CUHK Department of Statistics Newsletter

The Virtual Symposium on Statistics and Risk Management 2021 was held on 10-11 December 2021 via ZOOM. It aimed to bring together scholars and researchers to present state-of-the-art research topics in statistics and risk management in order to facilitate the exchange of ideas.

More than 100 participants from local and overseas institutions attended the virtual symposium, and 10 invited speakers shared their research output in statistics and risk management. Prof. Song Xinyuan, Department Chair, delivered the welcome speech and introduced the invited speakers at the opening ceremony.

Invited Talks on 10 December 2021

Speaker	Title
Ian McKeague Columbia University	Empirical Likelihood Based Inference for Functional Means with Application to Wearable Device Data
Xiaotong Shen University of Minnesota	Inference for a Large Directed Graphical Model with Interventions
Peter Song University of Michigan	Developing Adaptive Metrics with Relevant Questions from a Questionnaire via Best Subset Algorithms
Wenyang Zhang University of York	A Synthetic Regression Model for Large Portfolio Allocation
Hongtu Zhu University of North Carolina at Chapel Hill	Challenges in Biobank-scale Brain Imaging Genetics

Invited Talks on 11 December 2021

Speaker	Title
Jeff Adie NVIDIA Corporation	Modelling The Earth for Future Climate Risks
Simon Kwok The University of Sydney	A Consistent and Robust Test for Autocorrelated Jump Occurrences
Nicolas Privault Nanyang Technological University	Berry-Esseen Bounds for Functionals of Independent Random Variables
Hiroshi Shiraishi Keio University	Time Series Quantile Regressions by using Random Forest
Jae Kyung Woo UNSW Sydney	Optimal Relativities, Profitability, and Efficiency in a Modified Bonus-Malus System