3rd Workshop · Dec. 2026

CityU Workshop in
Econometrics and Statistics

The CityU Workshop in Econometrics and Statistics is held at City University of Hong Kong. Researchers from Hong Kong and overseas present their work and discuss current questions in both fields. The first workshop was held in 2019.

Speakers and Programme Registration

Keynote Speech

Viktor Todorov

Northwestern University

Viktor Todorov holds the Harold H. Hines Jr. chair in Risk Management and is Professor of Finance at Northwestern University’s Kellogg School of Management. His research connects financial econometrics, asset pricing and applied probability, with particular attention to volatility, jumps and the pricing of risk. He develops methods that use high-frequency observations and options data to measure risks that are difficult to observe directly. His work has appeared in Econometrica, the Journal of Finance, the Annals of Statistics and other leading journals. He is a Fellow of the Society for Financial Econometrics and of the Journal of Econometrics. His editorial service includes Co-Editor of the Journal of Econometrics, Editor of Econometric Theory and Associate Editor of Econometrica. His research received the Bates–White Best Paper Prize at the 2022 SoFiE meeting. He earned his PhD in Economics at Duke University in 2007 and joined Northwestern that year.

Official profile

Runze Li

Pennsylvania State University

Runze Li holds the Evan Pugh University Professorship and the Eberly Family Chair in Statistics at Pennsylvania State University. His research has made influential contributions to variable selection, feature screening and inference with high-dimensional data. His work on nonconcave penalized likelihood, including joint research with Jianqing Fan, is an important part of the statistical literature on sparse models. He also studies nonparametric and semiparametric methods, longitudinal data and applications in biomedical and behavioral research. Li is a Fellow of the Institute of Mathematical Statistics, the American Statistical Association and the American Association for the Advancement of Science. He co-edited the Annals of Statistics and is an editor of the Journal of the American Statistical Association’s Theory and Methods section for 2026–2029. His honors include the ICSA Distinguished Achievement Award, the IMS Carver Medal and selection as an IMS Medallion Lecturer. He received his PhD in Statistics from UNC Chapel Hill in 2000.

Official profile

Programme

The programme is planned to include two keynote speeches and 18 invited talks across six sessions. Invited speakers and talk details will be announced here.

Programme overview

Student Poster Session

The workshop will also include a student poster session. Further details will be announced here.

Organizers

Department of Decision Analytics and Operations (DAO)

Department of Economics and Finance (EF)

FinTech and Digital Assets Centre (FDAC)

Workshop committee and organizers

Past Workshops

2nd Workshop · Jan. 20268–9 January 2026 · Programme and photos 1st Workshop17 August 2019 · Programme