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~person:"Ching, Wai Ki"
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Ching, Wai Ki
Elliott, Robert J.
198
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163
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119
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81
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51
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1
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1
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16
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1
A higher-order interactive hidden Markov model and its applications
Zhu, Dong-Mei
;
Ching, Wai Ki
;
Elliott, Robert J.
;
Siu, …
- In:
OR spectrum : quantitative approaches in management
39
(
2017
)
4
,
pp. 1055-1069
Persistent link: https://www.econbiz.de/10011777086
Saved in:
2
Improving revenue management : a real option approach
Ching, Wai Ki
;
Li, Xun
;
Siu, Tak Kuen
;
Wu, Zhenyu
- In:
Innovative quick response programs in logistics and …
,
(pp. 122-139)
.
2010
Persistent link: https://www.econbiz.de/10003951779
Saved in:
3
A mixture price trend model for long-term risk management
Fung, Eric S.
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Business intelligence in economic forecasting : …
,
(pp. 157-173)
.
2010
Persistent link: https://www.econbiz.de/10003994046
Saved in:
4
Modeling default data via an interactive hidden Markov model
Ching, Wai Ki
;
Siu, Tak Kuen
;
Li, Li-min
;
Li, Tang
;
Li, …
- In:
Computational economics
34
(
2009
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003876947
Saved in:
5
An improved multivariate Markov chain model for credit risk
Ching, Wai Ki
;
Siu, Tak Kuen
;
Li, Li-min
;
Jiang, Hao
; …
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
4
,
pp. 83-106
Persistent link: https://www.econbiz.de/10003927496
Saved in:
6
On reduced-form intensity-based model with "trigger" events
Gu, Jia-wen
;
Ching, Wai Ki
;
Siu, Tak Kuen
;
Zheng, Henry
- In:
Journal of the Operational Research Society : OR
65
(
2014
)
3
,
pp. 331-339
Persistent link: https://www.econbiz.de/10010251709
Saved in:
7
On modeling credit defaults : a probabilistic Boolean network approach
Gu, Jia-wen
;
Ching, Wai Ki
;
Siu, Tak Kuen
;
Zheng, Harry
- In:
Risk and decision analysis
4
(
2013
)
2
,
pp. 119-129
Persistent link: https://www.econbiz.de/10009782545
Saved in:
8
On supply chain coordination for false failure returns : a quantity discount contract approach
Huang, Ximin
;
Choi, Sin-man
;
Ching, Wai Ki
;
Siu, Tak Kuen
; …
- In:
International journal of production economics
133
(
2011
)
2
,
pp. 634-644
Persistent link: https://www.econbiz.de/10009299866
Saved in:
9
Optimal pairs trading with dynamic mean-variance objective
Zhu, Dong-Mei
;
Gu, Jia-Wen
;
Yu, Feng-Hui
;
Siu, Tak Kuen
; …
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
1
,
pp. 145-168
Persistent link: https://www.econbiz.de/10012618990
Saved in:
10
Trading strategy with stochastic volatility in a limit order book market
Yang, Qing-Qing
;
Ching, Wai Ki
;
Gu, Jiawen
;
Siu, Tak Kuen
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 277-301
Persistent link: https://www.econbiz.de/10012285400
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