Bin Li
Professor / Associate Chair – Actuarial Science
Contact Information:
Bin Li
Research interests
Stochastic control (dynamic optimization) problems in insurance, and finance, and economics.
Professors
Yeying Zhu
Associate Professor
Contact Information:
Yeying Zhu
Research interests
Dr. Zhu’s research interest lies in causal inference, machine learning and the interface between the two. She highly appreciates the interdisciplinary nature of causal inference and aim to develop theoretically sound methods for data-driven problems.
Her recent focus is on the development of variable selection/dimension reduction procedures to adjust for confounding in observational studies in a high-dimensional setting. In addition, she has developed innovative machine learning algorithms for the modeling of propensity scores for binary, multi-level and continuous treatments.
Ruodu Wang
Professor / Canada Research Chair (Tier 1) in Quantitative Risk Management
Contact Information:
Office: M3 3122
Phone: 519-888-4567, ext. 31569
Email: wang@uwaterloo.ca
Research interests
Professor Wang's research interests mainly lie in quantitative risk management, which includes various topics in actuarial science, financial engineering, operations research, probability, statistics, and economic theory.
Fan Yang
Associate Professor
Contact Information:
Fan Yang
Research interests
Fan Yang’s research interests lie in the areas of quantitative risk management, actuarial science and mathematical finance.
Yingli Qin
Associate Professor
Contact Information:
Yingli Qin
Research interests
Professor Qin's current research effort is mainly devoted to hypothesis testing for high-dimensional data with applications to gene sets testing and estimating and testing for large dimensional covariance matrices using the random matrix theory.
Martin Lysy
Associate Professor / Director – Statistical Consulting and Survey Research Unit
Contact Information:
Martin Lysy
Research interests
I enjoy working on a variety of applied problems, for which statistical and computational methodologies fall under the three following themes.
Leilei Zeng
Professor / Associate Chair – Research
Contact Information:
Leilei Zeng
Research interests
Professor Zeng's research interest lies in the development of statistical methodologies for public health and medical research.
Mu Zhu
Professor / Associate Dean, AI Strategy / University Research Chair
Contact Information:
Mu Zhu
Research interests
Mu's initial research interest was dimension reduction. In the early years of his faculty career, he devoted much attention to efficient kernel machines for rare target detection and ensemble methods for variable selection. He also worked on algorithms for making personalized recommendations, and applications of machine learning to healthcare informatics.
While ensemble learning continued to captivate his curiosity, in more recent years Mu explored a hodgepodge of different topics—such as evaluation metrics, protein structures, transactional networks, and genetic epistasis. At present, he is studying various problems about dependence modeling, large covariance matrices, and generative neural networks.
Changbao Wu
Professor / Chair
Contact Information:
Changbao Wu
Changbao Wu's personal website
Research interests
Professor Wu has a primary research interest in the design and analysis of complex surveys. His research also covers more broad topics including semiparametric and nonparametric methods, resampling (jackknife and bootstrap) techniques, missing data and measurement error problems. He has worked extensively on empirical likelihood (EL) methods and related computational procedures, with strong interest in developing R packages for practical implementations of the EL methods.
Tony Wirjanto
Professor
Contact Information:
Tony Wirjanto's personal website
Research interests
Professor Wirjanto's research interests lie in the intersection between statistics and econometrics. In particular he conducts research in the field of financial time series with a focus on volatility modeling/forecasting and financial risk management, and in the field of financial mathematics with a focus on portfolio optimization in a high-dimensional setting and on global climate change risks.