Ching Wai-Ki

Wai-Ki Ching

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Found 7 papers in total
A Higher-order interactive hidden Markov model and its applications
A Higher-order interactive hidden Markov model and its applications
2017
In this paper, we propose a higher‐order interactive hidden Markov model, which...
On reduced-form intensity-based model with ‘trigger’ events
On reduced-form intensity-based model with ‘trigger’ events
2014
Corporate defaults may be triggered by some major market news or events such as...
A linear programming approach for determining optimal advertising policy
A linear programming approach for determining optimal advertising policy
2006
In this paper, we propose a new advertising model which can capture the advertising...
Hidden Markov models and their applications to customer relationship management
Hidden Markov models and their applications to customer relationship management
2004
Hidden Markov models (HMMs) are widely used in science, engineering and many other...
A multivariate Markov chain model for categorical data sequences and its applications in demand predictions
A multivariate Markov chain model for categorical data sequences and its applications in demand predictions
2002
Markov models are commonly used in modelling many practical systems such as...
A multivariate Markov chain model for categorical data sequences and its applications in demand predictions
A multivariate Markov chain model for categorical data sequences and its applications in demand predictions
2002
Markov models are commonly used in modelling many practical systems such as...
Numerical algorithms for dynamic traffic demand estimation between zones in a network
Numerical algorithms for dynamic traffic demand estimation between zones in a network
2004
This paper presents numerical methods for dynamic traffic demand estimation between N...
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