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1

Optimal Strategy for Limit Order Book Submissions in High Frequency Trading

Song, Na, Xie, Yue, Ching, Wai-Ki, Siu, Tak-Kuen, Yiu, Cedric Ka-Fai

Journal:

East Asian Journal on Applied Mathematics

Année:

2016

Langue:

english

Fichier:

PDF, 188 KB

english, 2016

2

Trading strategy with stochastic volatility in a limit order book market

Yang, Qing-Qing, Ching, Wai-Ki, Gu, Jiawen, Siu, Tak-Kuen

Journal:

Decisions in Economics and Finance

Année:

2020

Fichier:

PDF, 1.76 MB

2020

3

Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model

Zhu, Dong-Mei, Lu, Jiejun, Ching, Wai-Ki, Siu, Tak-Kuen

Journal:

Economic Modelling

Année:

2017

Langue:

english

Fichier:

PDF, 858 KB

english, 2017

4

Optimal portfolios with regime switching and value-at-risk constraint

Ka-Fai Cedric Yiu, Jingzhen Liu, Tak Kuen Siu, Wai-Ki Ching

Journal:

Année:

2010

Langue:

english

Fichier:

PDF, 591 KB

english, 2010

5

A matrix perturbation method for computing the steady-state probability distributions of probabilistic Boolean networks with gene perturbations

Wei-Wei Xu, Wai-Ki Ching, Shu-Qin Zhang, Wen Li, Xiao-Shan Chen

Journal:

Journal of Computational and Applied Mathematics

Année:

2011

Langue:

english

Fichier:

PDF, 225 KB

english, 2011

6

Regularized orthogonal linear discriminant analysis

Wai-Ki Ching, Delin Chu, Li-Zhi Liao, Xiaoyan Wang

Journal:

Pattern Recognition

Année:

2012

Langue:

english

Fichier:

PDF, 298 KB

english, 2012

7

Repulsion pressure model and numerical simulation for spiral phyllotactic patterns of plants

Cong, Yang, Ching, Wai-Ki, Tsing, Nam-Kiu

Journal:

Mathematical Biosciences

Année:

2013

Langue:

english

Fichier:

PDF, 2.59 MB

english, 2013

8

[International Series in Operations Research & Management Science] Markov Chains Volume 189 || Markov Decision Processes for Customer Lifetime Value

Ching, Wai-Ki, Huang, Ximin, Ng, Michael K., Siu, Tak-Kuen

Année:

2013

Langue:

english

Fichier:

PDF, 641 KB

english, 2013

9

Optimal portfolios with maximum Value-at-Risk constraint under a hidden Markovian regime-switching model

Zhu, Dong-Mei, Xie, Yue, Ching, Wai-Ki, Siu, Tak-Kuen

Journal:

Année:

2016

Langue:

english

Fichier:

PDF, 829 KB

english, 2016

10

High-resolution image reconstruction from rotated and translated low-resolution images with multisensors

You-Wei Wen, Michael K. Ng, Wai-Ki Ching

Journal:

International Journal of Imaging Systems and Technology

Année:

2004

Langue:

english

Fichier:

PDF, 234 KB

english, 2004

11

Super-resolution image reconstruction using multisensors

Wai-Ki Ching, Michael K. Ng, Kenton N. Sze, Andy C. Yau

Journal:

Numerical Linear Algebra with Applications

Année:

2005

Langue:

english

Fichier:

PDF, 204 KB

english, 2005

12

A smoothing Newton's method for the construction of a damped vibrating system from noisy test eigendata

Zheng-Jian Bai, Wai-Ki Ching

Journal:

Numerical Linear Algebra with Applications

Année:

2009

Langue:

english

Fichier:

PDF, 160 KB

english, 2009

13

Detection of machine failure: Hidden Markov Model approach

Allen H. Tai, Wai-Ki Ching, L.Y. Chan

Journal:

Computers & Industrial Engineering

Année:

2009

Langue:

english

Fichier:

PDF, 233 KB

english, 2009

14

Fast inversion of triangular Toeplitz matrices

Fu-Rong Lin, Wai-Ki Ching, Michael K. Ng

Journal:

Theoretical Computer Science

Année:

2004

Langue:

english

Fichier:

PDF, 250 KB

english, 2004

15

Modeling default risk via a hidden Markov model of multiple sequences

Wai-Ki Ching, Ho-Yin Leung, Zhenyu Wu, Hao Jiang

Journal:

Frontiers of Computer Science

Année:

2010

Langue:

english

Fichier:

PDF, 275 KB

english, 2010

16

A semi-supervised regression model for mixed numerical and categorical variables

Michael K. Ng, Elaine Y. Chan, Meko M.C. So, Wai-Ki Ching

Journal:

Pattern Recognition

Année:

2007

Langue:

english

Fichier:

PDF, 206 KB

english, 2007

17

Analysis of the impact degree distribution in metabolic networks using branching process approximation

Kazuhiro Takemoto, Takeyuki Tamura, Yang Cong, Wai-Ki Ching, Jean-Philippe Vert, Tatsuya Akutsu

Journal:

Physica A: Statistical Mechanics and its Applications

Année:

2012

Langue:

english

Fichier:

PDF, 323 KB

english, 2012

18

Risk measures and behaviors for bonds under stochastic interest rate models

Na Song, Tak Kuen Siu, Farzad Alavi Fard, Wai-Ki Ching, Eric S. Fung

Journal:

Mathematical and Computer Modelling

Année:

2012

Langue:

english

Fichier:

PDF, 444 KB

english, 2012

19

[International Series in Operations Research & Management Science] Markov Chains Volume 189 || Hidden Markov Chains

Ching, Wai-Ki, Huang, Ximin, Ng, Michael K., Siu, Tak-Kuen

Année:

2013

Langue:

english

Fichier:

PDF, 836 KB

english, 2013

20

[IEEE 2011 IEEE International Conference on Systems Biology (ISB) - Zhuhai, China (2011.09.2-2011.09.4)] 2011 IEEE International Conference on Systems Biology (ISB) - A modified newton's method for inverse problem of Probabilistic Boolean Networks with gene perturbations

Wen Li,, Ching, Wai-Ki, Lu-Bin Cui,

Année:

2011

Langue:

english

Fichier:

PDF, 700 KB

english, 2011

21

Inducing high service capacities in outsourcing via penalty and competition

Ching, Wai-Ki, Choi, Sin-Man, Huang, Ximin

Journal:

International Journal of Production Research

Année:

2011

Langue:

english

Fichier:

PDF, 172 KB

english, 2011

22

[IEEE 2009 International Conference on Business Intelligence and Financial Engineering (BIFE) - Beijing, China (2009.07.24-2009.07.26)] 2009 International Conference on Business Intelligence and Financial Engineering - A Markovian Model for Default Risk in a Network of Sectors

Ching, Wai-Ki, Leung, Ho-Yin, Jiang, Hao, Sun, Liang

Année:

2009

Langue:

english

Fichier:

PDF, 176 KB

english, 2009

23

[IEEE 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - London, UK (2014.3.27-2014.3.28)] 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - A hidden Markov reduced-form risk model

Gu, Jia-Wen, Ching, Wai-Ki, Zheng, Harry

Année:

2014

Langue:

english

Fichier:

PDF, 161 KB

english, 2014

24

On a multivariate Markov chain model for credit risk measurement

Siu, Tak-Kuen, Ching, Wai-Ki, Fung, S. Eric, Ng¶, Michael K.

Journal:

Quantitative Finance

Année:

2005

Langue:

english

Fichier:

PDF, 225 KB

english, 2005

25

On Modeling Economic Default Time: A Reduced-Form Model Approach

Gu, Jia-Wen, Jiang, Bo, Ching, Wai-Ki, Zheng, Harry

Journal:

Computational Economics

Année:

2016

Langue:

english

Fichier:

PDF, 378 KB

english, 2016

26

Iterative Algorithms Based on Decoupling of Deblurring and Denoising for Image Restoration

Wen, You-Wei, Ng, Michael K., Ching, Wai-Ki

Journal:

SIAM Journal on Scientific Computing

Année:

2008

Langue:

english

Fichier:

PDF, 362 KB

english, 2008

27

[IEEE 2012 Fifth International Joint Conference on Computational Sciences and Optimization (CSO) - Harbin, Heilongjiang, China (2012.06.23-2012.06.26)] 2012 Fifth International Joint Conference on Computational Sciences and Optimization - Optimal Submission Problem in a Limit Order Book with VaR Constraints

Song, Na, Ching, Wai-Ki, Siu, Tak-Kuen, Yiu, Cedric

Année:

2012

Langue:

english

Fichier:

PDF, 193 KB

english, 2012

28

[IEEE Industrial Engineering (CIE-40) - Awaji City, Japan (2010.07.25-2010.07.28)] The 40th International Conference on Computers & Indutrial Engineering - Inducing optimal service capacities via performance-based allocation of demand in a queueing system with multiple servers

Choi, Sin-Man, Huang, Ximin, Ching, Wai-Ki

Année:

2010

Langue:

english

Fichier:

PDF, 219 KB

english, 2010

29

ON CONSTRUCTION OF STOCHASTIC GENETIC NETWORKS BASED ON GENE EXPRESSION SEQUENCES

CHING, WAI-KI, NG, MICHAEL M., FUNG, ERIC S., AKUTSU, TATSUYA

Journal:

International Journal of Neural Systems

Année:

2005

Langue:

english

Fichier:

PDF, 264 KB

english, 2005

30

On pricing basket credit default swaps

Gu, Jia-Wen, Ching, Wai-Ki, Siu, Tak-Kuen, Zheng, Harry

Journal:

Quantitative Finance

Année:

2013

Langue:

english

Fichier:

PDF, 391 KB

english, 2013

31

Discrimination of singleton and periodic attractors in Boolean networks

Cheng, Xiaoqing, Tamura, Takeyuki, Ching, Wai-Ki, Akutsu, Tatsuya

Journal:

Année:

2017

Langue:

english

Fichier:

PDF, 861 KB

english, 2017

32

Market-making strategy with asymmetric information and regime-switching

Yang, Qing-Qing, Ching, Wai-Ki, Gu, Jia-Wen, Siu, Tak-Kuen

Journal:

Journal of Economic Dynamics and Control

Année:

2018

Langue:

english

Fichier:

PDF, 1.11 MB

english, 2018

33

Modeling Credit Risk with Hidden Markov Default Intensity

Yu, Feng-Hui, Lu, Jiejun, Gu, Jia-Wen, Ching, Wai-Ki

Journal:

Computational Economics

Année:

2018

Langue:

english

Fichier:

PDF, 578 KB

english, 2018

34

How correlation risk in basket credit derivatives might be priced and managed?

Zhu, Dong-Mei, Gu, Jia-wen, Yu, Feng-Hui, Ching, Wai-Ki, Siu, Tak-Kuen

Journal:

IMA Journal of Management Mathematics

Année:

2020

Fichier:

PDF, 568 KB

2020

35

Superresolution image reconstruction from blurred observations by multisensors

Wai-Ki Ching, Michael K. Ng, Kenton N. Sze, Andy C. Yau

Journal:

International Journal of Imaging Systems and Technology

Année:

2003

Langue:

english

Fichier:

PDF, 297 KB

english, 2003

36

Inverse Toeplitz preconditioners for Hermitian Toeplitz systems

Fu-Rong Lin, Wai-Ki Ching

Journal:

Numerical Linear Algebra with Applications

Année:

2005

Langue:

english

Fichier:

PDF, 100 KB

english, 2005

37

A direct method for solving block-Toeplitz with near-circulant-block systems with applications to hybrid manufacturing systems

Wai-Ki Ching, Michael K. Ng, Wai-On Yuen

Journal:

Numerical Linear Algebra with Applications

Année:

2005

Langue:

english

Fichier:

PDF, 88 KB

english, 2005

38

Structured matrices with applications

Raymond Chan, Wai-Ki Ching, Franklin Luk, Michael NG

Journal:

Numerical Linear Algebra with Applications

Année:

2005

Langue:

english

Fichier:

PDF, 23 KB

english, 2005

39

Perturbation analysis for the sign functions of regular matrix pairs

Xiao Shan Chen, Wen Li, Wai-Ki Ching

Journal:

Numerical Linear Algebra with Applications

Année:

2011

Langue:

english

Fichier:

PDF, 134 KB

english, 2011

40

Exact algorithms for singular tridiagonal systems with applications to Markov chains

Lin-Zhang Lu, Wai-Ki Ching, Michael K. Ng

Journal:

Applied Mathematics and Computation

Année:

2004

Langue:

english

Fichier:

PDF, 257 KB

english, 2004

41

Boundary value methods for solving transient solutions of Markovian queueing networks

Raymond H. Chan, Ka-Chun Ma, Wai-Ki Ching

Journal:

Applied Mathematics and Computation

Année:

2006

Langue:

english

Fichier:

PDF, 140 KB

english, 2006

42

Preface

Zhong-Zhi Bai, Wai-Ki Ching, Michael K. Ng

Journal:

Applied Mathematics and Computation

Année:

2006

Langue:

english

Fichier:

PDF, 56 KB

english, 2006

43

Approximate inverse-free preconditioners for Toeplitz matrices

You-Wei Wen, Wai-Ki Ching, Michael Ng

Journal:

Applied Mathematics and Computation

Année:

2011

Langue:

english

Fichier:

PDF, 307 KB

english, 2011

44

A note on the stability of Toeplitz matrix inversion formulas

You-Wei Wen, Michael K. Ng, Wai-Ki Ching, Hong Liu

Journal:

Applied Mathematics Letters

Année:

2004

Langue:

english

Fichier:

PDF, 234 KB

english, 2004

45

Backward errors for eigenproblem of two kinds of structured matrices

Wei-Wei Xu, Wen Li, Wai-Ki Ching, Yan-Mei Chen

Journal:

Journal of Computational and Applied Mathematics

Année:

2010

Langue:

english

Fichier:

PDF, 379 KB

english, 2010

46

A distributed decision making model for risk management of virtual enterprise

Min Huang, Fu-Qiang Lu, Wai-Ki Ching, Tak Kuen Siu

Journal:

Expert Systems with Applications

Année:

2011

Langue:

english

Fichier:

PDF, 427 KB

english, 2011

47

A note on the paper: Optimizing web servers using page rank prefetching for clustered accesses

Journal:

Information Sciences

Année:

2005

Langue:

english

Fichier:

PDF, 147 KB

english, 2005

48

Generating probabilistic Boolean networks from a prescribed stationary distribution

Shu-Qin Zhang, Wai-Ki Ching, Xi Chen, Nam-Kiu Tsing

Journal:

Information Sciences

Année:

2010

Langue:

english

Fichier:

PDF, 206 KB

english, 2010

49

Control of Boolean networks: Hardness results and algorithms for tree structured networks

Tatsuya Akutsu, Morihiro Hayashida, Wai-Ki Ching, Michael K. Ng

Journal:

Journal of Theoretical Biology

Année:

2007

Langue:

english

Fichier:

PDF, 271 KB

english, 2007

50

Preconditioning regularized least squares problems arising from high-resolution image reconstruction from low-resolution frames

Fu-Rong Lin, Wai-Ki Ching, Michael K. Ng

Journal:

Linear Algebra and its Applications

Année:

2004

Langue:

english

Fichier:

PDF, 632 KB

english, 2004