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• An $L_0$-Norm Regularized Method for Multivariate Time Series Segmentation

  Min Li, Yu-Mei Huang

  2022-02-21

  47387 3400 Pages:353-366

• On Optimal Cash Management under a Stochastic Volatility Model

  Na Song, Wai-Ki Ching, Tak-Kuen Su, Cedric Ka-Fai Yiu

  2018-02-09

  40558 4948 Pages:81-92

• Optimal Production Control in Stochastic Manufacturing Systems with Degenerate Demand

  Md. Azizul Baten, Anton Abdulbasah Kamil

  2018-03-21

  37574 4654 Pages:89-96

• Optimal Strategy for Limit Order Book Submissions in High Frequency Trading

  Na Song, Yue Xie, Wai-Ki Ching, Tak-Kuen Siu, Cedric Ka-Fai Yiu

  2018-02-09

  36882 3171 Pages:222-234

• Optimal Defined Contribution Pension Management with Salary and Risky Assets Following Jump Diffusion Processes

  Xiaoyi Zhang, Junyi Guo

  2020-05-04

  43939 4876 Pages:22-39