YAM, Phillip 任尚智
| Position | Professor |
| scpyam [at] cuhk.edu.hk | |
| ORCiD | 0000-0002-4380-0919 |
| Phone Number | 3943 7941 |
| Fax Number | 2603 5188 |
| Address | LSB G19 |
| Homepage | http://www.sta.cuhk.edu.hk/scpy/ |
Academic Background
BSc(Actuarial Sc) (1st Class*) and M.Phil. (HKU) (Supervisor: Hailiang Yang)
MASt with Distinction^.# (Cantab) (Cambridge)
D.Phil.# (Oxon) (Oxford) (Supervisor: Terry Lyons)
Research Interest
Actuarial ScienceApplied MathematicsMathematical FinanceProbability Theory and Stochastic AnalysisStatistical Theory and Applications
Selected Publication
- Book: Bensoussan, A., Frehse, J., and Yam, P. (2013). Mean Field Games and Mean Field Type Control Theory (2013). New York: Springer Verlag.
Please refer to my personal homepage for more publications in refereed journals.
Professional Services
- Associate Editor, Risks — Open Access Risk Management Journal
- Associate Editor, Journal of Industrial & Management Optimization
- Associate Editor, Insurance: Mathematics and Economics
- Associate Editor, Mathematics (MDPI)
- Associate Editor, IAENG International Journal of Applied Mathematics
Teaching
- 2021/22 Term 1
RMSC4002 Financial Data Analytics with Machine Learning - 2021/22 Term 2
STAT4012 Statistical Principles of Deep Learning with Business Applications
STAT6105 Basic Actuarial Principles and Their Applications
Honours and Awards
- Visiting Associate Professor at the Columbia University in the City of New York, 2016
- International Partnerships Development Programme 2013-14, OAL, The Chinese University of Hong Kong, Hong Kong
- Research fellowship (2010 and 2013), The Hausdorff Institute of Mathematics, University of Bonn, Germany
- Junior research fellowship (2007), The Erwin Schrodinger International Institute for Mathematical Physics, University of Vienna, Austria
- #Scholarships (2002 – 2003, 2004 – 2007), Croucher Foundation, Hong Kong
- ^E. M. Burnett Prize in Mathematics (2003), University of Cambridge, United Kingdom
- *Dean’s Honors Listings (1997 to 1999), The University of Hong Kong, Hong Kong
Research Grants
- (With A. Bensoussan) HKSAR-GRF 14301321 (2021 to 2024). General Theory for Infinite Dimensional Stochastic Control: Mean Field and Some Classical Problems.
- (With T. K. Wong (P.I.)) HKSAR-GRF 17302521 (2021 to 2024). Controlling the Growth of Classical Solutions of a Class of Parabolic Differential Equations with Singular Coefficients: Resolutions for Some Lasting Problems from Economics.
Please refer to my personal homepage for more information on research grants.