Boris Choy

Associate Professor Boris Choy is affiliated with the University of Sydney Business School and holds memberships in the China Studies Centre and Sydney Southeast Asia Centre. He holds a PhD in Statistics (Imperial College London), MPhil in Statistics (Chinese University of Hong Kong), and BSc (First Class Honours) in Mathematics (University of Leeds).

His research focuses on robust statistical analysis of financial time series and insurance data using Bayesian methods. Key topics include GARCH models, stochastic volatility, loss reserving, option pricing, and survival analysis across finance, medicine, and actuarial science. Recent work explores machine learning applications in asset management and agricultural economics.

Award-winning educator, Choy has received multiple accolades including the Vice-Chancellor’s Award for Outstanding Teaching (2016) and the Wayne Lonergan Outstanding Teaching Award (2015). He advises PhD students on projects like interpretable financial forecasting and stochastic loss reserving.

Notable publications span journals like Journal of Productivity Analysis and Computational Statistics, with contributions to econometrics, insurance modeling, and agricultural policy analysis. His research bridges statistical theory and applied domains, emphasizing Bayesian techniques and heavy-tailed distributions.