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Showing results 141 to 160 of 173 < previous   next >
YearTitleAuthor
2011Some parametric and semiparametric models for financial time series analysisZhang, Xingfa
2017Sparse and dynamic portfolio optimizationWang, Qiyu
2022Sparse optimization with a cardinality objective and stochastic complementarity constraintsLiu, Shisen
2011Spatial regression models with spatially correlated errorsZhang, Fan
2013Spectral hypergraph theoryHu, Shenglong
2018Spectral hypergraph theory via tensorsOuyang, Chen
2014Spherical tε-design and approximation on the sphere : theory and algorithmsZhou, Yang
2016Stabilizer codes : encoding schemes and applicationsShi, Shiyu
2023Stable and convergent numerical methods for geometric and physical PDEsBai, Genming
2020Statistical learning with empirical features and data of different typesQin, Huihui
2022Stochastic control problems and related free boundaries in mathematical finance and insuranceZhou, Rui
2021Stochastic control problems in optimal consumption and optimal dividendsYang, Yue
2015Stochastic optimal control for market making on coupled Ornstein-Uhlenbeck processesYuen, Yui Chi Peter
2016Structured tensors : theory and applicationsChen, Haibin
2012The study of a class of analytical solutions for six fluid dynamical systemsYuen, Man Wai
1999A study of algorithms for identifying parameters of a dynamical system approximating time seriesLeung, Shing-keung
2000A study of combination of forecastsWong, Chi-shing
2001A study of option pricing models with concentration on lookback optionsLau, Ka-chuen
2000A study of pricing barrier options by analytic methodsLam, Chi-keung
1999A study of qualitative and quantitative component analysis for Chinese proprietary medicinesWong, Siu-kay
Showing results 141 to 160 of 173 < previous   next >