Research Grants – HY Wong

2025-2029:
Data-driven Cross Market Systemic Risk Analytics with Behavioral Considerations. NSFC/RGC Joint Research Scheme (JRS). Amount: HK$1,202,341 (Hong Kong PI); Mainland China PI: Prof Shushang Zhu / Sun Yat-sen University. Amount: RMB1,000,000.
2024-2026:
Exploration in Dual: Reinforcement learning for intertemporal utility maximization. General Research Fund (GRF). Research Grant Council of Hong Kong. Amount: HK$748,049 (PI).
2023-2024:
Robust Duality with Optimal Stopping. General Research Fund (GRF). Research Grant Council of Hong Kong. Amount: HK$371,500 (PI).
2023-:
Stochastic Control with Pandemic Risk: Modeling, Learning and Decision Making. General Research Fund (GRF). Research Grant Council of Hong Kong. Amount: HK$600,000 (Co-I). The PI is Dr. Chen Kexin.
2022-2022:
High performance GPU computing system, CUHK Academic Equipment Grant. Amount: HK$1,159,000 (PI).
2021-:
High-performing Computation in Statistical Learning, Artificial Intelligence and Their Applications. Research Matching Grant Scheme (RMG), Research Grant Council of Hong Kong. Amount: HK$9,999,951 (PI).
2016-2018:
High Dimensional Dynamic Portfolio Selection. General Research Fund (GRF), Research Grant Council of Hong Kong. Amount: HK$462,521 (PI).
2011-2015:
Application and Theories of Cointegration Dynamics for Financial Mathematics. General Research Fund (GRF), Research Grant Council of Hong Kong. Amount: HK$893,228 + 20,000 (top-up from CUHK) (PI).
2010-2012:
FFT Network for Interest Rate Derivatives under Levy Processes, Direct Grant of Research of CUHK. Amount: HK$50,000 (PI).
2009-2011:
Optimal Target Return Funds Strategies, Direct Grant of Research of CUHK. Amount: HK$60,000 (PI).
2008-2011:
American Option Pricing under CEV, General Research Fund (GRF), Research Grant Council of Hong Kong. Amount: HK$293,700 + 20,000 (top-up from CUHK) (PI).
2006-2009:
Embedded Options in Insurance Contracts with Stochastic Interest Rate and Volatility, Competitive Earmarked Research Grant (GRF), Research Grant Council of Hong Kong. Amount: HK$250,000 (PI).
2004-2005:
Valuing General American Style Options with Sub-replication and Replenishing Premium Approach, Direct Grant of Research of CUHK. Amount: HK$100,000 (PI).
2003-2006:
A Structural Model of Credit Migrations, Competitive Earmarked Research Grant (GRF), Research Grant Council of Hong Kong. Amount: HK$300,000 (PI).
2002-2003:
Resilience Indicators — Measures of an Economy’s Ability to Withstand Financial Shocks, The Hong Kong Monetary Authority. Amount: HK$400,000. (CI). The PI is Prof. Chan, Ngai Hang.
2002-2003:
A Model of Credit Migration, Direct Grant of Research of CUHK. Amount: HK$148, 000. (PI)
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