Chengguo Weng

Biography

Dr. Chengguo Weng is an Associate Professor in the Department of Statistics and Actuarial Science, University of Waterloo, University Avenue West, Waterloo, ON, Canada.

Research Interest

Professor Weng’s research interests span a broad spectrum of scientific disciplines from actuarial science, finance to probability, statistics and stochastic optimization. The primary objective of Professor Weng’s research is to develop innovative risk assessment methods and prioritization strategies for actuarial and financial risk management. Professor Weng is interested in both theoretical and applied research projects, and his latest research focuses on the following programs: • Stochastic optimization problems in insurance and finance • Predictive modelling and prediction for insurance risks
 • Portfolio optimization in high-dimensional settings
 • Statistical inference for stochastic optimization problems.