Research Grants – HY Wong

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)