Alfred Ka Chun Ma

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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!

PublicationDate of PublicationType
Cash flow matching: a risk management approach
North American Actuarial Journal
2022-02-11Paper
An integer programming based strategy for Asian-style futures arbitrage over the settlement period
Algorithmic Finance
2018-09-13Paper
Robust least square semidefinite programming with applications
Computational Optimization and Applications
2014-09-26Paper
A behavioral finance-based tick-by-tick model for price and volume
The Journal of Computational Finance
2014-04-23Paper
Fast gradient descent method for mean-CVaR optimization
Annals of Operations Research
2013-08-07Paper


Research outcomes over time


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