Recently Funded Projects

To promote a culture of pursuing high quality research

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
Dr Zhi Chen GRF Robust Mechanism Design with Limited Information 881,067
Dr William Chung GRF Multiple Column Generation Algorithms for Variational Inequalities 688,832
Dr 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
Dr 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
Dr 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
Dr Yimin Yu GRF Dynamic Pricing with Consumer Habituation 469,839

2021

Principal Investigator Grant Type Project Title Award Amount (in HK$, unless stated otherwise)
Dr Gavin Feng GRF Textual Analysis of Corporate Bond Market 693,824
Dr 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
Dr 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
Dr Simon Trimborn ECS Network Structure Identification in Large-Scale Financial Systems 581,658
Dr 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
Dr 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
Dr 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
Dr Venus Lo ECS Multi-Stage Assortment Optimization for an Omnichannel Retailer 460,000
Dr 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)
Dr 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
Dr Stephen Shum GRF Dynamic Sourcing Management with Quality Uncertainty and Consumer Learning 530,985
Dr Yimin Yu GRF Robust Salesforce Compensation with Inventory Considerations 385,200

Funded projects 2014-2017