journal › Articles › peer-review