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:

                   Quantitative Finance

                   Risk Management

                   Time Series Analysis

                   Computational Statistics

Selected Publications:

1. 1.  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,” submitted.
3. 2.  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.
5. 3.  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.
6. 
   4.  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.
    
7. 5.  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.
    
8. 6.  Altman, E.I., Chan, N.H. and Wong, S.P. (2007) “Credit Scoring via Altman Z-Score, ” to appear in The Encyclopedia of Quantitative Risk Assessment, Wiley.
    
9. 7.  Wong, S.P. (2007) “Credit Value-at-Risk,” to appear in The Encyclopedia of Quantitative Risk Assessment, Wiley.
    
10. 8.  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. 9.  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. 10.  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.

14. 11. 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.

16. 12.  Lai, T.L. and Wong, S.P. (2004) “Valuation of American Options via Basis Functions.” IEEE Transactions on Automatic Control, Vol. 49, 3, 374-385.
     
17. 13. 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:

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,” the 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. 

Dec. 2005     “Bayesian Estimation of Levy-Driven CARMA Model via Poisson Calculus” the 5th Asian Conference on Statistical Computing  (IascAsian05), The University of Hong Kong, Hong Kong.

Aug. 2005    “A Recipe for Pricing Bermudan Option that is Contingent on more than one Asset,” Risk Management Seminar organized by the ACI - Financial Markets Association of Hong Kong (ACIHK) and the Professional Risk Managers International Association (PRMIA).

Nov. 2005    “Fast Bayesian Implementation of Hierarchical Mixtures of Experts and Stochastic Neural Networks,” the 3rd IASC world conference on Computational Statistics & Data Analysis, Cyprus.