Kung-Yee Liang, National Yang-Ming University, Taiwan
Dr. Kung-Yee Liang received his Ph.D. in Biostatistics from University of Washington in 1982 and has been faculty at the Department of Biostatistics, Johns Hopkins University since then until July, 2010. He served as the Graduate Program Director for the department from 1996 to 2003. Liang has served as the Vice President, National Health Research Institutes (NHRI), Taiwan from July, 2003 to August, 2006 and was NHRI's Acting President for six months beginning in January, 2006. In August, 2010, Liang was appointed as the President of the National Yang-Ming University, the first medically oriented university in Taiwan.
Liang's research interest has primarily been on developing new statistical methods for analyzing correlated data derived from longitudinal and genetic epidemiological studies. Liang is an internationally renowned epidemiologist and biostatistician. His innovative works in the developments and applications of Generalized Estimating Equations are well known among statisticians, epidemiologists and health Sciences researchers. Liang is a co-author of the book on Analysis of Longitudinal Data published by the Oxford University Press in 1994 (2002 for the second edition).
Among the honors and awards, Liang has received the Snedecor Award (with Scott Zeger) in 1987 by the American Statistical Association for best publication in biometry for 1986 and the Spiegelman Award by the American Public Health Association in 1990 for outstanding accomplishments in the field of health statistics. Liang is the Elected Fellow of the American Statistical Association in 1995 and the Elected Academician, Academia Sinica, Taiwan in 2002. In 2010, Liang was the recipient of the Rema LaPouse Award by the American Public Health Association for significant contributions to the scientific understanding of the epidemiology and control of mental disorders.
Ruey S. Tsay, University of Chicago Booth School of Business
Dr. Ruey S. Tsay is the H.G.B. Alexander Professor of Econometrics and Statistics, University of Chicago Booth School of Business. He earned his BS in mathematics from the National Tsing Hua University and PhD in statistics from University of Wisconsin-Madison in 1982. Before joining University of Chicago, he was on the statistics faculty at Carnegie Mellon University from 1982 to 1989. His research focuses on linear and nonlinear time series analysis, financial econometrics, forecasting, and risk management. He has made fundamental and innovative contributions in model specification for univariate and multivariate time series, outlier detection, volatility modeling, and risk assessment. He and George Tiao proposed the extended autocorrelation function for specifying ARMA models (JASA, 1984) and the scalar component models to identify the structure of a linear vector time series (JRSSB, 1989). He showed that AIC continues to apply when the underlying time series is unit-root nonstationary (Annals of Statistics, 1984) and developed a widely used test statistic for detecting nonlinearity in a time series (BKA, 1986). He also proposed effective methods for applying univariate and multivariate threshold time series models (JASA, 1989 and 1998). Jointly with Rong Chen, Tsay proposed functional-coefficient and nonlinear additive autoregressive models (JASA, 1993a & b) that led to many subsequent studies in nonlinear time series analysis. In financial econometrics, he and his co-authors developed nonlinear models for high-frequency data (Journal of Econometrics, 2006 and Journal of Empirical Finance, 2008) and developed methods for modeling asset volatility (JASA, 2011). Overall, he has published more than 100 articles in leading econometrics and statistics journals. His book Analysis of Financial Time Series, 3rd Edition, Wiley (2010), is well received and made him Wiley's Author of the Year in 2003.
Tsay served and continue to serve on many committees of the profession, including ICSA. He was co-editor of the Journal of Business and Economic Statistics (1995-1997) and on the editorial board of many journals, including Journal of the American Statistical Association, Statistica Sinica, and Journal of Financial Econometrics. He also serves on the editorial board of the Probability and Statistics Book Series, Wiley, and as the founding editor of Handbook Series on Financial Econometrics, Wiley. Currently, he is on advisory boards of several institutions in Beijing, Hong Kong and Taiwan. Starting from 1989, he is an organizer of the annual NBER/NSF Time Series Conference. Tsay is a Fellow of the American Statistical Association, Institute of Mathematical Statistics, and Royal Statistical Society and a member of the Institute of International Statistics. He was elected Academician, Academia Sinica in 2002. He received Faculty Research Awards from Alcoa (1985) and IBM (2005). He has been invited to give special lectures at many universities and institutions around the world, including UW Vienna, Austria and the International Monetary Fund, Headquarters.