C. H. Cheng

I am a postgraduate student in the Department of Statistics at The Chinese University of Hong Kong (CUHK), studying Ph.D. in Statistics. I received my M.Phil. in Risk Management Science and B.Sc. in Quantitative Finance and Risk Management Science with first honor from the CUHK.  

My research interest is change point detection, nonparametric method, time series. I am particular interested in elegant theories and statistical methods. I am working on projects about multiple change point detection and self-normalization.