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Oct 2025
(Thu)
揭開金融分析的神秘面紗
- Subject
- FinTech and Financial Analytics
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- Date & time
- 16Oct 2025 (Thu)13:00 - 13:45
- Fee
- Free
Dr Francis Lau
Dr Lau is a seasoned financial data analytics practitioner, and a professional trainer in finance related disciplines. He has over 22 years of experience in business planning, data analytics, management information, regulatory compliance, and risk management acquired from working for multinational analytics vendors, banks, consulting firms, and universities. Dr Lau is a subject matter expert in applying data analytics to enhance business decision-making, constructing quantitative models to gauge business performance, and streamlining the management reporting processes. In addition to industry experiences, Dr Lau also has extensive exposures in developing and delivering academic and professional education programs for financial institutions, professional associations and universities. Dr Lau is a well-recognized trainer in compliance, data science, financial markets, risk management, and sustainability.
- Enquiry
- 2867 8331 (finedec@hkuspace.hku.hk)
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時間序列模型是量化金融分析領域的核心預測架構,對時序性數據(time-series data)作出系統化分析,透過辨識潛在的模式( patterns)、趨勢(trends)及週期性波動(cyclical fluctuations),建構具有統計顯著性的預測推論。傳統方法論如自回歸整合移動平均(ARIMA)和指數平滑法(Exponential Smoothing)已成為計量經濟學的基準模型;而機器學習技術則採用長短期記憶網絡(LSTM)和基於注意力機制的架構(如TimesFM),實現更高維度的特徵提取與非線性關係建模。從實證角度而言,時間序列模型已超越傳統計量工具範疇,進化為企業戰略規劃的預測分析新引擎,更是實現數據驅動未來的關鍵力量。
語言:粵語(輔以英語)