Alfred Ma
Alfred Ma
City University of Hong Kong
Verified email at columbia.edu
Title
Cited by
Cited by
Year
Fast gradient descent method for mean-CVaR optimization
G Iyengar, AKC Ma
Annals of Operations Research 205 (1), 203-212, 2013
292013
Robust least square semidefinite programming with applications
G Li, AKC Ma, TK Pong
Computational Optimization and Applications 58 (2), 347-379, 2014
152014
Cash flow matching: a risk management approach
G Iyengar, AKC Ma
North American Actuarial Journal 13 (3), 370-378, 2009
142009
A robust optimization approach to pension fund management
G Iyengar, AKC Ma
Asset Management, 339-363, 2016
132016
Boundary value methods for solving transient solutions of Markovian queueing networks
RH Chan, KC Ma, WK Ching
Applied mathematics and computation 172 (2), 690-700, 2006
102006
A behavioral finance-based tick-by-tick model for price and volume
G Iyengar, AKC Ma
The Journal of Computational Finance 14 (1), 57, 2010
72010
Order-based manipulation: evidence from Hong Kong stock market
CH Chan, AKC Ma
Journal of Financial Crime, 2014
62014
Stock Market Volatility and Trading Volume: A Special Case in Hong Kong With Stock Connect Turnover
BSF Chan, ACH Cheng, AKC Ma
Journal of Risk and Financial Management 11 (4), 76, 2018
22018
Stochastic cost flow system for stock markets with an application in behavioral finance
O Chan, AKC Ma
International Journal of Financial Engineering 3 (04), 1650026, 2016
22016
A Framework for Stop-Loss Analysis on Trading Strategies
O Chan, AKC Ma
The Journal of Trading 10 (1), 87-95, 2014
22014
Solvency capital requirement for insurance products via dynamic cash flow matching under lattice models
AKC Ma, JYK Cheung
The Journal of Risk Finance, 2013
22013
Enhanced Tilley’s bundling algorithm using memory reduction Monte Carlo method
RH Chan, KC Ma, CY Wong
Calcolo 42 (1), 37-46, 2005
22005
An uncertainty quantification framework for the achievability of backtesting results of trading strategies
RHF Chan, AKC Ma, LLC Yeung
Journal of Investment Strategies 6 (4), 21-46, 2017
12017
EMD-CANDLESTICK: METHODOLOGY AND APPLICATIONS.
RH Chan, AKC Ma, H Pan
Journal of Technical Analysis, 2016
12016
A Random Utility Model for Shareholders Capturing the Disposition Effect
AKC Ma, JYK Cheung
International Journal of Applied Behavioral Economics (IJABE) 4 (2), 1-15, 2015
12015
Subjective Acceleration of Time: a Stochastic Approach
AKC Ma, JYK Cheung
Applied Mathematical Sciences 8 (158), 7865-7873, 2014
12014
Computation of Implementation Shortfall for Algorithmic Trading by Sequence Alignment
R Chan, K Kan, A Ma
The Journal of Financial Data Science 1 (3), 88-97, 2019
2019
S2-3 [59] Curriculum for the future of financial trading
A Ma
2019
D-Index: A Risk Measure in a New Dimension
AK Ma, LL Yeung
The Journal of Index Investing 9 (1), 84-91, 2018
2018
An integer programming based strategy for Asian-style futures arbitrage over the settlement period
RH Chan, KK Kan, AK Ma
Algorithmic Finance 7 (1-2), 31-42, 2018
2018
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Articles 1–20