Recently Funded Projects
To promote a culture of pursuing high quality research
2023
| Principal Investigator | Grant Type | Project Title | Award Amount (in HK$, unless stated otherwise) |
|---|---|---|---|
| Prof Gavin Feng | GRF | Time-Varying Coefficient Modeling for Factor Selection in Asset Pricing | 514,901 |
| Prof Hanwei Li | GRF | Demand Estimation and Price Optimization for Substitutable Products | 307,036 |
| Prof Menglong Li | GRF | S-Convexity and Market Equilibrium | 493,647 |
| Prof Guangwu Liu | GRF | Adaptive Sampling Methods for Ranking and Estimation Problems | 779,652 |
2022
| Principal Investigator | Grant Type | Project Title | Award Amount (in HK$, unless stated otherwise) |
|---|---|---|---|
| Prof Frank Chen | GRF | Multi-Product Procurement Decisions: Feature-Based Substitution, Data-Driven and Preference Learning | 860,044 |
| Prof Zhi Chen | GRF | Robust Mechanism Design with Limited Information | 881,067 |
| Prof William Chung | GRF | Multiple Column Generation Algorithms for Variational Inequalities | 688,832 |
| Prof Gavin Feng | NSFC | Capital Market Opening and Risk Management: Evidence from Mainland-Hong Kong Stock Connect | RMB 300,000 |
| Prof Pengfei Guo | GRF | Optimal Control of Antibiotic Usage: Managing Patients' Expectation and Doctors’ Prescribing Behavior | 648,019 |
| Prof Jingyu He | GRF | Regression Tree for Portfolio Optimization and Imbalanced Data | 499,701 |
| Prof David Li | GRF | Robust Dynamic Pricing for Multiple Perishable Products | 686,841 |
| Prof Venus Lo | GRF | Challenges of Order Fulfilment for an Omnichannel Retailer | 310,571 |
| Prof Alan Wan | GRF | Addressing the Massive Data Challenge with Distributed Inference for U-Statistics-Based Empirical Risk Minimization | 500,836 |
| Prof Alan Wan | NSFC | 大数据下U-ERM分布式估计理论与方法研究 Research on U-ERM Distributed Estimation Theory and Methods in the Face of Big Data |
RMB 450,000 |
| Prof Yimin Yu | GRF | Dynamic Pricing with Consumer Habituation | 469,839 |
2021
| Principal Investigator | Grant Type | Project Title | Award Amount (in HK$, unless stated otherwise) |
|---|---|---|---|
| Prof Gavin Feng | GRF | Textual Analysis of Corporate Bond Market | 693,824 |
| Prof Jingyu He | ECS | XBART: A Novel Tree-Based Machine Learning Framework for Regression, Classification and Treatment Effect Estimation | 415,100 |
| Prof Guangwu Liu | NSFC | Financial Systemic Risk Measures Based on Monte Carlo Simulation: Theory and Methods | 1,185,561 |
| Prof Guangwu Liu | GRF | Simulation Methods for Sensitivities of Expectations with Nested Discontinuity | 543,993 |
| Prof Ye Lu | GRF | An Approximation Scheme for a Class of Operations Management Problem with an O(TK) Performance Bound | 636,993 |
| Prof Zhankun Sun | GRF | Investigation of Fast-Track Routing Decisions and Its Impact in Hospital Emergency Departments | 555,933 |
| Prof Stephen Shum | GRF | Supply Chain Management Under Consumer Panic Buying and Hoarding | 661,977 |
| Prof Simon Trimborn | ECS | Network Structure Identification in Large-Scale Financial Systems | 581,658 |
| Prof Jianfu Wang | GRF | Information Technology and Routing Policies in Open-Shop Healthcare Systems | 283,993 |
| Prof Houmin Yan | GRF | Stochastic and Dynamic Click-Through and Sell-Through Optimization: A Machine Learning and Optimal Control Approach | 444,693 |
| Prof Zhixin Zhou | ECS | Sparse Bipartite Graphs: Concentration, Regularization and Applications | 359,104 |
2020
| Principal Investigator | Grant Type | Project Title | Award Amount (in HK$, unless stated otherwise) |
|---|---|---|---|
| Prof Frank Chen | GRF | New and Short-life-cycle Product Procurement Decisions: Machine Learning and Risk Control | 580,004 |
| Prof Zhi Chen | ECS | The Hurwicz Criterion for Data-Driven Decision-Making under Uncertainty | 599,000 |
| Prof David Li | GRF | Online Assortment Planning with Ranking-based Choice Models | 536,000 |
| Prof Guangwu Liu | GRF | Machine Learning Methods for Portfolio Risk Measurement | 750,656 |
| Prof Venus Lo | ECS | Multi-Stage Assortment Optimization for an Omnichannel Retailer | 460,000 |
| Prof Zhankun Sun | GRF | Investigation of Patient Prioritization Behaviors in Hospital Emergency Departments | 651,380 |
2019
| Principal Investigator | Grant Type | Project Title | Award Amount (in HK$, unless stated otherwise) |
|---|---|---|---|
| Prof Frank Chen | GRF | On Demand Estimation and Newsvendor Ordering Decisions under Stockout-based Substitution | 492,954 |
| Prof Kevin Chiang | GRF | Managing Product Differentiation and Cannibalization with Con-textual and Temporal Price-Quality Effects | 192,808 |
| Prof Alan Wan | GRF | Statistical Inference After Model Averaging | 420,000 |
| Prof Alan Wan | NSFC | 模型平均方法在计量经济学和统计学中的新研究 New developments of model averaging in Econometrics and Statistics |
RMB 500,000 |
2018
| Principal Investigator | Grant Type | Project Title | Award Amount (in HK$, unless stated otherwise) |
|---|---|---|---|
| Prof Gavin Feng | ECS | A Deep-Learning Approach in Asset-Pricing Anomalies | 373,349 |
| Prof David Li | GRF | Robust Dual Sourcing with Two Spot Market Supplies | 449,100 |
| Prof Guangwu Liu | GRF | Measuring the performance of simulation metamodel | 446,231 |
| Prof Stephen Shum | GRF | Dynamic Sourcing Management with Quality Uncertainty and Consumer Learning | 530,985 |
| Prof Yimin Yu | GRF | Robust Salesforce Compensation with Inventory Considerations | 385,200 |