Alfred Ka Chun Ma
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Cash flow matching: a risk management approach North American Actuarial Journal | 2022-02-11 | Paper |
| An integer programming based strategy for Asian-style futures arbitrage over the settlement period Algorithmic Finance | 2018-09-13 | Paper |
| Robust least square semidefinite programming with applications Computational Optimization and Applications | 2014-09-26 | Paper |
| A behavioral finance-based tick-by-tick model for price and volume The Journal of Computational Finance | 2014-04-23 | Paper |
| Fast gradient descent method for mean-CVaR optimization Annals of Operations Research | 2013-08-07 | Paper |
Research outcomes over time
This page was built for person: Alfred Ka Chun Ma
