About

Stephen Chan is an Associate Professor of Mathematics at the American University of Sharjah. He was awarded the EPSRC Doctoral Prize Fellowship in 2016 at the University of Manchester, UK. His research focuses on extreme value analysis and distribution theory for financial commodities and blockchain data. He co-developed the R package 'VaRES' for computing value at risk and expected shortfall and co-authored two books: Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications and Artificial Intelligence and Beyond for Finance. Stephen's work extends beyond academic publications, emphasizing technology transfer and commercialization. His projects include a Real-time Risk Rating System for Digital Assets. These innovations have been showcased at events such as the 2024 AUS Innovation Expo and the 2023 Inaugural Hong Kong Laureate Forum at Hong Kong Science Park, sponsored by The Shaw Prize and Lee Shau Kee Foundation. He is also a member of the Society of Actuaries (SOA) Research Institute, where he served on the project oversight group for “Decentralized Finance for Actuaries” and co-published three industry research reports on decentralized finance for actuaries.