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Browsing "Department of Mathematics" by Author siu, tk
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Showing results 1 to 20 of 28
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Title
Author(s)
Issue Date
A Higher-order Interactive Hidden Markov Model And Its Applications
Journal:
OR Spectrum
ZHU, D
Ching, WK
Elliott, R
Siu, TK
Zhang, L
2017
A Real Option Approach for Investment Opportunity Valuation in High-tech Industry
Journal:
Journal of Industrial and Management Optimization
SONG, N
XIE, Y
Ching, WK
Siu, TK
2017
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
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
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
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
Modeling default data via an interactive hidden markov model
Journal:
Computational Economics
Ching, WK
Siu, TK
Li, LM
Li, T
Li, WK
2009
On a multivariate Markov chain model for credit risk measurement
Journal:
Quantitative Finance
Siu, TK
Ching, WK
Fung, ES
Ng, MK
2005
On infectious models for dependent default risk
Proceeding/Conference:
Proceedings of the International Joint Conference on Computational Sciences and Optimization, CSO 2011
Gu, J
Ching, WK
Siu, TK
2011
On Optimal Cash Management under a Stochastic Volatility Model
Journal:
East Asian Journal on Applied Mathematics
Song, N
Ching, WK
Siu, TK
Yiu, C
2013
On supply chain coordination for false failure returns: A quantity discount contract approach
Journal:
International Journal of Production Economics
Huang, X
Choi, SM
Ching, WK
Siu, TK
Huang, M
2011
