Biography (只提供英文版)
- 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 (只提供英文版)
- Financial Big Data for Risks
赞词
该奖项表彰李莹莹教授在金融大数据的方法论和理论发展中,特别是在高频和高维金融数据方面,做出的基础性和高度影响力的贡献。拟议的研究侧重于估计、预测和报告金融市场中的风险,有助于加强香港作为全球金融中心的地位。