Faculty
HO, Kwok Wah
Name HO, Kwok Wah
Position Lecturer
Email kwho [at] sta.cuhk.edu.hk
Phone Number 3943 7943
Fax Number 2603 5188
Address LSB 116
Homepage http://www.sta.cuhk.edu.hk/kwho/
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Academic Background
PhD in Operations Management (HKUST)
MPhil in Mathematics (HKUST)
BSc in Mathematics (HKUST)
BBA in Finance (HKUST)

Research Interest
Financial Risk Management
Bayesian Statistics
Statistical Computing

Selected Publications:

  1. Level-Crossing Probabilities and First-Passage Times for Linear Processes (with Gopal K.Basak). Published in Advances in Applied Probability 36, 643-666 (2004).
  2. Flexible Modelling of Random Effects in Linear Mixed Models — a Bayesian approach (with Hu, Inchi). Published in Computational Statistics and Data Analysis 52 (3), 1347-1361 (2008).
  3. Comparison of 4 Functional indexes in Psoriatic Arthritis with axial or peripheral disease subgroups using Rasch analyses (with Leung Y. Y., Tam L. S., Kun E. W., Li E. K.). Published in Journal of Rheumatology 35 (8), 1613-1621 (2008).
  4. Evaluation of the CASPAR criteria for Psoriatic Arthritis in Chinese (with Leung Y. Y., Tam L. S., Lau R. W. H., Li T. K., Zhu T. Y., Kun E. W., Li E. K.). Published in Rheumatology 49 (2010), p. 112-115.
  5. A Matching Prior for Extreme Quantile Estimation of the Generalized Pareto Distribution. Published in Journal of Statistical Planning and Inference 140 (2010) p.1513-1518.
  6. Testing scaling assumptions, reliability and validity of medical outcomes study short-form 36 health survey in psoriatic arthritis ( with Leung Y. Y., Tam L. S., Zhu T. Y., Kun E. W., Li E. K.). Published in Rheumatology 49 (2010), p. 1495-1501.
  7. Evaluation of spinal mobility measurements in predicting axial psoriatic arthritis (with Leung YY, Tam LS, Zhu TY, Kwok LW, Li TK, Kun EW, Li EK.). Published in Clinical Rheumatology. 30 (2011), p. 1157-62.
  8. Construct validity of the modified numeric rating scale of patient global assessment in psoriatic arthritis (with Leung YY, Zhu TY, Tam LS, Kun EW, Li EK). Published in Journal of Rheumatology. 39 (4), p. 844-8 (2012).
  9. Option Pricing with Markov Switching (with Fuh, Cheng-Der, Hu, Inchi, Wang, Ren-Her). Published in Journal of Data Science v.10, no.3, p.511-535 (2012).
  10. On the use of Jeffreys priors for the Student-t distribution. Published in Journal of Statistical Computation and Simulation Vol. 82, no. 7, 1015-1021 (2012).
  11. Predictors of functional deterioration in Chinese patients with Psoriatic arthritis: a longitudinal study (with Leung YY, Li EK, Li M, Kwok LW, Wong PC, Li TK, Zhu TY, Kun EW).  Published in BMC Musculoskeletal Disorders 15 (1), 284
  12. Stress testing correlation matrix: a maximum empirical likelihood approach.  Online published in Journal of Statistical Computation and Simulation.

 

Refereed Proceeding Article:
  1. RJMCMC Algorithm for Multivariate Gaussian Mixtures with Applications in Linear Mixed Effects Models (Joint work with Inchi Hu and Zhihua Zhang) in Proceedings of the 20th International Workshop on Statistical Modelling, 247-254 (2005)

Teaching

2019-20 Term 1:
STAT2001A/B: Basic Concepts in Statistics and Probability I
UGEB2491: Perspectives in Risk Management and Modern Society
RMSC5002: Principles of Risk Management

2019-20 Term 2:
STAT3001: Foundation of Financial and Managerial Statistics
STAT3011: Workshop on Data Analysis and Statistical Computing
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