• Principle investigator: the Research Grants Council of Hong Kong No.14617423, “Generalizing L2-Relaxation,” HKD 452,308, 2024-2026

  • Co-investigator: the Research Grants Council of Hong Kong No. 14501821, “Identifying the Latent Pattern in Impulse Responses,” HKD 479,993, 2022-2024

  • Principle investigator: the Research Grants Council of Hong Kong No.14500118, “A Machine Learning Approach to Combination Weights,” HKD 247,520, 2018-2021

  • Principle investigator: the Research Grants Council of Hong Kong No.24614817, “Boosting Methods in Time Series and Panel Data,” HKD 353,000, 2017-2019

  • Principle investigator: Social Science Faculty, the Chinese University of Hong Kong Direct Grant No.4052081, “College Roommate Peer Effect on Academic Achievement”, 2015-2017