Biography
Publications

Education Background

PhD, MS (Stanford University)

MPhil, BS (The Chinese University of Hong Kong)

Research Field

Computational Mathematics; Financial Engineering and Data Analytics; Machine Learning and Time Series Analysis

Biography

Dr. Ka Wai Tsang received his B.S. and M.Phil. in Mathematics from the Chinese University of Hong Kong in 2007 and 2009, his M.S. degree in Financial Mathematics in 2011 and his PhD in Computational and Mathematical Engineering in 2015 from Stanford University, USA. His research areas include computational mathematics, financial engineering and data analytics, machine learning and time series analysis. He was a Visiting Lecturer at Stanford's Department of Statistics in the fall of 2015 teaching a new course "Data-driven financial and risk econometrics".

1. Ing, C.K., Lai, T.L., Shen, M., Tsang, K.W. and Yu, S.H. (2016). Multiple testing in regression models with applications to fault diagnosis in the big data era. To appear Technometrics.

2. Lai, T.L., Shen, M. and Tsang, K.W. (2016). Sequential multiple hypothesis testing and applications to on-line detection and diagnosis in multi-component systems. Accepted by Proceedings 54th Annual Allerton Conference on Communication, Control, and Computing.

3. Lai, T.L. and Tsang, K.W. (2016). Multivariate stochastic regression in time series modeling. Statistica Sinica, 26, 1411–1426.

4. Lai, T.L. and Tsang, K.W. (2016). Discussion on ``Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov. Sequential Analysis, 35, 305--310.

5. Lai, T.L., Lavori, P.W. and Tsang, K.W. (2015). Adaptive design of confirmatory trials: Advances and challenges. Contemp. Clin. Trials 10th Anniversary Special Issue, 45 Part A, 93–102.

6. Lai, T.L., Tsang, K.W. and Yuan, H. (2016). Dynamic factor models and reduced rank regression in high-dimensional time series. Submitted to JSM Proceedings, American Statistical Association.

7. Lai, T.L. and Tsang, K.W. (2016). A new approach to test-based variable selection. To be submitted to Journal of Royal Statistical Society: Series B.

8. Lai, T.L. and Tsang, K.W. (2017). Inference after model selection. To be submitted to Biometrica.

9. Lai, T.L., Shen, M. and Tsang, K.W. (2017). High-dimensional process monitoring and fault identification. To be submitted to Journal of Quality Technology.