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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

Year:

2016

Language:

english

File:

PDF, 188 KB

english, 2016

2

A new optimization algorithm for single hidden layer feedforward neural networks

Li, Leong Kwan, Shao, Sally, Yiu, Ka-Fai Cedric

Journal:

Applied Soft Computing

Year:

2013

Language:

english

File:

PDF, 233 KB

english, 2013

3

Modelling and Optimization in Engineering Applications

Teo, Kok Lay, Chinchuluun, Altannar, Yiu, Cedric Ka-Fai

Journal:

Applied Mathematical Modelling

Year:

2018

Language:

english

File:

PDF, 203 KB

english, 2018

4

Jump detection in financial time series using machine learning algorithms

Au Yeung, Jay F. K., Wei, Zi-kai, Chan, Kit Yan, Lau, Henry Y. K., Yiu, Ka-Fai Cedric

Journal:

Soft Computing - A Fusion of Foundations, Methodologies and Applications

Year:

2019

Language:

english

File:

PDF, 1.10 MB

english, 2019

5

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

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

Journal:

Year:

2010

Language:

english

File:

PDF, 591 KB

english, 2010

6

Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand

Liu, Jingzhen, Cedric Yiu, Ka Fai, Bensoussan, Alain

Journal:

SIAM Journal on Control and Optimization

Year:

2018

Language:

english

File:

PDF, 272 KB

english, 2018

7

Hyper-parameterization of sparse reconstruction for speech enhancement

Shi, Yue, Low, Siow Yong, Cedric Yiu, Ka Fai

Journal:

Applied Acoustics

Year:

2018

Language:

english

File:

PDF, 851 KB

english, 2018

8

New exact penalty function for solving constrained finite min-max problems

Cheng Ma, Xun Li, Ka-Fai Cedric Yiu, Lian-sheng Zhang

Journal:

Applied Mathematics and Mechanics

Year:

2012

Language:

english

File:

PDF, 250 KB

english, 2012

9

Optimal investment with a value-at-risk constraint

Liu, Jingzhen, Bai, Lihua, Yiu, Ka-Fai Cedric

Journal:

Journal of Industrial and Management Optimization

Year:

2012

Language:

english

File:

PDF, 433 KB

english, 2012

10

Optimal Investment and Proportional Reinsurance with Risk Constraint

Liu, Jingzhen, Yiu, Ka Fai Cedric, Loxton, Ryan C., Teo, Kok Lay

Journal:

Journal of Mathematical Finance

Year:

2013

Language:

english

File:

PDF, 385 KB

english, 2013

11

Placement Design of Microphone Arrays in Near-Field Broadband Beamformers

Feng, Zhi Guo, Yiu, Ka Fai Cedric, Nordholm, Sven Erik

Journal:

IEEE Transactions on Signal Processing

Year:

2012

Language:

english

File:

PDF, 2.87 MB

english, 2012

12

Nonlinear system modeling via knot-optimizing B-spline networks

Ka Fai Cedric Yiu,, Song Wang,, Kok Lay Teo,, Ah Chung Tsoi,

Journal:

IEEE Transactions on Neural Networks

Year:

2001

Language:

english

File:

PDF, 197 KB

english, 2001

13

Optimal switching for linear quadratic problem of switched systems in discrete time

Xu, Wei, Feng, Zhi Guo, Peng, Jian Wen, Yiu, Ka Fai Cedric

Journal:

Year:

2017

Language:

english

File:

PDF, 1001 KB

english, 2017

14

Design of Sparse Filters by a Discrete Filled Function Technique

Feng, Zhi Guo, Yiu, Ka Fai Cedric, Wu, Soon Yi

Journal:

Circuits, Systems, and Signal Processing

Year:

2018

Language:

english

File:

PDF, 672 KB

english, 2018

15

A descent algorithm for constrained LAD-Lasso estimation with applications in portfolio selection

Shi, Yue, Ng, Chi Tim, Feng, Zhiguo, Yiu, Ka-Fai Cedric

Journal:

Journal of Applied Statistics

Year:

2019

File:

PDF, 3.34 MB

2019

16

Financial derivatives and risk models

Journal:

Risk and Decision Analysis

Year:

2013

File:

PDF, 21 KB

2013

17

An improvement on Marotto’s theorem and its applications to chaotification of switching systems

Yi Zhao, Lingli Xie, K.F. Cedric Yiu

Journal:

Chaos, Solitons & Fractals

Year:

2009

Language:

english

File:

PDF, 173 KB

english, 2009

18

A hybrid method for the design of oversampled uniform DFT filter banks

Ka Fai Cedric Yiu, Nedelko Grbić, Sven Nordholm, Kok Lay Teo

Journal:

Signal Processing

Year:

2006

Language:

english

File:

PDF, 610 KB

english, 2006

19

A robust transform domain echo canceller employing a parallel filter structure

Jiaquan Huo, Ka Fai Cedric Yiu, Sven Nordholm, Kok Lay Teo

Journal:

Signal Processing

Year:

2006

Language:

english

File:

PDF, 357 KB

english, 2006

20

Guest editorial: special issue on new trends in multimedia processing

Peihua Qiu, Ka Fai Cedric Yiu, Lipo Wang

Journal:

Multimedia Tools and Applications

Year:

2011

Language:

english

File:

PDF, 181 KB

english, 2011

21

Beamspace blind signal separation for speech enhancement

Siow Yong Low, Ka-Fai Cedric Yiu, Sven Nordholm

Journal:

Optimization and Engineering

Year:

2009

Language:

english

File:

PDF, 509 KB

english, 2009

22

Evaluating American put options on zero-coupon bonds by a penalty method

Hong Jun Zhou, Ka Fai Cedric Yiu, Leong Kwan Li

Journal:

Journal of Computational and Applied Mathematics

Year:

2011

Language:

english

File:

PDF, 1.16 MB

english, 2011

23

Reconfigurable FPGA-based switching path frequency-domain echo canceller with applications to voice control device

Ka Fai Cedric Yiu, Yao Lu, Chun Hok Ho, Wayne Luk, Jiaquan Huo, Sven Nordholm

Journal:

Digital Signal Processing

Year:

2012

Language:

english

File:

PDF, 1.31 MB

english, 2012

24

A hybrid solution to collaborative decision-making in a decentralized supply-chain

Steven Y.P. Lu, Henry Y.K. Lau, Cedric K.F. Yiu

Journal:

Journal of Engineering and Technology Management

Year:

2012

Language:

english

File:

PDF, 652 KB

english, 2012

25

Optimal dividend strategy with transaction costs for an upward jump model

Zhou, Ming, Yiu, Ka Fai Cedric

Journal:

Quantitative Finance

Year:

2012

Language:

english

File:

PDF, 266 KB

english, 2012

26

Assembly of Superparamagnetic Nanoparticles under Unidirectional External Magnetic Flux: Experimental and Model Establishments

Yiu, K. F. Cedric, Yu, Chih Hao, Tang, Huili, He, Heyong, Tsang, Shik Chi, Tam, Kin Y.

Journal:

The Journal of Physical Chemistry C

Year:

2008

Language:

english

File:

PDF, 284 KB

english, 2008

27

The impact of demand variability and transshipment on vendor's distribution policies under vendor managed inventory strategy

Xu Chen, Gang Hao, Xun Li, Ka Fai Cedric Yiu

Journal:

International Journal of Production Economics

Year:

2012

Language:

english

File:

PDF, 263 KB

english, 2012

28

Design of broadband beamformers with low complexity

Zhiguo Feng, Cedric Ka Fai Yiu, Kok-Lay Teo, Sven Nordholm

Journal:

EURASIP Journal on Advances in Signal Processing

Year:

2012

Language:

english

File:

PDF, 266 KB

english, 2012

29

A hybrid descent method with genetic algorithm for microphone array placement design

Li, Zhibao, Cedric Yiu, Ka Fai, Feng, Zhiguo

Journal:

Applied Soft Computing

Year:

2013

Language:

english

File:

PDF, 470 KB

english, 2013

30

Enhancement of Speech Recognitions for Control Automation Using an Intelligent Particle Swarm Optimization

Chan, Kit Yan, Yiu, Cedric K. F., Dillon, Tharam S., Nordholm, Sven, Ling, Sai Ho

Journal:

IEEE Transactions on Industrial Informatics

Year:

2012

Language:

english

File:

PDF, 2.22 MB

english, 2012

31

A hybrid noise suppression filter for accuracy enhancement of commercial speech recognizers in varying noisy conditions

Chan, Kit Yan, Yong, Pei Chee, Nordholm, Sven, Yiu, Cedric K.F., Lam, Hak Keung

Journal:

Applied Soft Computing

Year:

2014

Language:

english

File:

PDF, 1.43 MB

english, 2014

32

Inside information of real estate developers

Hui, Eddie Chi-man, Wang, Ziyou, Yiu, Cedric Ka-fai, Wong, Heung

Journal:

Habitat International

Year:

2013

Language:

english

File:

PDF, 530 KB

english, 2013

33

Neural Network Analysis for the detection of glaucomatous damage

Yiu, K.F. Cedric

Journal:

Applied Soft Computing

Year:

2014

Language:

english

File:

PDF, 336 KB

english, 2014

34

FPGA multi-filter system for speech enhancement via multi-criteria optimization

Yiu, Ka Fai Cedric, Li, Zhibao, Low, Siow Yong, Nordholm, Sven

Journal:

Applied Soft Computing

Year:

2014

Language:

english

File:

PDF, 3.67 MB

english, 2014

35

The design of multi-dimensional acoustic beamformers via window functions

Feng, Zhi Guo, Yiu, Ka Fai Cedric

Journal:

Digital Signal Processing

Year:

2014

Language:

english

File:

PDF, 1.29 MB

english, 2014

36

Speech enhancement strategy for speech recognition microcontroller under noisy environments

Yan Chan, Kit, Nordholm, Sven, Yiu, Ka Fai Cedric, Togneri, Roberto

Journal:

Year:

2013

Language:

english

File:

PDF, 877 KB

english, 2013

37

On the Indoor Beamformer Design With Reverberation

Li, Zhibao, Yiu, Ka Fai Cedric, Nordholm, Sven

Journal:

IEEE/ACM Transactions on Audio, Speech, and Language Processing

Year:

2014

Language:

english

File:

PDF, 1.95 MB

english, 2014

38

Performance Limit of Broadband Beamformer Designs in Space and Frequency

Feng, Zhi Guo, Yiu, Ka Fai Cedric, Nordholm, Sven Erik

Journal:

Journal of Optimization Theory and Applications

Year:

2015

Language:

english

File:

PDF, 4.52 MB

english, 2015

39

[IEEE 2013 9th International Conference on Information, Communications & Signal Processing (ICICS) - Tainan, Taiwan (2013.12.10-2013.12.13)] 2013 9th International Conference on Information, Communications & Signal Processing - On the design of GSC beamformer in reverberant environment

Zhibao Li,, Yiu, Ka Fai Cedric

Year:

2013

Language:

english

File:

PDF, 244 KB

english, 2013

40

[IEEE 2008 Congress on Image and Signal Processing - Sanya, China (2008.05.27-2008.05.30)] 2008 Congress on Image and Signal Processing - FPGA Acceleration of a Subband Beamforming Algorithm for Speech Enhancement

Yiu, Ka-Fai Cedric, Lu, Yao, Shi, Xiaoxiang, Luk, Wayne

Year:

2008

Language:

english

File:

PDF, 533 KB

english, 2008

41

[IEEE 2010 International Conference on Green Circuits and Systems (ICGCS) - Shanghai, China (2010.06.21-2010.06.23)] The 2010 International Conference on Green Circuits and Systems - Hybrid reconfigurable architecture for low power digital signal processing system

Ho, Chun Hok, Yiu, Cedric Ka Fai

Year:

2010

Language:

english

File:

PDF, 698 KB

english, 2010

42

Optimal investment-reinsurance with dynamic risk constraint and regime switching

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

Journal:

Scandinavian Actuarial Journal

Year:

2013

Language:

english

File:

PDF, 287 KB

english, 2013

43

[IEEE 2009 IEEE 13th International Symposium on Consumer Electronics (ISCE) - Kyoto, Japan (2009.05.25-2009.05.28)] 2009 IEEE 13th International Symposium on Consumer Electronics - Design of prototype filter of DFT filter banks with low implementation complexity

Feng, Zhi Guo, Yiu, Ka Fai Cedric

Year:

2009

Language:

english

File:

PDF, 177 KB

english, 2009

44

A Decision-Directed Adaptive Gain Equalizer for Assistive Hearing Instruments

Chan, Kit Yan, Low, Siow Yong, Nordholm, Sven, Yiu, Ka Fai Cedric

Journal:

IEEE Transactions on Instrumentation and Measurement

Year:

2014

Language:

english

File:

PDF, 1.39 MB

english, 2014

45

A new design method for broadband microphone arrays for speech input in automobiles

Ka Fai Cedric Yiu,, Grbic, N., Kok-Lay Teo,, Nordholm, S.

Journal:

IEEE Signal Processing Letters

Year:

2002

Language:

english

File:

PDF, 189 KB

english, 2002

46

Optimal investment of an insurer with regime-switching and risk constraint

Liu, Jingzhen, Yiu, Ka-Fai Cedric, Siu, Tak Kuen

Journal:

Scandinavian Actuarial Journal

Year:

2014

Language:

english

File:

PDF, 213 KB

english, 2014

47

[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

Year:

2012

Language:

english

File:

PDF, 193 KB

english, 2012

48

[IEEE 2012 12th International Conference on Control Automation Robotics & Vision (ICARCV 2012) - Guangzhou, China (2012.12.5-2012.12.7)] 2012 12th International Conference on Control Automation Robotics & Vision (ICARCV) - Multichannel filters for speech recognition using a particle swarm optimization

Chan, Kit Yan, Nordholm, Sven, Yiu, Cedric K.F.

Year:

2012

Language:

english

File:

PDF, 123 KB

english, 2012

49

[IEEE 2008 International Conference on Application-Specific Systems, Architectures and Processors (ASAP) - Leuven, Belgium (2008.07.2-2008.07.4)] 2008 International Conference on Application-Specific Systems, Architectures and Processors - Reconfigurable acceleration of microphone array algorithms for speech enhancement

Yiu, Ka Fai Cedric, Chun Hok Ho,, Grbric, Nedelko, Yao Lu,, Xiaoxiang Shi,, Luk, Wayne

Year:

2008

Language:

english

File:

PDF, 675 KB

english, 2008

50

Dynamic Analysis of Dark–Light Changes of the Anterior Chamber Angle with Anterior Segment OCT

Leung, Christopher Kai-shun, Cheung, Carol Yim Lui, Li, Haitao, Dorairaj, Syril, Yiu, Cedric Ka Fai, Wong, Amy Lee, Liebmann, Jeffrey, Ritch, Robert, Weinreb, Robert, Lam, Dennis Shun Chiu

Journal:

Investigative Ophthalmology & Visual Science

Year:

2007

File:

PDF, 2.49 MB

2007