Seminar Listing

Do Statistics Have Predictive Power for Financial and Environmental Extreme Events

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  • Friday, April 30 from 1:0 to 2:00 in Room 552; Refreshments 12:30 in Room 502
  • Abstract: The occurrence of financial and environmental extreme events can lead to substantial human and economic losses. Academics and practitioners are concerned about how to do risk assessment and to develop precautionary measures. An interesting question is whether extreme events are predictable. In this talk, we will review some historical statistics which may give us some ideas on catastrophe risk management. Specifically, we may be able to identify some statistics which are related to the occurrence of catastrophic incident. Bio: Prof. Mike SO is an Associate Professor of the Department of Information Systems, Business Statistics and Operations Management of HKUST. He devotes to excellence in research on nonlinear time series analysis, dynamic modeling of economic & financial data, Bayesian analysis, risk management and data analytics. His research findings have been published in more than 50 scholarly articles in international journals. Active in university and industry collaborations, he has served as an advisor in numerous collaborative projects with mutual funds, stock exchange and international companies in financial and data analytics areas. Currently, he is a co-regional director of the Hong Kong Chapter of Professional Risk Managers’ International Association (PRMIA). Prof. So is also a recognized professor who demonstrates outstanding dedication on teaching and learning development. He is the founding director of the Risk Management and Business Intelligence Program of HKUST, a nine-time recipient of the Best Ten Lecturers, a winner of the Franklin Prize for Teaching Excellence, a winner of the Awards for Excellence in Teaching Innovation as well as a 2009 Michael G. Gale Medalist for Distinguished Teaching.
  • Speaker: Mike K.P. So, The Hong Kong University of Science and Technology