2024 Hong Kong Conference for Fintech, AI, and Big Data in Business

Siddhartha Chib
Professor of Econometrics and Statistics at Washington University in St.Louis

Siddhartha Chib is an econometrician and statistician who works in Bayesian statistics, econometrics, and Markov chain Monte Carlo (MCMC) methods. He is a Fellow of the American Statistical Association, the International Society of Bayesian Analysis, and the Journal of Econometrics. He has served as an Associate Editor of Journal of the American Statistical Association (Theory and Methods), Journal of Econometrics, Journal of Business and Economics Statistics, Statistical Science, American Statistician, Journal of Computational and Graphical Statistics, Statistics and Computing, and other journals.

Professor Chib has published papers on a number of different topics in Bayesian statistics, Markov chain Monte Carlo methods and model choice and developed original Bayesian methods for the analysis of binary and ordinal data, Metropolis-Hastings algorithms, Markov mixture models, change-point models, stochastic volatility and causal inference. Some of his current work deals with nonparametric Bayesian methods based on moment restrictions and risk factor discovery in empirical finance.

Ram Gopal
Professor of Information Systems Management at University of Warwick

Ram D. Gopal is the Information Systems Society’s Distinguished Fellow and a Professor of Information Systems and Management at the Warwick Business School. He is currently a Senior Editor of Information Systems Research and has held editorial positions at Decision Sciences, Journal of Database Management, Information Systems Frontiers, and Journal of Management Sciences.

He has a diverse and rich research portfolio that spans big data analytics, health informatics, financial technologies, information security, privacy and valuation, intellectual property rights, online market design, and business impacts of technology. His research has appeared in Management Science, Management Information Systems Quarterly, Operations Research, INFORMS Journal on Computing, Information Systems Research, Journal of Business, Journal of Law and Economics, Communications of the ACM, IEEE Transactions on Knowledge and Data Engineering, Journal of Management Information Systems, Decision Support Systems, and other journals and conference proceedings.

Dennis K.J. Lin
Professor of Statistics at Purdue University

Dr. Dennis K. J. Lin is a Distinguished Professor of Statistics at Purdue University. He served as the Department Head during 2020-2022. Prior to this current job, he was a University Distinguished Professor of Supply Chain Management and Statistics at Penn State, where he worked for 25 years. His research interests are data quality, industrial statistics, statistical inference, and data science. He has published nearly 300 SCI/SSCI papers in a wide variety of journals. He currently serves or has served as an associate editor for more than 10 professional journals and was a co-editor for Applied Stochastic Models for Business and Industry. Dr. Lin is an elected fellow of ASA, IMS, ASQ, & RSS, an elected member of ISI, and a lifetime member of ICSA. He is an honorary chair professor for various universities, including a Chang-Jiang Scholar at Renmin University of China, Fudan University, and National Taiwan Normal University. His recent awards include, the Youden Address (ASQ, 2010), the Shewell Award (ASQ, 2010), the Don Owen Award (ASA, 2011), the Loutit Address (SSC, 2011), the Hunter Award (ASQ, 2014), the Shewhart Medal (ASQ, 2015), and the SPES Award (ASA, 2016). He was the Deming Lecturer Award at 2020 JSM. His most recent award is “The 2022 Distinguished Alumni Award” (National Tsing Hua University, Taiwan). According to the website “research.com”, he was ranked #353 in Mathematics (USA), and #713 in Engineering & Technology (USA) in 2023.

Qiwei Yao
Professor of Statistics at London School of Economics and Political Science

Qiwei Yao is a Professor of Statistics at the London School of Economics and Political Science, a Distinguished Professor at the Guanghua School of Management at Peking University, an Honorary Professor of Statistics and Actuarial Science at the University of Hong Kong, and a “Thousand Talents Plan” Distinguished Professor. In addition, he is a Fellow of the American Statistical Association, the Institute of Mathematical Statistics and the Royal Statistical Society. Professor Yao currently serves as joint editor of the Journal of the Royal Statistical Society (Series B) and is a co-editor of the Quarterly Journal of Economics and Management. Previously, he held the position of co-editor of Statistica Sinica and served as associate editor for other top-tier journals including the Annals of Statistics and the Journal of the American Statistical Association.

Professor Yao’s research is on statistical inference for complex time series, including high-dimensional time series, dynamic networks, spatio-temporal processes, functional time series, nonlinear time series, and high-frequency data. His work holds particular relevance in financial data analysis.