Ken Siu

Ken Siu serves as Professor in the Department of Actuarial Studies and Business Analytics at Macquarie University, with affiliations to the Data Horizons Research Centre and Emerging Risks Research Centre. His research bridges theoretical and applied domains in quantitative risk analysis.

Research interests span:

• Stochastic Processes in Financial Modeling
• Regime Switching and Markov Chain Applications
• Actuarial Risk Measurement
• Continuous-Time Pricing Models
• Esscher Transform Methodologies
• High-Frequency Financial Data Analysis

Recent publications (2024-2025) demonstrate a strong focus on emerging financial and insurance challenges, including volatility modeling for cryptocurrency markets, pandemic risk quantification, and algorithmic approaches to claims reserving. His work consistently addresses model uncertainty and transaction cost implications across insurance and finance contexts.

Professor Siu actively leads research initiatives including the ARC Discovery Project 'Two-Price Quantitative Finance' (2019-2022) and the current 'Climate Litigation Risk: AI-Enhanced Greenwashing Detection' project, demonstrating sustained grant acquisition capability.

As a core member of Macquarie's Data Horizons Research Centre, he contributes to interdisciplinary collaborations analyzing complex risk landscapes through advanced computational and statistical frameworks.