Student BIOS


PhD in Environmental Science, Policy and Management - 2017

MSc in Risk Management Science, CUHK
BBA in Finance and Operations Management, HKUST

Supervisor:  Prof. SO Mike K P       Co-Supervisor: Prof. LAU Alexis

Research Topic  
Spatial Extreme Analysis
Extreme Value Theory, Max-stable Process, Environmental Risk Assessment

Capturing the spatio-extreme dependency, the joint probability that an extreme disaster happens among several locations, is of high interest to policy makers and environmental risk managers since plans of resource allocation for disasters are all based on this information. Max-stable Process, a spatial application of Extreme Value Theory, is frequently used for this propose. However, estimating Max-stable Process is extremely difficult due to its clumsy structure and much computational power is involved. For our research, we would like to introduce a new estimation method of the Max-stable process so that the statistical efficiency and computational efficiency can be balanced. Several environmental applications are demonstrated to show the effectiveness of my method.

Journal Publication
M.K.P. So, R.S.W. Chung (2015) Statistical inference for conditional quantiles in nonlinear time series models. Journal of Econometrics, Forthcoming.
Title Date Length Type and Location
Bayesian Randomized Response Technique 2013-08-28 15 minutes Contributed Paper, 59th ISI World Statistics Congress, Hong Kong
Conditional Quantile Estimation in Heteroskedastic Time Series Models 2013-12-21 15 minutes Contributed Paper, The Ninth ICSA International Conference
Modeling Extreme with Regular Variation Framework 2014-05-16 30 minutes Department qualifying exam oral defense
Bayesian Randomized Response Technique 2014-07-03 15 minutes Contributed Paper, The 3rd Institute of Mathematical Statistics APRM
Teaching Assistant
Semester Course Code Course Title Class Size
2012-13 Spring ENVR 3410 Economics for Environmental Policy and Management 30
2013-14 Spring ENVR 5260 Environmental Policy and Management 20
2014-15 Fall ENVR 3420 Environmental Law and Regulations 40
2014-15 Spring ENVR 5290 Climate Change: Science, Policy and Management 20
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