E-mail:      

Phone:       (852) 2609-7942

Fax:           (852) 2603-5188

Address:    Dept. of Stat., CUHK, Shatin, N.T., Hong Kong.

Education: 

                   PhD in Statistics (Stanford)

                   M.Phil. in Statistics (HKU)

                   B.Sc. in Mathematics (HKU)

Research Interest:

                   Risk Management

                   Bio-Statistics

                   Data Mining

                   Mixed Effects Model

Selected Publications:

1. 1. Lam, H.S., Wong, S.P., Liu, F.Y.B., Wong, H.L., T.F., Fok and P.C., Ng (2009) “Attitudes to Neonatal Intensive Care Treatment of Preterm Infants with High Risk of Developing Long-Term Disabilities,” Pediatrics, 123(6):1501-8.

   2. Lai, T.L. and Wong, S.P. (2008) “Statistical Models for the Basel II Internal Ratings-Based Approach to Measuring Credit Risk of Retail Products,” Statistics and Its Interface 1, 229-241.

   3. Altman, E.I., Chan, N.H. and Wong, S.P. (2008) “Credit scoring via Altman Z-Score,” Encyclopedia of Quantitative Risk Assessment, Melnick, E., and Everitt, B. (eds). John Wiley & Sons Ltd. 412-415

   4. Wong, S.P. (2008). “Credit Value-at-Risk,” Encyclopedia of Quantitative Risk Assessment, Melnick, E., and Everitt, B. (eds). John Wiley & Sons Ltd. 416-419.

   5. Ng, P.C., Lam, C.W.K., Lee, C.H.., Chan, I.H.S., Wong, S.P. and Fok, T.F. (2008) “Suppression and Recovery of Hypothalamic Function after High-Dose Corticosteroid Treatment in Preterm Infants,” Neonatology, 94:170-175.

   6. Ng, P.C., Lee, C.H., Tam, B.S.M., Wong, S.P., Lam, S.H., Kwok, A.K.H. and Fok, T.F. (2008) “Transient Increase in Intraocular Pressure during a Dose-Tapering Regime of Systemic Dexamethasone in Preterm Infants,” Ophthalmology, 115(5):e7-14.

   7. Ng., P.C., Tam, B.S.M., Lee, C.H., Wong, S.P., Lam, H.S., Kwok, A.K.H. and Fok, T.F. (2008) “A Longitudinal Study to Establish the Normative Value and to Evaluate Perinatal Factors Affecting the Intraocular Pressure in Preterm Infants,’’ Investigative Ophthalmology & Visual Science, 49(1):87-92.

   8. Ng, P.C., Lee, C.H., Tam, B.S.M., Wong, S.P., Lam, S.H., Kwok, A.K.H. and Fok, T.F. (2008) “Transient Increase in Intraocular Pressure during a Dose-Tapering Regime of Systemic Dexamethasone in Preterm Infants,” Ophthalmology, in press.

   9. Ng, P.C., Lee, C.H., Wong, S.P., Lam, S.H., Liu, F.Y.B., So, K.W., Lee, C.Y. and Fok, T.F. (2007) “High-Dose Oral Erythromycin Decreased the Incidence of Parenteral Nutrition-Associated Cholestasis (PNAC) in Preterm Infants with Gastrointestinal Dysmotility: A Randomized Double-blind Controlled Study,” Gastroenterology, 132 (5):1726-39..

   10. Lai, T.L. and Wong, S.P. (2006) “Combining Domain Knowledge and Statistical Models in Time Series Analysis.” IMS Lecture Notes–Monograph Series: Time Series and Related Topics, Vol. 52, 193–209..

   11. Lai, T.L., Shih, M.C. and Wong, S.P. (2006) “A New Approach to Modeling Covariate Effects and Individualization in Population Pharmacokinetic.” Journal of Pharmacokinetics and Pharmacodynamic, 33, 1, 49 - 74.

   12. Lai, T.L., Shih, M.C. and Wong, S.P. (2006) “Flexible Modeling of Fixed and Random Effects in Generalized Mixed Models for Longitudinal Data.” Biometrics. 62, 1, 159-167.

   13. Bodoff, D. and Wong, S.P. (2006) “Documents and Queries as Random Variables: History and Implication.” Journal of American Society for Information Science and Technology, 57, 9, 1138-1154.

   14. Lai, T.L. and Wong, S.P. (2004) “Valuation of American Options via Basis Functions.” IEEE Transactions on Automatic Control, Vol. 49, 3, p.374-385.

   15. Lai, T.L. and Wong, S.P. (2001) “Stochastic Neural Networks with Applications to Nonlinear Time Series.” Journal of American Statistical Association, 96, 968-981.

Recent Presentations:

Jun. 2009    “Empirical Bayes Modeling of Default Probabilities and Loss Given Default in Credit Risk Management,” The International Chinese Statistical Association, Applied Statistics Symposium, San Francisco, U.S.A.

Jan. 2009    “Credit Risk Modeling via Empirical Bayes Markov Chain Models.” The Conference on Statistical Models and Methods in Quantitative Finance and Related Topics, Institute of Statistics, Academia Sinica, Taiwan.

Jan. 2009    “Statistical Methods for Basel II ---Approach to Measuring Credit Risk of Retail Product” International Conference on Mathematics of Finance and Related Applications, University of Hong Kong.

Aug. 2008   “Retail Credit Risk Modelling via Empirical Bayes Markov Chain Models”. Credit Research Center, Business School, University of Edinburgh, U.K.

Aug. 2008   “Retail Credit Risk Modelling via Empirical Bayes Markov Chain Models”. School of Management, University of Southampton, U.K.

Dec. 2007    “Statistical Methods for Basel II — Approach to Measuring Credit Risk of Retail Product,” International Conference on Mathematics of Finance and Related Applications, The University of Hong Kong.

July 2007    “Credibility Ratemaking via Some New Developments in Generalized Mixed Models,” 11th International Congress on Insurance: Mathematics and Economics, Athens, Greece.

Oct. 2006    “A Recipe for Pricing Bermudan Option that is Contingent on more than one Asset,” GARP’s 3rd Asia Pacific Convention 2006 in Hong Kong

July 2006    “A Numerical Solution of Ruin Probability of Erlang(2) Risk Processes with Constant Interest Force,” 2006 International Symposium on Financial Engineering and Risk Management, Xiamen, China.