Hong  Kong University  of  Science and Technology

Department of Mathematics

 

 


Ling, Shiqing  凌仕卿 (PhD, HKU)

Professor

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:  Statistics & Probability Letters, 2005-2009..
      Associate Editor:  Bernoulli, 2007-2009.
      Associate Editor:  Electronic Journal of Statistics, 2009-present.
      Associate Editor:  Journal of the Japan Statistical Association, 2010-present.

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


Honours
       

     Fellow of IMS  (Institute of Mathematical Statistics)   

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

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

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

    Plura Scripsit  Award of  Econometric Theory --2017

    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       Note-1           Note-2          Note-3          Note-4         Note-5                                                                                        
Note-6 Note-7 Note-8 Note-9 Note-10 Note-11 Review
Midterm past paper past paper
Assignment-1 Assignment-2 Assignment-3 Assignment-4 Project Data


  MSBD 5006/MSDM5053 : Quantitative Analysis of Financial  Time Series

                            Syllabus/5006/
Syllabus/5053
Note-1 , SAS, R. data.     Note-2   , SAS , Data     Note-3, SAS,              Note-4 , SAS , Data         Log-normal Note-5    R-SAS                     
Note-6  R-SAS
                     
Note-7    GARCH-region
 Option-reading
Note-8 L, DTAR-reading Note-9   Note-10    Note-11 
Sas-code,  R-code for TAR-and-TDAR Project

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

 Links  

          Time series data library

           AASTOCKS 

           Photo in Xianzhang (01/08/2008)

           Photo in NUS Singapore (02/2011) 

           Chinese chess