All sciences studying the sky
begin from the ground...
所有研究天空的科學,都是由地面開始......
天を究める全ての科学は地に始まる
All sciences studying the sky
begin from the ground...
所有研究天空的科學,都是由地面開始......
天を究める全ての科学は地に始まる
My research spans big data, machine learning, and applied econometrics. My focus areas include online pricing, e-commerce, and macroeconomics. Currently, I am deeply engaged in research projects aimed at constructing online consumer price indices through the lens of e-commerce big data, utilizing machine learning to model market expectations, and estimating online price stickiness and pricing strategies.
“Constructing Daily Hong Kong Online Consumer Price Index and Price Dynamics: The Role of E-commerce in the Post-pandemic Era” (Thesis Ch 1 & 2), funded by
The project is funded by the Public Policy Research Funding Scheme, HKSAR Gov;
HK$ 560,050; Project #2022.A2.053.22B,
Our sincere thanks for the HKSAR Gov and Hong Kong TV Shopping Network Company Limited (HKTVS; HKTVmall), for their invaluable contribution to our study.
This project uses the big data from 9 e-commerice companies in Hong Kong to construct an inflation indicator, Online Price Index (OPI)
Our Online Price Index (OPI) is now avaliable at https://www.onlinepricetrend.com/
I serve as the Co-Investigator alongside Dr. Monique Shui-Ki WAN, who is the Principal Investigator.
"The Optimal Inflation Forecasting: A proposal to Striking a Balance between the Theory and the Practice" (Thesis Ch. 3), funded by
Sir Edward Youde Memorial Fellowship 2020-21
HK$ 50,000
1 of the 3 awardees in HK
“Forecasting number of corner kicks taken in association football using compound Poisson distribution,” (with Stan Yip, ,Y. H Zou, & K. F. Cedric Yiu), Journal of the Operational Research Society, 2024, Feb, 1-11, 1-11.
Journal Metrics:
Field: Operations Research and Management Science;
ABDC Ranking: A
H-Index: 120
Chartered ABS: 3
Scopus: 5.5
Impact factor 2022: 3.6
“Hong Kong’s New Keynesian Phillips Curve: Sticky information or sticky price?” with Dr. Y.K. KWAN (2022). Pacific Economic Review, 27(1), 42-55.
Journal Metrics: Field: Economics;
ABDC Ranking: B
H-Index: 35
Chartered ABS: 2
Scopus: 1.7
Impact factor 2022: 1.7
“E-commerce Inflation and Product Networks: Insights from a Daily Online Price Index,” With Prof. Monique S.K. WAN.
R & R at Electronic Commerce Research; Impact Factor 4.6; 2022 ABDC ranking: A; SSCI and Scopus Q1
“Beyond Traditional Factors: Competitive Price Dispersion, Assortment Centrality, and Price Rigidity in Digital Markets,” With Prof. Monique S.K. WAN.
Under review at China Economic Review Impact Factor 6.7; 2022 ABDC ranking: A; SSCI and Scopus, SJR Q1
“Exploring Inflation Expectations with Machine Learning: Aggregate Patterns, Heterogeneity, and Rationality Deviations,” With Prof. Monique S.K. WAN.
Under review at Journal of International Money and Finance; Impact Factor 3.2; 2022 ABDC ranking: A; SSCI and Scopus, SJR Q1
“Machine Learning Nowcasting and Forecaster Disagreement: Evidence from an International Financial Hub,”
With Prof. Fred KWAN.
Submit to International Review of Economics and Finance; 2022 ABDC ranking: A; SSCI and Scopus, SJR Q1
“How does Financial Technology Development Contribute to China’s Regional Economic Growth? A Transmission Channel Approach,” With Prof. C.K. TSANG and K.L CHAN
Submit to Advances in Decision Sciences; Impact Facto 3.79; 2022 ABDC ranking: A; SSCI and Scopus, SJR Q1
“Does Tourism Genuinely Help Reduce Poverty? A Panel Cointegration Analysis of Developing Countries in Latin America,” edited by C. TALESCO, C., S. K. NG, & D. IP (2016). Development: What Now? Past, Present and Future Challenges in International Development: The 4th International Postgraduate Conference (pp. 66-95). Hong Kong, China. The Hong Kong Polytechnic University
“Constructing Daily Hong Kong Online Consumer Price Index and Price Dynamics: The Role of E-commerce in the Pandemic Era,” with Dr. Monique S.K WAN (2023). Employers’ Luncheon, Hong Kong Science and Technology Park, January 2023.
“Constructing Daily Hong Kong Online Consumer Price Index and Price Dynamics: The Role of E-commerce in the Pandemic Era,” with Dr. Monique S.K WAN (2022). Asian Meeting of the Econometric Society in China, June 2022.
“New Keynesian Phillips Curve: Sticky Information or Sticky Price? A Comparative Study of Mainland China and Hong Kong,” with Dr. Y.K KWAN. (2019). Singapore Economic Review Conference (SERC) 2019, Singapore, August 2019.
“Inflation Dynamics: A Comparative Study of Mainland China and Hong Kong,” with Dr. Y.K KWAN. (2019). IIDS Recent Developments in Theoretical and Applied Econometrics Analysis (RGC Project #UGC/IIDS15/B02/18)1, Hong Kong Shue Yan University, July 2019.
“Hong Kong’s New Keynesian Phillips Curve: Sticky Information or Sticky Price,” with Dr. Y.K KWAN (2019). The 10th Biennial Conference of Hong Kong Economic Association. Xiamen, China, December 2018.
“Development: What Now? Past, Present and Future Challenges in International Development” The 4th International Postgraduate Conference, The Hong Kong Polytechnic University, Hong Kong, China, October 2014.