Department of Financial and Actuarial Mathematics

Research output

Research output per year 1994 2020 2021 2022 2023 2024 2024

• 222 Article
• 78 Conference Proceeding
• 23 Paper
• 8 Chapter
• 26 More
  • 6 Other contribution
  • 5 Exhibition/ Event/ Festival
  • 4 Editorial
  • 3 Book
  • 3 Patent
  • 2 Comment/debate
  • 2 Review article
  • 1 Conference article

Research output per year

Research output per year

Search results

• 2024

  Cross-Sectional Variation of Risk-targeting Option Portfolios

  Wu, L. & Xu, Y., 2024, (Submitted) SFS Cavalcade Asia-Pacific 2024.

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

  • Pricing 100%
  • Option Contract 100%
  • Hedging 33%

• FinBPM: A Framework for Portfolio Management-based Financial Investor Behavior Perception Model

  Zhang, Z., Sen, P., Wang, Z., Sun, R., Jiang, Z. & Su, J., Mar 2024, Proceedings of the 18th Conference of the European Chapter of the Association for Computational Linguistics . Graham, Y., Purver, M. & Purver, M. (eds.). Vol. Volume 1: Long Papers. p. 246-257 12 p. (EACL 2024 - 18th Conference of the European Chapter of the Association for Computational Linguistics, Proceedings of the Conference; vol. 1).

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

  • Investors 100%
  • Portfolio Selection 100%
  • Stock Price 66%
  • Risk Control 33%
  • Portfolio Weight 33%

• Identifying Stock Option Mispricing at a Large Cross Section

  Xu, Y., Wang, S., Zhang, D. & Li, Z., 2024, (Submitted) IFABS 2024 Shanghai.

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

  • Stock Option 100%

• Predict Stock Return Variance Across the Information Cycle

  Wu, L. & Xu, Y., Jul 2024, China International Conference in Finance (CICF) .

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

  • Company Information 100%
  • Estimation Error 100%
  • Capital Market Returns 100%
  • Asset Pricing 100%

• The Causal Impact of Credit Lines on Spending Distributions

  Li, Y., Leung, C. H., Sun, X., Wang, C., Huang, Y., Yan, X., Wu, Q., Wang, D. & Huang, Z., 25 Mar 2024, Proceedings of the 38th AAAI Conference on Artificial Intelligence (AAAI-24 Technical Tracks 1). Wooldridge, M., Dy, J. & Natarajan, S. (eds.). 1 ed. Washington: AAAI press, p. 180-187 8 p. (Proceedings of the AAAI Conference on Artificial Intelligence; vol. 38, no. 1).

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

  Open Access

  • Treatment Effect 100%
  • Outcome Distribution 100%
  • Consumer Credit 100%
• 2023

  DeLELSTM: Decomposition-based Linear Explainable LSTM to Capture Instantaneous and Long-term Effects in Time Series

  Wang, C., Li, Y., Sun, X. & Wu, Q., 2023, International Joint Conference on Artificial Intelligence. Vol. 2023-August. p. 4299-4307

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

  Open Access

  • Time Series 100%
  • Explanation 100%
  • Information 100%
  • Time Series Forecasting 100%
  • Variables 100%

• Design of Concurrent Engineering Systems for Global Product Development Using Artificial Intelligence: https://link.springer.com/chapter/10.1007/978-981-19-7455-7_32

  Karn, A. L., 4 May 2023, 10th International Conference on Innovations in Computer Science & Engineering (ICICSE - 2022): Scopus indexed LNNS Springer. Springer, Vol. 565. p. 425 434 p. (LNN Springer).

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

  • Design 100%
  • Engineering 100%
  • Product Development 100%
  • Artificial Intelligence 100%
  • Systems Design 100%

• Design of Concurrent Engineering Systems for Global Product Development Using Artificial Intelligence

  Karn, A. L., Mehbodniya, A., Webber, J. L., Jayagopal, V., Stalin David, D., Rangasamy, R. & Sengan, S., 2023, Innovations in Computer Science and Engineering - Proceedings of the 10th ICICSE, 2022. Saini, H. S., Sayal, R., Govardhan, A. & Buyya, R. (eds.). Springer Science and Business Media Deutschland GmbH, p. 425-434 10 p. (Lecture Notes in Networks and Systems; vol. 565 LNNS).

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

  • Design 100%
  • Engineering 100%
  • Product Development 100%
  • Artificial Intelligence 100%
  • Systems Design 100%

• Digital transformation for Chinese service firms: the role of business intelligence and analytics use on firm financial and non-financial performance

  Yang, D., Xun, J. & Hong, Y., 2023, Academy of International Business Special Theme Conference: Sustainable Development and International Competitiveness of Small and Medium-sized Enterprises in the Post COVID-19 Era. 10-11 June 2023 University of Nottingham Ningbo China..

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

• Efficient Reinforcement Learning for Reversi AI

  Chen, H. & Liu, K., 2023, Second International Conference on Statistics, Applied Mathematics, and Computing Science, CSAMCS 2022. Dai, W. & Jin, S. (eds.). SPIE, 125973Y. (Proceedings of SPIE - The International Society for Optical Engineering; vol. 12597).

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

  • Heuristic Search Algorithm 100%
  • Multithreading 100%

• Evaluation and Language Training of Multinational Enterprises Employees by Deep Learning in Cloud Manufacturing Resources

  Karn, A. L., Webber, J. L., Mehbodniya, A., Stalin David, D., Subramaniam, B., Rangasamy, R. & Sengan, S., 2023, Innovations in Computer Science and Engineering - Proceedings of the 10th ICICSE, 2022. Saini, H. S., Sayal, R., Govardhan, A. & Buyya, R. (eds.). Springer Science and Business Media Deutschland GmbH, p. 369-380 12 p. (Lecture Notes in Networks and Systems; vol. 565 LNNS).

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

  • Evaluation 100%
  • Deep Learning 100%
  • Multinational Enterprise 100%
  • User 66%
  • Production Resource 66%

• Evaluation and Language Training of Multinational Enterprises Employees by Deep Learning in Cloud Manufacturing Resources: https://link.springer.com/chapter/10.1007/978-981-19-7455-7_28

  Karn, A. L., 1 May 2023, 10th International Conference on Innovations in Computer Science & Engineering (ICICSE - 2022): Scopus indexed LNNS Springer. Springer, Vol. 565. p. 369 380 p.

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

  • Production Resource 100%
  • Single Computer 49%
  • Enterprise Assessment 49%

• Option pricing using deep convolutional neural networks enhanced by technical indicators

  Liu, D. & Wu, Y., 2023, Proceeding of 2023 9th IEEE International Conference on Cloud Computing and Intelligence Systems, CCIS 2023. Zhang, X., Zhou, M., Wang, W., Chen, W., Zou, Y. & Liu, Y. (eds.). Institute of Electrical and Electronics Engineers Inc., p. 143-147 5 p. (Proceeding of 2023 9th IEEE International Conference on Cloud Computing and Intelligence Systems, CCIS 2023).

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

  • Convolutional Neural Network 100%
  • Option Pricing 100%
  • Deep Convolutional Neural Networks 100%
  • Pricing 50%
  • Models 20%
  2 Citations (Scopus)
• 2022

  Frequentist multi-Armed bandits for complex reward models

  Chen, H., Deng, W., Liu, K. & Wu, T., 2022, 2021 International Conference on Statistics, Applied Mathematics, and Computing Science, CSAMCS 2021. Yin, H-M., Chen, K., Mestrovic, R. & Oliveira, T. A. (eds.). SPIE, 121631P. (Proceedings of SPIE - The International Society for Optical Engineering; vol. 12163).

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

  • Total Loss 100%
  • Application Area 100%
  • Tailed Distribution 100%
  • Upper Confidence Bound 100%
  • Internet Marketing 100%
• 2021

  A Comparative study on the individual stock price prediction with the application of neural network models

  Lu, W., Ge, W., Li, R. & Yang, L., Aug 2021, Proceedings - 2021 International Conference on Computer Engineering and Artificial Intelligence, ICCEAI 2021. Lin, P. & Yang, Y. (eds.). Institute of Electrical and Electronics Engineers Inc., p. 235-238 4 p. (Proceedings - 2021 International Conference on Computer Engineering and Artificial Intelligence, ICCEAI 2021).

  Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
  1 Citation (Scopus)

• Controllability and Stability Analysis of one type of Nonlinear Time-varying Systems

  Li, R., Yang, L., Cai, X. & Xu, J., 18 Jun 2021, Proceedings of the 2021 International Conference on Control and Intelligent Robotics, ICCIR 2021. Association for Computing Machinery, p. 131-136 6 p. (ACM International Conference Proceeding Series).

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

• Optimizing the design of recommendation systems

  Guo, X. & Xie, D., 2021, ICCCM 2021 - Proceedings of the 9th International Conference on Computer and Communications Management. Association for Computing Machinery, p. 79-84 6 p. (ACM International Conference Proceeding Series).

  Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
  1 Citation (Scopus)
• 2020

  Predicting Chinese bond market turbulences: Attention-BiLSTM based early warning system

  Wang, P., Zong, L. & Yang, Y., 29 May 2020, Proceedings of the 2020 2nd International Conference on Big Data Engineering, BDE 2020. Association for Computing Machinery, p. 91-104 14 p. 3404521. (ACM International Conference Proceeding Series).

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

  • Chinese 100%
  • Markets 100%
  • Attention 100%
  • Early Warning System 100%
  • Bond Market 100%
  1 Citation (Scopus)

• Spatial Prediction of Housing Prices in Beijing Using Machine Learning Algorithms

  Yan, Z. & Zong, L., 3 Jul 2020, Proceedings of the 2020 4th High Performance Computing and Cluster Technologies Conference, HPCCT 2020 and 3rd International Conference on Big Data and Artificial Intelligence, BDAI 2020. Association for Computing Machinery, p. 64-71 8 p. (ACM International Conference Proceeding Series).

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

  • Prices 100%
  • Learning 100%
  • Algorithms 100%
  • Forecasting 100%
  • Housing 100%
  10 Citations (Scopus)

• Yield Process Control based on the Production Data

  Truong, N. D., Demidenko, S. N. & Merola, G. M., Mar 2020, 2020 IEEE Sensors Applications Symposium, SAS 2020 - Proceedings. Institute of Electrical and Electronics Engineers Inc., 9220086. (2020 IEEE Sensors Applications Symposium, SAS 2020 - Proceedings).

  Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
  1 Citation (Scopus)
• 2019

  A multi-objective optimization model for bike-sharing

  Shan, Y., Xie, D. & Zhang, R., 20 Dec 2019, ICIT 2019 - Proceedings of the 7th International Conference on Information Technology: IoT and Smart City. Association for Computing Machinery, p. 383-387 5 p. (ACM International Conference Proceeding Series).

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

• Modeling the Cashflow Management of Bike Sharing Industry

  Shen, B., Shan, Y., Jia, Y., Xie, D. & Zhu, S., 2019, Business Information Systems - 22nd International Conference, BIS 2019, Proceedings. Abramowicz, W. & Corchuelo, R. (eds.). Springer Verlag, p. 132-146 15 p. (Lecture Notes in Business Information Processing; vol. 354).

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

  • Management 100%
  • Industry 100%
  • Scientific Modelling 100%
  • Cash Flow 100%
  • Specific Industry 100%
  1 Citation (Scopus)

• News2vec: News network embedding with subnode information

  Ma, Y., Zong, L., Yang, Y. & Su, J., 2019, EMNLP-IJCNLP 2019 - 2019 Conference on Empirical Methods in Natural Language Processing and 9th International Joint Conference on Natural Language Processing, Proceedings of the Conference. Association for Computational Linguistics, p. 4843-4852 10 p. (EMNLP-IJCNLP 2019 - 2019 Conference on Empirical Methods in Natural Language Processing and 9th International Joint Conference on Natural Language Processing, Proceedings of the Conference).

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

  16 Citations (Scopus)

• Smart healthcare and ethical issues

  Chang, V., Cao, Y., Li, T., Shi, Y. & Baudier, P., 2019, FEMIB 2019 - 1st International Conference on Finance, Economics, Management and IT Business. Bu, R., Arami, M., Baudier, P. & Chang, V. (eds.). SciTePress, p. 53-59 7 p. (FEMIB 2019 - 1st International Conference on Finance, Economics, Management and IT Business).

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

  Open Access

  • User 100%
  • Internet of Things 66%
  • Medical Service 66%
  • Roles 33%
  • Data Security 33%
  13 Citations (Scopus)

• Social media and tourism promotion: the case of travel marketers facebook fan pages after Nepal earthquake

  Karn, A. L., 10 May 2019, International Scientific Conference CONTEMPORARY ISSUES IN BUSINESS, MANAGEMENT AND ECONOMICS ENGINEERING’2019.

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

  • Research 100%
  • Travel 100%
  • Tourism 100%
  • Earthquake 100%
  • Social Media 100%

• Supply line engineering on importation and exportation: BIMSTEC perspective: https://doi.org/10.3846/cibmee.2019.016

  Karn, A. L., 9 May 2019, International Scientific Conference CONTEMPORARY ISSUES IN BUSINESS, MANAGEMENT AND ECONOMICS ENGINEERING’2019. Vilnius Gediminas Technical University, Vol. Lithuania.

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

  • Perspective 100%
  • Time 100%
  • Engineering 100%
  • Balance of Trade 100%
  • Service Industries 75%
• 2018

  An Overview of Event Based Directional Change for Algorithmic Trading

  Ye, B. & Xie, D., 28 Sept 2018, Proceedings - 2018 IEEE/ACIS 16th International Conference on Software Engineering Research, Management and Application, SERA 2018. Cui, X., Wang, J., Jin, Z., Yu, Z., Luo, B. & Yao, S. (eds.). Institute of Electrical and Electronics Engineers Inc., p. 13-18 6 p. 8477229. (Proceedings - 2018 IEEE/ACIS 16th International Conference on Software Engineering Research, Management and Application, SERA 2018).

  Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
  1 Citation (Scopus)

• Femtocell Scheduling as a Restless Multiarmed Bandit Problem Using Partial Channel State Observation

  Elmaghraby, H. M., Liu, K. & Ding, Z., 27 Jul 2018, 2018 IEEE International Conference on Communications, ICC 2018 - Proceedings. Institute of Electrical and Electronics Engineers Inc., 8422619. (IEEE International Conference on Communications; vol. 2018-May).

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

  • Femtocells 100%
  • Channel Quality 100%
  • Induced Interference 50%
  • Information Channel 50%
  • Channel Allocation 33%
  2 Citations (Scopus)

• Simulations of impact breakage of cuboidal and spherical wet agglomerate of fine particles

  Shu, W. & Liu, D., 2018, Handling and Processing of Granular Systems 2018 - Topical at the 8th World Congress on Particle Technology. AIChE, p. 200-207 8 p. (Handling and Processing of Granular Systems 2018 - Topical at the 8th World Congress on Particle Technology).

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

• SUPER-CONNECTED: HOW TECHNO TOURISM REDESIGNS OUR LIVES THROUGH MEANINGFUL TRAVEL

  Karn, A. L., 27 Apr 2018, PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON TRANSFORMATIONS AND INNOVATIONS IN MANAGEMENT (ICTIM 2017). Vol. 37. p. 568-595 (AEBMR-Advances in Economics Business and Management Research).

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

  • Travel 100%
  • Tourism 100%
  • Facebook 100%
  • Research 37%
  • Nepal 37%
• 2017

  Eliminating Re-Burn-In in semiconductor manufacturing through statistical analysis of production test data

  Pham, H. V., Demidenko, S. N. & Merola, G. M., 5 Jul 2017, I2MTC 2017 - 2017 IEEE International Instrumentation and Measurement Technology Conference, Proceedings. Institute of Electrical and Electronics Engineers Inc., 7969957. (I2MTC 2017 - 2017 IEEE International Instrumentation and Measurement Technology Conference, Proceedings).

  Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
  4 Citations (Scopus)

• Empirical study on the Markov-modulated regime switching model when the regime switching risk is priced

  Liu, D., 2017, 3rd international conference on social sciences, economics and finance.

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

• Energy dissipation during impact of an agglomerate composed of autoadhesive elastic-plastic particles

  Liu, L. D., Thornton, C. & Shaw, S. J., 2017, Proceedings of the 7th International Conference on Discrete Element Methods. Li, X., Feng, Y. & Mustoe, G. (eds.). Springer Science and Business Media, LLC, p. 101-107 7 p. (Springer Proceedings in Physics; vol. 188).

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

• Incorporating News in Real Time Trading: A High Frequency Trading Perspective

  Karn, A. L., 28 Apr 2017, DEStech Transactions on Social Science Education and Human Science: DOI:10.12783/dtssehs/apme2016/8049. DEStech Publications

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

  • Perspective 100%
  • News Flow 100%
  • Time 100%
  • Stock 100%
  • Stock Exchange 100%
• 2016

  BRICS Dream: BRICS in International Stabilization and Reconstruction Efforts

  Karn, A. L., 16 Jun 2016, Open Access Library Journal. OALib, http://dx.doi.org/10.4236/oalib.1102696

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

  • Drug 100%
  • Trafficking 100%
  • Destabilization 100%
  • Geopolitical Context 100%
  • Geopolitics 100%

• BRICS Dream: BRICS in International Stabilization and Reconstruction Efforts

  Karn, A. L., 1 Jan 2016, 23rd Annual International Conference on Management Science and Engineering (ICMSE). IEEE, p. 1657-1662

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

  • Markets 100%
  • Stabilization 100%
  • Reconstruction 100%
  • Development Policy 66%
  • Perspective 33%

• Dynamic nonlinear relationships between carbon emission allowance and reduction credit markets-based on the IRF-DCC model

  Jiang, J., Ye, B., Xie, D. & Miao, L., 2016, Geo-Informatics in Resource Management and Sustainable Ecosystem - 3rd International Conference, GRMSE 2015, Revised Selected Papers. Xie, Y. & Bian, F. (eds.). Springer Verlag, p. 770-777 8 p. (Communications in Computer and Information Science; vol. 569).

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

  • Markets 100%
  • Volatility 100%
  • Correlation 100%
  • Carbon 100%
  • Grants 100%
  1 Citation (Scopus)

• Exploring Critical Success Factors of Mobile Recommendation Systems: The End User Perspective

  Xie, D., 2016, International MultiConference of Engineers and Computer Scientists.

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

• How responsive is China's stock market to the monetary polices

  Chen, X. K. & Xie, D., 2016, IMECS 2016 - International Multiconference of Engineers and Computer Scientists 2016. Feng, D. D., Korsunsky, A. M., Ao, S. I., Douglas, C. & Castillo, O. (eds.). Newswood Limited, p. 788-793 6 p. (Lecture Notes in Engineering and Computer Science; vol. 2).

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

  • China 100%
  • Stock Market 100%
  • Monetary Policy 100%
  • Police 100%
  • Chinese 50%
  1 Citation (Scopus)
• 2015

  Cloud Built on Milliseconds on Information Efficient Market: A High Frequency Trading Perspective

  Karn, A. L., 1 Jan 2015, 2015 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE & ENGINEERING - 22ND ANNUAL CONFERENCE PROCEEDINGS. IEEE, p. 68-74

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

  • Efficient Market 100%
  • Real-Time Environment 100%
  • Cloud Business Model 100%

• Computing value at risk in OpenCL on the graphics processing unit

  Zhang, N., Man, K. L. & Xie, D., 2015, Future Information Technology - II. Pan, Y., Kim, C., Yang, Y. & Park, J. J. (eds.). Springer Verlag, p. 71-78 8 p. (Lecture Notes in Electrical Engineering; vol. 329).

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

  • Computing 100%
  • Graphics Processing Unit 100%
  • OpenCL 100%
  • Value at Risk 100%
  • Value 100%
  2 Citations (Scopus)

• The China-Pakistan Economic Corridor: Security Challenges

  Karn, A. L., 28 Apr 2015, APME 2016. DEStech Publications

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

  • Security 100%
  • China 100%
  • Pakistan 100%
  • Economics 100%
  • Securities 100%
• 2014

  A design for commonsense knowledge enhanced high-frequency market analysis system

  Chen, K., Wang, H., Yin, J. & Xie, D., 2014, Multimedia and Ubiquitous Engineering. Gil, J-M., Chen, S-C., Yen, N. Y. & Park, J. J. (eds.). Springer Verlag, p. 437-443 7 p. (Lecture Notes in Electrical Engineering; vol. 308).

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

  • Design 100%
  • Common Sense Knowledge 100%
  • Analysis System 100%
  • Knowledge 100%
  • Securities Market 33%

• An automatic news analysis and opinion sharing system for exchange rate analysis

  Mao, H., Wang, K., Ma, R., Gao, Y., Li, Y., Chen, K., Xie, D., Zhu, W., Wang, T. & Wang, H., 10 Dec 2014, Proceedings - 11th IEEE International Conference on E-Business Engineering, ICEBE 2014 - Including 10th Workshop on Service-Oriented Applications, Integration and Collaboration, SOAIC 2014 and 1st Workshop on E-Commerce Engineering, ECE 2014. Li, Y., Fei, X., Chao, K-M. & Chung, J-Y. (eds.). Institute of Electrical and Electronics Engineers Inc., p. 303-307 5 p. 6982097. (Proceedings - 11th IEEE International Conference on E-Business Engineering, ICEBE 2014 - Including 10th Workshop on Service-Oriented Applications, Integration and Collaboration, SOAIC 2014 and 1st Workshop on E-Commerce Engineering, ECE 2014).

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

  • Sharing System 100%
  • Sentiment Analysis 100%
  • Datum 100%
  • Opinion 100%
  • News 100%
  6 Citations (Scopus)

• Discrete element modelling of impact attritions of agglomerates of fine particles

  Liu, D., Shaw, S., Tadjouddine, E., Liao, S. & Thornton, C., 2014, Conference of Computational Mechanics of Granular Materials (CMGM-2014).

  Research output: Chapter in Book or Report/Conference proceeding › Conference Proceeding › peer-review
• 2013

  Distributed flow scheduling in an unknown environment

  Yang, Y., Liu, K. & Fan, P., 2013, 2013 11th International Symposium and Workshops on Modeling and Optimization in Mobile, Ad Hoc and Wireless Networks, WiOpt 2013. p. 593-600 8 p. 6576397. (2013 11th International Symposium and Workshops on Modeling and Optimization in Mobile, Ad Hoc and Wireless Networks, WiOpt 2013).

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

  • Equilibrium Point 100%
  • Generation Network 100%
  • Priori Knowledge 100%

• Dynamic probing for intrusion detection under resource constraints

  Liu, K., Zhao, Q. & Swami, A., 2013, 2013 IEEE International Conference on Communications, ICC 2013. Institute of Electrical and Electronics Engineers Inc., p. 1980-1984 5 p. 6654814. (IEEE International Conference on Communications).

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

  • Attack Process 100%
  • Stochastic Model 50%
  3 Citations (Scopus)

• Implied Volatilities of S&P 100 Index with Applications to Financial Market

  Zheng, J., Zhang, N. & Xie, D., 2013, Grid and Pervasive Computing - 8th International Conference, GPC 2013 and Colocated Workshops, Proceedings. Springer Verlag, p. 694-699 6 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 7861 LNCS).

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

  • Algorithms 100%
  • Computation 100%
  • Likelihood Ratio 100%
  • Error Tolerance 100%
  • Implied Volatility 100%

• Parallel generation of optimal mortgage refinancing threshold rates

  Zhang, N., Xie, D., Lim, E. G., Wan, K. & Man, K. L., 2013, Grid and Pervasive Computing - 8th International Conference, GPC 2013 and Colocated Workshops, Proceedings. p. 665-675 11 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 7861 LNCS).

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

  • Simulation 100%
  • Experimental Result 100%
  • Threaded Program 100%
  • Sequential Program 100%
  • Monte Carlo Simulation 100%
  1 Citation (Scopus)

• Real Options Methods for Evaluating International Railway Construction Projects

  Liu, D. & Huang, Y., 2013, 8th Annual London Business Research Conference .

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