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Title	Author(s)	Issue Date
Asset allocation under regime-switching models Proceeding/Conference:International Conference on Business Intelligence and Financial Engineering Proceedings	Song, N Ching, WK Zhu, D Siu, TK	2012
Asset allocation under threshold autoregressive models Journal:Applied Stochastic Models in Business and Industry	Song, N Siu, TK Ching, WK Tong, H Yang, H	2012
Bayesian risk measures for derivatives via random Esscher transform Journal:North American Actuarial Journal	Siu, TK Tong, H Yang, H	2001
Coherent risk measures for derivatives under Black-Scholes Economy	Yang, H Siu, TK	2002
Discrete-Time Optimal Asset Allocation under Higher-Order Hidden Markov Model Journal:Economic Modelling	Zhu, D LU, J Ching, WK Siu, TK	2017
A distributed decision making model for risk management of virtual enterprise Journal:Expert Systems with Applications	Huang, M Lu, FQ Ching, WK Siu, TK	2011
Extracting information from spot interest rates and credit ratings using double higher-order hidden Markov models Journal:Computational Economics	Siu, TK Ching, WK Fung, ES Ng, MK	2005
Filtering a markov modulated random measure Journal:IEEE Transactions on Automatic Control	Elliott, RJ Siu, TK Yang, H	2010
A high-order Markov-switching model for risk measurement Journal:Computers and Mathematics with Applications	Siu, TK Ching, WK Fung, E Ng, M Li, X	2009
How correlation risk in basket credit derivatives might be priced and managed? Journal:IMA Journal of Management Mathematics	Zhu, DM Gu, JW YU, FH Ching, WK Siu, TK	2021
An improved multivariate Markov chain model for credit risk Journal:The Journal of Credit Risk	Ching, WK Siu, TK Li, LM Jiang, H Li, T Li, WK	2009
An Incremental Learning Agent for Personalized WWW Searching Proceeding/Conference:Proceeding of the 3rd Pacific Asia Conference on Knowledge Discovery and Data Mining, PAKDD-99	Ng, V Siu, TK Cheung, DWL	1999
Insurance claims modulated by a hidden marked point process Proceeding/Conference:Proceedings of the American Control Conference	Elliott, RJ Siu, TK Yang, H	2007
Interacting Default Intensity with a Hidden Markov Process Journal:Quantitative Finance	YU, F Ching, WK GU, J SIU, TK	2017
Interactive hidden Markov models and their applications Journal:IMA Journal Management Mathematics	Ching, WK Fung, E Ng, M Siu, TK Li, WK	2007
Markov chains: models, algorithms and applications (2nd ed.)	Ching, WK Huang, X Ng, MK Siu, TK	2013
A Markovian infectious model for dependent default risk Journal:International Journal of Intelligent Engineering Informatics	Gu, JW Ching, WK Siu, TK	2011
A Markovian Network Model for Default Risk Management, Journal:International Journal of Intelligent Engineering Informatics	Ching, WK Leung, HY Jiang, H Sun, L Siu, TK	2010
Martingale Representation and Hedging Contingent Claims With Regime Switching Journal:Communications on Stochastic Analysis	Elliott, RJ Siu, TK Yang, H	2007
Modeling default data via an interactive hidden markov model Journal:Computational Economics	Ching, WK Siu, TK Li, LM Li, T Li, WK	2009

Showing results 6 to 25 of 55 < previous next >