RGC Senior Research Fellow Scheme

Biography

Professor in Department of Information Systems, Business Statistics & Operations Management and Department of Finance at The Hong Kong University of Science and Technology
Research focuses on the interfaces between cutting-edge problems in statistics, econometrics and finance
SRFS project — to perform rigorous and comprehensive statistical learning for more accurate risk measurements and forecasting. In addition, we will construct a high-quality risk database that will provide researchers and the public with risk measurements and forecasts of various forms and themes.
Awards and Honours:
- RGC Senior Research Fellow (2023)
- National Natural Science Foundation of China Excellent Young Scientist (2019)
- Elected Fellow, the Society for Financial Econometrics (2017)

Project Title

Financial Big Data for Risks

Award Citation

This award recognizes Prof Li Yingying’s fundamental and highly influential contributions to the developments in methodology and theory in financial big data, particularly high-frequency and high-dimensional financial data. The proposed research focuses on measuring, forecasting and reporting risks in the financial market, which helps in strengthening Hong Kong’s position as a global financial center.