Financial Engineering Laboratory


Hong Kong is a world financial centre. The development of its financial market is, therefore, a key factor to the success of the city. In the Financial Engineering (FE) Laboratory  theoretical as well as practical financial problems, such as portfolio selection, financial and behavioural risk assessment, asset liability management, stochastic control, pricing models and computational methods are investigated. In addition, data-driven analytical models are studied to extract critical information hidden in a huge amount of dynamically changing financial data. The FEL provides great opportunities for faculty and students to investigate various new financial issues.


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


  •   Prof. CAI, Xiaoqiang
  •   Prof. LAM, Wai
  •   Prof. YU, Xu Jeffrey