Professors

Contact Information:
Ben Feng

Ben's personal website
 

Research Interests

Professor Feng’s research interests include quantitative risk management, financial engineering, Monte Carlo simulation design and analysis, and nonlinear optimization.

Professor Feng is particularly interested in the intersection of these fields such as statistical machine learning, portfolio optimization, efficient simulation algorithms for risk management, etc. My professional background in actuarial science guides my research towards applying advanced theoretical methodologies to solve complex practical problems.

Contact information:

Michael Wallace

Michael Wallace's Personal Website

Research interests

My primary research interest is in causal inference, with a specific focus on dynamic treatment regimes and personalized medicine. Dynamic treatment regimes are sequences of decision rules that take subject-level data (such as age, health status, or prior treatment) as input and recommend actions (such as which drug to take) as output. Working with longitudinal datasets, my work focuses on deriving methodologies that help identify the sequence of treatment decisions that yields the best expected outcome.

More generally, I am interested in identifying new ways to apply methods from different disciplines in new settings. This includes modifying methodology from one area of statistics so that it may be applied in a different area, or through applying statistical methods to novel problems in the 'real world' of data analysis.

Contact Information:
Liqun Diao

Research Interests

I am interested in developing and applying data-driven statistical methods and machine learning algorithms to advance knowledge in fields including medicine, public health, and insurance.

Contact Information:
Greg Rice

Research interests

Greg’s current research interests are: Functional Data Analysis, Time Series Analysis, Change Point Analysis, Panel Data, and Central Limit Theory for Stationary Processes.

Research interests

Ryan’s current research focus is model-based clustering and classification. In addition he is interested in measurement models, specifically in assessing the quality of a measurement system. This work was the focus of his  PhD thesis.

Contact Information:
Kun Liang

Kun Liang's personal website

Research interests

• Large-scale inference

• Statistical genetics

• High-dimensional statistics

• Machine learning

Contact Information:
Yi Shen

Personal Website

Research Interests

My main research area is applied probability. Currently I focus on understanding the relation between the random locations (e.g., the location of the path supremum, the hitting times, etc.) and the probabilistic symmetries of stochastic processes/random fields, such as stationarity, self-similarity, exchangeability, etc. I am also working on characterizing these symmetries using various tools including extreme value theory and ergodic theory.

More generally, I am enthusiastic about various problems in probability, such as random algebraic topology, limit theorems and financial mathematics. I am also interested in the applications of probability in statistics, physics, econometrics and actuarial science.

Contact Information:
Bin Li

Personal website

Research interests

Stochastic control (dynamic optimization) problems in insurance, and finance, and economics.

Contact Information:
Yeying Zhu

Yeying Zhu's personal website

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.

Contact Information:
Office: M3 3122
Phone: 519-888-4567, ext. 31569
Email: wang@uwaterloo.ca

Ruodu Wang's personal website

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.