Ching W.K.

W.K. Ching

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Found 4 papers in total
Interactive hidden Markov models and their applications
Interactive hidden Markov models and their applications
2007
In this paper, we propose an Interactive hidden Markov model (IHMM). In a traditional...
Optimal strategies in equity securities and derivatives
Optimal strategies in equity securities and derivatives
2004
We consider an asset allocation problem of three asset classes: bond, equities and...
Iterative methods for flexible manufacturing systems
Iterative methods for flexible manufacturing systems
2003
This paper presents an Markovian model for flexible manufacturing systems (FMSs). The...
A higher-order Markov model for the Newsboy's problem
A higher-order Markov model for the Newsboy's problem
2003
Markov models are commonly used in modelling many practical systems such as...
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