Research Interest

I am always interested in Machine Learning and Applied Statistics together with proper use of domain knowledge. From my academic publications, one can see how I grow from focusing at developing Stochastic Neural Network methodology to solving various real prediction problems in Pediatrics, Pharmacokinetics and Pharmcodynamics, Basel II risk evaluation, Financial Options Pricing and so on by incorporating more and more knowledge from specific domains.

 

My current research projects include (1) finishing a quantitative trading book with my collaborators in California, (2) developing a random graph theory for network data analysis, and (3) deriving statistical methodologies for Streaming Big Data with business\medical\insurance applications.