Cheng Pok Him

Photo taken at Kings College, Cambridge in 2019

My name is Cheng Pok Him, I was born and raised in Macau. I am a current MPhil student in Risk Management Science at the Chinese University of Hong Kong. I am also the hostel tutor of the Lee Woo Sing College, CUHK. I graduated from the Quantitative Finance and Risk Management Science Program with First Class Honours also at CUHK. In addition, I had a minor in Statistics.
My research interests lie in Statistical Machine Learning, Financial Data Analytics, Mathematical Finance, and Stochastic Optimal Control. I'm also interested in developing statistical methods which can be applied to real datasets.
Currently, I'm working on projects related to:(i) Testing network independence(ii) Application of machine learning methods in various real-life problems (iii) Interpretation of deep learning methods(iv) Reinforcement learning and control theory

Academic Background

  • MPhil in Risk Management Science, CUHK (2022- expected 2024)

Supervisor: Professor Yam Sheung Chi, Phillip

  • BSc (First Class Honors) in Quantitative Finance and Risk Management Science, Minor in Statistics, CUHK (2018-2022)

Awards and Scholarships

I would like to express my gratitude to the donors who awarded me the scholarships:

  • Dean's Honour List (2018-2019, 2020-2021, 2021-2022)

  • Academic Excellence Scholarship for Non-local Fee-paying Students (2021-2022)

  • Kong E Suen Memorial Scholarship (2021-2022)

  • Macau CUHK Alumni Association Scholarship (2021-2022)

  • Chun Ki Kuen and Chen Man Ping Memorial Scholarship (2020-2021)

  • CUHK QFIN Alumni Exchange Scholarship (2020-2021)

  • Lee Wai Wing Scholarship (2018-2019, 2019-2020)

  • MUW Chu’s Alumni Scholarship (2018-2019)

  • CUHK Statistics Alumni Scholarship (2018-2019)

  • Sponsorship from the Macau Education and Youth Affairs Bureau (2018-2022)


Internship

  • LIM Advisors, Quantitative Risk Intern (2021)