Department of Financial and Actuarial Mathematics

Filter
Conference Proceeding

Search results

  • 2012

    Adaptive shortest-path routing under unknown and stochastically varying link states

    Liu, K. & Zhao, Q., 2012, 2012 10th International Symposium on Modeling and Optimization in Mobile, Ad Hoc and Wireless Networks, WiOpt 2012. p. 232-237 6 p. 6260460. (2012 10th International Symposium on Modeling and Optimization in Mobile, Ad Hoc and Wireless Networks, WiOpt 2012).

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

    37 Citations (Scopus)

  • Dynamic intrusion detection in resource-constrained cyber networks

    Liu, K. & Zhao, Q., 2012, 2012 IEEE International Symposium on Information Theory Proceedings, ISIT 2012. p. 970-974 5 p. 6284708. (IEEE International Symposium on Information Theory - Proceedings).

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

    Open Access
    5 Citations (Scopus)

  • Online learning for stochastic linear optimization problems

    Liu, K. & Zhao, Q., 2012, 2012 Information Theory and Applications Workshop, ITA 2012 - Conference Proceedings. p. 363-367 5 p. 6181775. (2012 Information Theory and Applications Workshop, ITA 2012 - Conference Proceedings).

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

    4 Citations (Scopus)

  • The Consequences of the Hegemony of the Leadership Styles and Employee Job Satisfaction among University Teachers in China

    Karn, A. L., 26 Dec 2012, International Conference on Education, Applied Sciences and Management (ICEASM'2012) December 26-27, 2012 Dubai (UAE). p. 94 98 p.

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

  • When to refinance mortgage loans in a stochastic interest rate environment

    Zheng, J., Gan, S., Feng, X. & Xie, D., 2012, International MultiConference of Engineers and Computer Scientists, IMECS 2012. Newswood Limited, p. 1678-1683 6 p. (Lecture Notes in Engineering and Computer Science; vol. 2196).

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

    4 Citations (Scopus)
  • 2011

    Application of MCMC algorithm in interest rate modeling

    Feng, X. & Xie, D., 2011, IMECS 2011 - International MultiConference of Engineers and Computer Scientists 2011. p. 1495-1500 6 p. (IMECS 2011 - International MultiConference of Engineers and Computer Scientists 2011; vol. 2).

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

  • Indexability and whittle index for restless bandit problems involving reset processes

    Liu, K., Weber, R. & Zhao, Q., 2011, 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011. Institute of Electrical and Electronics Engineers Inc., p. 7690-7696 7 p. 6160533. (Proceedings of the IEEE Conference on Decision and Control).

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

    17 Citations (Scopus)

  • Learning and sharing in a changing world: Non-Bayesian restless bandit with multiple players

    Liu, H., Liu, K. & Zhao, Q., 2011, 2011 Information Theory and Applications Workshop, ITA 2011 - Conference Proceedings. p. 240-246 7 p. 5743588. (2011 Information Theory and Applications Workshop, ITA 2011 - Conference Proceedings).

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

    19 Citations (Scopus)

  • Logarithmic weak regret of non-Bayesian restless multi-armed bandit

    Liu, H., Liu, K. & Zhao, Q., 2011, 2011 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011 - Proceedings. p. 1968-1971 4 p. 5946895. (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings).

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

    26 Citations (Scopus)

  • Multi-armed bandit problems with heavy-tailed reward distributions

    Liu, K. & Zhao, Q., 2011, 2011 49th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2011. p. 485-492 8 p. 6120206. (2011 49th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2011).

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

    19 Citations (Scopus)

  • Multi-channel opportunistic access based on primary ARQ messages overhearing

    Lapiccirella, F. E., Liu, K. & Ding, Z., 2011, 2011 IEEE International Conference on Communications, ICC 2011. 5963326. (IEEE International Conference on Communications).

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

    8 Citations (Scopus)
  • 2010

    China stock market regimes prediction with artificial neural network and markov regime switching

    Liu, D. & Zhang, L., 2010, WCE 2010 - World Congress on Engineering 2010. p. 378-383 6 p. (WCE 2010 - World Congress on Engineering 2010; vol. 1).

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

    7 Citations (Scopus)

  • Decentralized multi-armed bandit with imperfect observations

    Liu, K., Zhao, Q. & Krishnamachari, B., 2010, 2010 48th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2010. p. 1669-1674 6 p. 5707117. (2010 48th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2010).

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

    12 Citations (Scopus)

  • Decentralized multi-armed bandit with multiple distributed players

    Liu, K. & Zhao, Q., 2010, 2010 Information Theory and Applications Workshop, ITA 2010 - Conference Proceedings. p. 568-577 10 p. 5454071. (2010 Information Theory and Applications Workshop, ITA 2010 - Conference Proceedings).

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

    31 Citations (Scopus)

  • Distributed learning in cognitive radio networks: Multi-armed bandit with distributed multiple players

    Liu, K. & Zhao, Q., 2010, 2010 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2010 - Proceedings. Institute of Electrical and Electronics Engineers Inc., p. 3010-3013 4 p. 5496131. (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings).

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

    43 Citations (Scopus)

  • Distributed learning under imperfect sensing in cognitive radio networks

    Liu, K., Zhao, Q. & Krishnamachari, B., 2010, Conference Record of the 44th Asilomar Conference on Signals, Systems and Computers, Asilomar 2010. p. 671-675 5 p. 5757646. (Conference Record - Asilomar Conference on Signals, Systems and Computers).

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

    13 Citations (Scopus)

  • Learning from collisions in cognitive radio networks: Time division fair sharing without pre-agreement

    Liu, K. & Zhao, Q., 2010, 2010 IEEE Military Communications Conference, MILCOM 2010. p. 2262-2267 6 p. 5680378. (Proceedings - IEEE Military Communications Conference MILCOM).

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

  • Volatility Analysis for Chinese Stock Market Using GARCH Type Models

    Yin, Z., Zhang, L. & Liu, D., 2010, Data Processing and Quantitative Economy Modelling. Zhu, K. & Zhang, H. (eds.). Aussino Academic Publishing House

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

  • 2009

    On the myopic policy for a class of restless bandit problems with applications in dynamic multichannel access

    Liu, K. & Zhao, Q., 2009, Proceedings of the 48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009. Institute of Electrical and Electronics Engineers Inc., p. 3592-3597 6 p. 5400366. (Proceedings of the IEEE Conference on Decision and Control).

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

    3 Citations (Scopus)
  • 2008

    A restless bandit formulation of opportunistic access: Indexablity and index policy

    Liu, K. & Zhao, Q., 2008, 2008 5th Annual IEEE Communications Society Conference on Sensor, Mesh and Ad Hoc Communications and Networks Workshops, SECON. 4567125. (2008 5th Annual IEEE Communications Society Conference on Sensor, Mesh and Ad Hoc Communications and Networks Workshops, SECON).

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

    40 Citations (Scopus)

  • Channel probing for opportunistic access with multi-channel sensing

    Liu, K. & Zhao, Q., 2008, 2008 42nd Asilomar Conference on Signals, Systems and Computers, ASILOMAR 2008. p. 93-97 5 p. 5074369. (Conference Record - Asilomar Conference on Signals, Systems and Computers).

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

    11 Citations (Scopus)

  • Detecting, tracking, and exploiting spectrum opportunities in unslotted primary systems

    Zhao, Q. & Liu, K., 2008, 2008 IEEE Radio and Wireless Symposium, RWS. p. 491-494 4 p. 4463536. (2008 IEEE Radio and Wireless Symposium, RWS).

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

    24 Citations (Scopus)

  • Distributed sensing and access in cognitive radio networks

    Liu, K., Zhao, Q. & Chen, Y., 2008, 2008 IEEE 10th International Symposium on Spread Spectrum Techniques and Applications - Proceedings, ISSSTA2008. p. 28-31 4 p. 4621370. (IEEE International Symposium on Spread Spectrum Techniques and Applications).

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

    29 Citations (Scopus)

  • Link throughput of multi-channel opportunistic access with limited sensing

    Liu, K. & Zhao, Q., 2008, 2008 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP. p. 2997-3000 4 p. 4518280. (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings).

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

    6 Citations (Scopus)

  • Modelling and predicting unsaturated hydraulic transport properties with a new characteristic model

    Wang, Y., Grove, S. M., Anderson, S. & Liu, L., 2008, Hydrological Sciences for Managing Water Resources in the Asian Developing World. IAHS-AISH Publication, Vol. 319. p. 149-156

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

  • Opportunistic spectrum access in self similar primary traffic

    Liu, K., Xiao, X. & Zhao, Q., 2008, 2008 IEEE Military Communications Conference, MILCOM 2008 - Assuring Mission Success. 4753458. (Proceedings - IEEE Military Communications Conference MILCOM).

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

    3 Citations (Scopus)
  • 2007

    Low-complexity approaches to spectrum opportunity tracking

    Zhao, Q., Krishnamachari, B. & Liu, K., 2007, Proceedings of the 2nd International Conference on Cognitive Radio Oriented Wireless Networks and Communications, CrownCom. p. 27-35 9 p. 4549767. (Proceedings of the 2nd International Conference on Cognitive Radio Oriented Wireless Networks and Communications, CrownCom).

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review

    15 Citations (Scopus)
  • 2000

    Computer simulation of the packing of particles

    Yu, A., Liu, L., Zhang, Z., Yang, R. & Zou, R., 2000, 2st ACUN International Composites Meeting. Bandyopadhyay, S. (ed.). p. 572-576

    Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review