Students Supervised:
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Richard C.H.Lee (M.Phil. 1995) Thesis: "Nonlinear
Time-delay Optimal Control Problem: Optimality Conditions and Duality".
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Eric Y.Y.Fok (M.Phil. 1996) Thesis: "Soliton Solutions
of Nonisospectral Variable-Coefficient Evolution Equations via Zakharov-Shabat
Dressing Methods".
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Alan Y.K.Cheung (M.Phil. 1997) Thesis: "Some Results
in Wavelet Theory and Their Applications".
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Hung-Kwan Leung (M.Phil. 2000) Thesis: "Multi-Rank
Wavelet Filters".
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Man-Kwun Wong (M.Phil. 2000) Thesis: "Some Sensitivity
Results for Time-Delay Optimal Control Problems".
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Wing-Leung Wong (M.Phil. 2000) Thesis: "Some Results
on Biorthogonal Wavelet Matrices and Their Applications".
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Li-Hing Yim (M.Phil. 2000) Thesis: "Some Stability
Results for Time-Delay Control Problems".
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Ho-Yin Cheng (M.Phil. 2002) Thesis: "Lifting Schemes
for Wavelet Filters of Trigonometric Vanishing Moments".
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Pui-Kit Chan (M.Phil. 2002) Thesis: "Optimal Strategies
in Equity Securities and Derivatives".
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Junmin Wang (Ph.D. 2004) Thesis: "Riesz Basis Property of
Some Infinite-Dimensional Control Problems and Its Applications".
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Chun-Kun Sze (Ph.D. 2004) Thesis: "On Framelets and Their
Applications: a Discrete Approach".
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Chao Liu (Ph.D. 2005) Thesis: "On Stabilization and Related Problems of Beams".
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Hongmin Cai (Ph.D. 2007) Thesis: "Quality Enhancement and Segmentation for Biomedical Images".
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Andy Yau (Ph.D. 2008) Thesis: "Superresolution Imaging: Models and Algorithms".
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Wei Deng (M.Phil. 2009) Thesis: "Mean-Variance Optimal Portfolio Selection with a Value-at-Risk Constraint".
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Junhua Zhou (Ph.D. 2010) Thesis:"To survive and succeed in the risky financial world - applications of mathematical optimization in finance and insurance".
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Wei Zhou (Ph.D. 2011) Thesis:"Topics in optimal stopping with applications in mathematical finance".
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John Wright (Ph.D. 2011) Thesis:ENLARGEMENT OF FILTRATION ON POISSON SPACE AND SOME RESULTS ON THE SHARPE RATIO.
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Ka-Chun Sung (M.Phil. 2011) Thesis:OPTIMAL REINSURANCE: A CONTEMPORARY PERSPECTIVE.
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Fangda Liu (M.Phil. 2011) Thesis:TWO RESULTS ON FINANCIAL MATHEMATICS AND BIO STATISTICS.
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Kwok-Chuen Wong (M.Phil. 2013) Thesis:MEAN VARIANCE PORTFOLIO MANAGEMENT: TIME CONSISTENT APPROACH.
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Ki-Wai Chau (M.Phil. 2014) Thesis:FOURIER-COSINE METHOD FOR INSURANCE RISK THEORY.
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Yun Li (PhD, joint with KCL, on-going) Research Area: Computational Financial Mathematics.
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Edmond K.L. Kwok (M.Phil. on-going) Research Area: Financial
Mathematics.