Hong  Kong University  of  Science and Technology

Department of Mathematics

 

 


Ling, Shiqing  凌仕卿 (PhD, HKU)

Chair Professor 

RGC Senior Research Fellow 

Director of MSc FinTech Program 

Department of Mathematics 

Phone: (0852) 23587459

Fax:   (0852)  23591016

Email: maling@ust.hk

Editorial Board  

           Co-Editor:  Journal of Time Series Analysis, John Wiley \& Sons Ltd. 2018-present.

       

            Associate Editor:  Statistica Sinica, 2020-present.
            Associate Editor:  Journal of Data Science, 2019-present.

      Associate Editor:  Journal of the Japan Statistical Association, 2010-present.     

      Associate Editor:  Electronic Journal of Statistics, 2009-present.

      Associate Editor:  Statistics & Probability Letters, 2005-2009..

      Associate Editor:  Bernoulli, 2007-2009.
  
     

            Editorial Board:  Journal of Reviews on Global Economics, 2012-present.
            Editorial Board: International Journal of Academic Research in Management 2013-present.


Honours        

           RGC Senior Research Fellow awarded by Hong Kong Research Grants Council--2022

     The World's Top 2% Scientists listed by Stanford University-2019, 2020, 2021

     Fellow of the Journal pf Econometrics-2021

     Fellow of IMS  (Institute of Mathematical Statistics) -2019


    Econometric Theory  Lecturer of  SETA (The 14th  International Symposium on Econometric Theory and Applications)--2018

    Econometric Theory Plura Scripsit  Award--2017

    Inaugural Distinguished Fellow of IETI (International Engineering and Technology Institute)--2015

    Fellow of MSSANZ (Modelling and Simulation Society of Australia   and New Zealand)--2013

    Biennial Medal of  Modelling and Simulation Society of Australia   and New Zealand (MSSANZ) --2013.

    .

 Publication (Google Scholar)

Lecture Notes


 Math-2431

                                   Syllabus       Note-1      L-1     Note-2         L-2 Note-3          Note-4         Note-5        L-3    Binomial table  T-table, T-1-table                                                 
Note-6 Note-7 Note-8       L-4 Note-9 Note-10 Note-11    Poisson table  Chi-square table
Note-12 Note-13 Note-14 Note-15 Note-16 Note-17     Normal table Formula-sheet-1
Note-18 Note-19 Note-20 Note-21 Formulla-sheet-2
Assignment-1
 solutions-1
Assignment-2,
Solution-2
Assigment-3
S
olution-3
Assignment-4
solution-4
Assignment
&Exercise-6
solution-6
Exercise-7
solution-7

 Math-4423

                                  Syllabus       Note-1          Note-2          Note-3          Note-4         Note-5          U table                   D-table                                                 
Note-6 Note-7 Note-8  Note-9 Note-10 Note 11 Whitney-Mann-U-Table
Note-12 Note-13 Midterm past paper WilcoxonT-table
Assignment-1
solutions-1
Assignment-2 Assignment-3 Assignment-4 past  paper Binomial table

      
 Math-4425         

                                   Syllabus        Lecture -1,
SAS code , R-code
 Lecture -2
    R-code   
Lecture-3         
Lecture-4    R-code Lecture-5                       
Lecture-6, R-codes
Lecture-7, R-codes  R-codes
Lecture 8
Note-9, R.codes
SAS-code
Note-10
R-codes
Review
Midterm past paper past paper
hand-writing 1, 2, 3, 4, 5, 6, 7, 8, 9 Assignment-1 Assignment-2 Assignment-3 Assignment-4 Project Data and Codes


 MAFS 5130 /MSDM 5053: Quantitative Analysis of Financial  Time Series

                            Syllabus
Note-1 , SAS, R. data.     Note-2   , SAS
Data    R   R-example
Note-3, SAS, R               Note-4, SAS
 Data   R
Note-4    R-SAS    
Note-6  R-SAS
funitroot

                     
Note-7  R, SAS,Data
 Option-reading   fgrach-book
Note-8 R-code, R-book, SAS
Note-9   SAS R-code
Note-10   SAS  R
Note-11  R 

Project

Selected projects: 2009, 2010, 2011, 2012, 2013, 2015/16, 2019 

MATH5460 ( hand-writing: 1, 2 , 3 , 4 , 5, 6, 7) ,

Short-course-2023:  Lecture-1,  Lecture-2, Lecture-3, Lecture 4, Seasonal-model

Links  

           Time series data library

           AASTOCKS 

           Photo in Xianzhang (01/08/2008)

           Photo in NUS Singapore (02/2011) 

           Chinese chess