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Credit portfolio management using two-level particle swarm optimization |
Lu, Fu-Qiang; Huang, Min; Ching, Wai-Ki; Siu, Tak Kuen |
2013 |
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A Real option approach to optimal inventory management of retail products |
Huang, Ximin; Song, Na; Ching, Wai-Ki; Siu, Tak-Kuen; Yiu, Ka-Fai Cedric |
2012 |
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Risk measures and behaviors for bonds under stochastic interest rate models |
Song, Na; Siu, Tak Kuen; Alavi Fard, Farzad; Ching, Wai-Ki; Fung, Eric S |
2012 |
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A Distributed decision making model for risk management of virtual enterprise |
Huang, Min; Lu, Fu-Qiang; Ching, Wai-Ki; Siu, Tak Kuen |
2011 |
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On supply chain coordination for false failure returns : a quantity discount contract approach |
Huang, Ximin; Choi, Sin-Man; Ching, Wai-Ki; Siu, Tak-Kuen; Huang, Min |
2011 |
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A Markovian network model for default risk management |
Ching, Wai-Ki; Leung, Ho-Yin; Jiang, Hao; Sun, Liang; Siu, Tak-Kuen |
2010 |
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Pricing exotic options under a high-order Markovian regime switching model |
Ching, Wai-Ki; Siu, Tak-Kuen; Li, Li-Min |
2007 |
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Extracting information from spot interest rates and credit ratings using double higher-order hidden markov models |
Siu, Tak-Kuen; Ching, Wai-Ki; Fung, Eric S; Ng, Michael K |
2005 |
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On a multivariate Markov chain model for credit risk measurement |
Siu, Tak-Kuen; Ching, Wai-Ki; Fung, Eric S; Ng, Micheal K |
2005 |
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