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YearTitleAuthor
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
2003A study of speculation about Mark SixTang, Wing-cheung
2000A study of the supersonic fluid flow over a plate with different surface roughness by a finite difference methodYip, Tat-yin Sammy
2022A study of two behavioral finance modelsPeng, Jing
2001A study on data compression by dynamical system approachLam, Fung-yee
2013Subgradient methods for convex programming and quasi-convex programmingHu, Yaohua
2021Subgroup analysis for heterogeneous Cox model and statistical inference for panel count data with terminal eventHu, Xiangbin
2020Supervised statistical inference for data of versatile dimensionality with application to GWAS studiesXu, Sheng
2006The tensor eigenvalue methods for the positive definiteness identification problemWang, Fei
2019Tensors and their applicationsLiu, Jinjie
2014Testing serial correlation in partially linear additive modelsYang, Jin
1998Time-series forecasting of foreign exchange rates using recurrent neural networks : a comparative study with statistical modelsYip, Chi-kin