Browsing by Author Siu, TK

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TitleAuthor(s)Issue DateViews
 
A PDE approach to risk measures of derivatives
Journal:Applied Mathematical Finance
2000
64
 
Asset allocation under regime-switching models
Proceeding/Conference:International Conference on Business Intelligence and Financial Engineering Proceedings
2012
60
 
Asset allocation under threshold autoregressive models
Journal:Applied Stochastic Models in Business and Industry
2012
129
 
2001
66
 
2002
134
 
2011
157
 
2005
48
 
Filtering a markov modulated random measure
Journal:IEEE Transactions on Automatic Control
2010
87
 
A high-order Markov-switching model for risk measurement
Journal:Computers and Mathematics with Applications
2009
76
 
2009
373
 
An Incremental Learning Agent for Personalized WWW Searching
Proceeding/Conference:Proceeding of the Third Pacific Asia Conference on Knowledge Discovery and Data Mining (PAKDD-99)
1999
36
Insurance claims modulated by a hidden marked point process
Proceeding/Conference:Proceedings of the American Control Conference
2007
79
 
2017
 
Interactive hidden Markov models and their applications
Journal:IMA Journal Management Mathematics
2007
55
 
2013
94
 
A Markovian infectious model for dependent default risk
Journal:International Journal of Intelligent Engineering Informatics
2011
111
 
A Markovian Network Model for Default Risk Management,
Journal:International Journal of Intelligent Engineering Informatics
2010
22
 
2007
56
 
2009
524
 
Nonparametric Bayesian Credibility
Journal:Australian Actuarial Journal
2009
92