Financial Engineering Laboratory

Overview

The Financial Engineering Laboratory (FEL) of the Department of Systems Engineering and Engineering Management, CUHK, is devoted to teaching and research on quantitative and qualitative analyses of financial markets using mathematical, statistical and computational models.

Hong Kong is a world financial center. The development in her financial market is, therefore, a key factor to the success of the city. In the FEL, theoretical as well as practical financial issues, such as portfolio selection, financial risk assessment, asset liability management, stochastic control, pricing models and computational methods are studied. For this purpose, sophisticated and systematic methods based on state-of-the-art and state-of-the-practice technologies are used.

Research

  Risk assessment and management
  Asset/liability management
  Multi period portfolio selection
  Stock index tracking
  Financial information management
  AI-based chaotic prediction for financial engineering

People

  Prof. Xiaoqiang Cai
  Prof. Kai-Pui Lam
  Prof. Wai Lam
  Prof. Helen Meng
  Prof. David Yao
  Prof. Jerome Yen
  Prof. Jeffrey Yu
  Prof. Shuzhong Zhang
  Prof. Xun Yu Zhou