ENTRY

Sept 2024 Entry

STUDY MODE
Full-time, Part-time
Application Deadline
PhD & MPhil
31-May-2024
About Programme
How to Apply
Introduction

The Department currently has three main existing research groups, namely, Applied Optimisation and Operations Research, Applied Statistics and Financial Mathematics, and Engineering and Computational Mathematics. Meanwhile, the Department is rapidly developing two new groups, namely, Data  Science and Machine Learning, and Mathematical Science, in particular Partial Differential Equations.

 

The Department offers both MPhil and PhD research programmes in the following five major areas:

  • Applied Optimisation and Optimal Control

  • Applied Statistics

  • Data Science

  • Engineering and Computational Mathematics

  • Financial Mathematics

 

World-leading research and top in world rankings

Our research in Mathematics and Statistics has received remarkable recognition since 2009. In the Quacquarelli Symonds (QS) World University Rankings by Subject 2022, PolyU is listed the world top 100 in Statistics and Operational Research and 150 in Mathematics.

 

AMA’s ranking by different ranking agencies in the past 6 years:

Ranking Agencies 2018 2019 2020 2021 2022 2023
Best Global Universities for Mathematics 52 74 82 110 54 47
The QS World University Ranking by Subject (Mathematics) 51-100 51-100 101-150 101-150 109 to be announced
The QS World University Ranking by Subject (Statistics and Operational Research) 51-100 51-100 51-100 51-100 51-100 to be announced

Our Department has the following infrastructures to promote research collaborations:

 

CAS AMSS-POLYU Joint Laboratory of Applied Mathematics

Chinese Academy of Sciences (CAS) Academy of Mathematics and Systems Science (AMSS) and the Hong Kong Polytechnic University (PolyU) Joint Laboratory of Applied Mathematics is one of the 22 CAS joint laboratories with universities of Hong Kong, which were approved by CAS in October 2018. The CAS AMSS-PolyU Laboratory has three research groups with members from AMSS and PolyU, and will capitalise on their specialities to extend the frontiers of research in applied mathematics. For more details, please visit https://www.polyu.edu.hk/ama/research-and-consultancy/cas-amss-polyu-jlab/

 

The PolyU-SDU Joint Research Center on Financial Mathematics

The PolyU-SDU Joint Research Center on Financial Mathematics was established in 2010 to promote research collaboration on Financial Mathematics among researchers of The Hong Kong Polytechnic University (PolyU) and Shandong University (SDU). It fosters technical exchange and research cooperation between Mainland China and Hong Kong, and allows the Party to capitalise on their specialities to extend the frontiers of Financial Mathematics.

 

Statistical Advisory Unit

The Department has a Statistical Advisory Unit that provides both internal and external statistical consultancy and advisory services.

 

The University Research Facility in Big Data Analytics (UBDA)

The University Research Facility in Big Data Analytics (UBDA) was established on 8 May 2018. It is the first university-wide research facility in big data analytics among the universities in Hong Kong. The facility is jointly managed by big data experts from the Department of Computing and AMA and representatives from other disciplines. UBDA will provide consultancy service and technical support to PolyU research community and industry partners, assisting them in developing innovative solutions to research problems and application challenges by capitalising on the use of models, algorithms and platforms for big data analytics and processing. Our Department will facilitate multidisciplinary research in big data.

 

Research Centre for Quantitative Finance

The Research Centre for Quantitative Finance aims to promote research, education, and academia-industry collaborations in the field of quantitative finance. The centre will bring together experts from relevant fields such as finance, mathematics, statistics, and data science at The Hong Kong Polytechnic University.

Research Area

Applied Optimisation and Optimal Control

  • Computational optimal control
  • Financial engineering
  • Mathematical programming
  • Nonlinear optimisation
  • Signal processing
  • Statistical Optimization
  • Optimization Software

Please click here to find out more about the research interests of our Department and contact our staff directly to discuss research opportunities. Research interests of individual academic staff can be found here.

Applied Statistics

  • Biostatistics

  • High-dimensional data analysis

  • Network analysis

  • Statistical learning

  • Survival analysis

  • Time series analysis

Please click here to find out more about the research interests of our Department and contact our staff directly to discuss research opportunities. Research interests of individual academic staff can be found here.

Data Science

  • Data Science and Machine Learning
  • Operations Research

  • Forecasting

  • Heuristics

  • Inventory control

  • Manufacturing network flows

  • Supply chain management

  • Transportation

  • Operations Optimization

Please click here to find out more about the research interests of our Department and contact our staff directly to discuss research opportunities. Research interests of individual academic staff can be found here.​

Engineering and Computational Mathematics

  • Mathematical biology and epidemiology

  • Nonlinear Partial Differential Equations

  • Numerical linear algebra

  • Numerical methods for differential equations

  • Numerical Software

Please click here to find out more about the research interests of our Department and contact our staff directly to discuss research opportunities. Research interests of individual academic staff can be found here.​

Financial Mathematics

  • Financial engineering

  • Investment science

  • Mathematical finance

  • FinTech

Please click here to find out more about the research interests of our Department and contact our staff directly to discuss research opportunities. Research interests of individual academic staff can be found here.​

Research Facilities

The Department recognises the ever-increasing demand for computational power in teaching and research. In view of this, the Department has recently deployed six high-performance servers as follows:

 

Server Arch. Processor CPU cores Max. Threads  CPU Clock  RAM Operating system
amaws1 X86_64 4 x Intel(R) Xeon(R) E7-4890 v2  60 120 2.8~3.4 GHz 1536GB CentOS 8.2
amaws2 X86_64 4 x Intel(R) Xeon(R) E7-4890 v2 60 120 2.8~3.4 GHz 1536GB CentOS 8.2
amaws3 X86_64 2 x Intel(R) Xeon(R) E5-2683 v4 + 2 x Tesla K80 GPU  32 64 2.1~3.0 GHz 512GB Ubuntu 20.04LTS
amaws4 X86_64 2 x Intel(R) Xeon(R) E5-2683 v4  32 64 2.1~3.0 GHz 64GB Ubuntu 20.04LTS
amaws5 X86_64 2 x AMD EPYC 7742+ 4 x NVIDIA A100 GPU 128 256 2.25~3.4 GHz 1536GB Ubuntu 22.04LTS
amaws6 X86_64 2 x Intel(R) Xeon(R) Gold 5215 40 80 2.5~3.4 GHz 256GB Ubuntu 22.04LTS

 

Together with a 128-processor computer cluster with parallel computing capability, the Department’s computer facilities can efficiently help staff and students to conduct research on big data analysis and applied mathematics.

 

The mathematics laboratories are equipped with up-to-date PCs with various software, colour laser printers, projectors and audio-visual facilities to support the teaching of mathematics and statistics. The Department has also installed eight Bloomberg terminals to allow staff and students to obtain updated financial data via the renowned Bloomberg Financial Information System.

Supporting Documents
Academic Referee's Report

Compulsory - Two Academic Referee's Reports are required.

Curriculum Vitae

Compulsory

Personal Statement

Compulsory

Research Proposal

Compulsory - A standard form must be used for the submission of research proposal.  Please click here to download the form.

Transcript / Certificate

Compulsory