Wai Ki Ching
Journal of Theoretical Biology · 2002–2016
A researcher in the Science corpus: 5 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Wai Ki Ching trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Wai Ki Ching overall
Papers from Wai Ki Ching's perspective
Ordered by how strongly the researchers Wai Ki Ching trusts endorse each paper. Same corpus, a different order for every researcher.
- A monthly crude oil spot price forecasting model using relative inventories
- On mean-variance portfolio selection under a hidden Markovian regime-switching model
- Option pricing and Esscher transform under regime switching
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- The Pricing of Options and Corporate Liabilities
- Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages
- Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching
- Option Pricing, Interest Rates and Risk Management: Towards a Theory of Volatility Trading
- A Regime-Switching Model of Long-Term Stock Returns
- Poisson Process Partition Calculus with applications to Exchangeable models and Bayesian Nonparametrics
Their papers
- Control of Boolean networks: hardness results and algorithms for tree structured networks. (2007) — 546 citations
- Hidden Markov models with threshold effects and their applications to oil price forecasting (2016) — 21 citations
- Analysis for strategy of closed-loop supply chain with dual recycling channel (2013) — 377 citations
- Markov Chains: Models, Algorithms and Applications (2006) — 334 citations
- A multivariate Markov chain model for categorical data sequences and its applications in demand predictions (2002) — 112 citations