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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Collaborations and top research areas from the last five years
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On the Multiple-Regime Hysteretic (Buffered) Time Series Models
YU, L. H. P. (PI), LI,, G. (CoI) & LI, W. K. (CoI)
01/01/25 → 31/12/27
Project: Research project
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Statistical Inferences for Possibly Nonstationary and Nonlinear Time Series Models with a Hysteretic (Buffered) Structure
LI, W. K. (PI), Dr., P. Y. (CoI) & Dr., G. L. (CoI)
01/09/17 → 28/02/21
Project: Research project
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A data-analytical framework for the early detection of at-risk students in higher education
DONG, C., YIP, J.C.-K., LING, M. H. A., KWAN, L. Y. J., YU, L. H. P., LEE, K. L. A., YEUNG, S. S., LEUNG, P. W. P., YU, K. W. E., CHENG, E. C. K., TSUI, K. T., CHENG, M. H. M., LEE, C. K. J. & LI, W. K., 2026, Exploring innovations in educational technology: The ICEIT’25 collection: Advancing knowledge and practice. VENTURA, M. D. & ZHAN, Z. (eds.). Singapore: Springer, p. 17-29Research output: Chapter in Book/Report/Conference proceeding › Chapters
1 Link opens in a new tab Citation (Scopus) -
Portmanteau tests for functional weak white noise: Spherical autocorrelation and bootstrap approximation
MIAO, Y., LI, M. & LI, W. K., Jul 2026, (E-pub ahead of print) In: Journal of Time Series Analysis.Research output: Contribution to journal › Articles › peer-review
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A data-analytic approach to early detection of at-risk students in higher education
YIP, J.C.-K., DONG, C., LING, M. H. A., KWAN, L. Y. J., YU, L. H. P., CHENG, M. H. M., LEE, C. K. J. & LI, W. K., 2025, 2025 the 7th International Conference on Computer Science and Technologies in Education (CSTE 2025). USA: IEEE, p. 228-232Research output: Chapter in Book/Report/Conference proceeding › Chapters
1 Link opens in a new tab Citation (Scopus) -
Application of a deep learning algorithm for the diagnosis of HCC
YU, L. H. P., CHIU, K.W.-H., LU, J., LUI, G. C. S., ZHOU, J., CHENG, H.-M., MAO, X., WU, J., SHEN, X.-P., KWOK, K. M., KAN, W. K., HO, Y. C., CHAN, H. T., XIAO, P., MAK, L.-Y., TSUI, V. W. M., HUI, C., LAM, P. M., DENG, Z. & GUO, J. & 7 others, , 2025, In: JHEP Reports. 7, 101219.Research output: Contribution to journal › Articles › peer-review
Open Access20 Link opens in a new tab Citations (Scopus) -
Is there a future for stochastic modeling in business and industry in the era of machine learning and artificial intelligence?
RUGGERI, F., BANKS, D., CLEVELAND, W. S., FISHER, N. I., ESCOBAR-ANEL, M., GIUDICI, P., RAFFINETTI, E., HOERL, R. W., LIN, D. K. J., KENETT, R. S., LI, W. K., YU, L. H. P., POGGI, J. M., REIS, M. S., SAPORTA, G., SECCHI, P., SEN, R., STELAND, A. & ZHANG, Z., 2025, In: Applied Stochastic Models in Business and Industry. 41, e70004.Research output: Contribution to journal › Articles › peer-review
Open Access5 Link opens in a new tab Citations (Scopus)