..........Journal Articles..........
- T.C. Ng, S.K. Choy, B.S.Y. Lam, and C.K.W. Yu, Fuzzy Superpixel-based Image Segmentation, Pattern Recognition, 2022. accepted.
- Y. Hu, G. Li, C.K.W. Yu, and T.L. Yip, Quasi-convex Feasibility Problems: Subgradient Methods and Convergence Rates, European Journal of Operational Research, 298(1), 45-58, 2022.
- C. Zu, X. Yang, and C.K.W. Yu, Sparse Minmax Portfolio and Sharpe Ratio Models, Journal of Industrial and Management Optimization, 18(5), 3247-3262, 2022.
- Y. Hu, G. Li, M. Li, and C.K.W. Yu, Multiple-sets Split Quasi-convex Feasibility Problems: Adaptive Subgradient Methods with Convergence Guarantee, Journal of Nonlinear and Variational Analysis, 6(2), 15-33, 2022.
- K. Meng, H. Yang, X. Yang, and C.K.W. Yu, Portfolio Optimization under a Minimax Rule Revisited, Optimization, 71(4), 877-905, 2021.
- S.K. Choy, C.K.W. Yu, T.C.L. Lee, B.S.Y. Lam, and C.Y.W. Wong, A Two-stage Variational Jump Point Detection Algorithm for Real Estate Analysis, Land Use Policy, 105687, 2021.
- X. Li, L. Cai, J. Li, C.K.W. Yu, and Y. Hu., A Survey of Clustering Methods via Optimization Methodology, Journal of Applied and Numerical Optimization, 3(1), 151-174, 2021.
- Y. Hu, J. Li, and C.K.W. Yu, Convergence Rates of Subgradient Methods for Quasi-convex Optimization Problems, Computational Optimization and Applications, 77(1), 183-212, 2020.
- S.K. Choy, T.T.C. Ng, and C.K.W. Yu, Unsupervised Fuzzy Model-based Image Segmentation, Signal Processing, 171, 107483, 2020.
- J.H. Wang, Y.H. Hu, C.K.W. Yu, C. Li, and X.Q. Yang, Extended Newton Methods for Multiobjective Optimization: Majorizing Function Technique and Convergence Analysis, Siam Journal on Optimization, 29(3), 2388-2421, 2019.
- Y.H. Hu, C.K.W. Yu, and X.Q. Yang, Incremental Quasi-subgradient Methods for Minimizing the Sum of Quasi-convex Functions, Journal of Global Optimization, 75, 1003-1028, 2019.
- C.K.W. Yu, T.L. Yip, and S.K. Choy, Optimal Portfolio Choice for Ship Leasing Investments, Maritime Policy & Management, 46(7), 884-900, 2019.
- J.H. Wang, Y.H. Hu, C.K.W. Yu, and X.J. Zhuang, A Family of Projection Gradient Methods for Solving the Multiple-Sets Split Feasibility Problem, Journal of Optimization Theory and Applications, 183, 520-534, 2019.
- J.F. Bao, C.K.W. Yu, J.H. Wang, Y.H. Hu, and J.C. Yao, Modified Inexact Levenberg–Marquardt Methods for Solving Nonlinear Least Squares Problems, Computational Optimization and Applications, 74(2), 547-582, 2019.
- C.K.W. Yu, Y.H. Hu, X.Q. Yang, and S.K. Choy, Abstract Convergence Theorem for Quasi-convex Optimization Problems with Applications, Optimization - A Journal of Mathematics Programming and Operations Research, 68(7), 1289-1304, 2018.
- S.K. Choy, K.F.L. Yuen, and C.K.W. Yu, Fuzzy Bit-plane-dependence Image Segmentation, Signal Processing, 154, 30-44, 2019.
- L.F. Zhang, Y.H. Hu, C.K.W. Yu, and J.H. Wang, Iterative Positive Thresholding Algorithm for Non-negative Sparse Optimization, Optimization - A Journal of Mathematics Programming and Operations Research, 67(9), 1345-1363, 2018.
- Y. Zhang, Y.H. Hu, C.K.W. Yu, and J.H. Wang, Cubic Convergence of Newton-steffensen’s Method for Operators with Lipschitz Continuous Derivative, Journal of Nonlinear and Convex Analysis, 19(3), 433-460, 2018.
- Y. Zhang, C.K.W. Yu, J.F. Bao, and J.H. Wang, On Quadratical Convergence of Inexact Levenberg-marquardt Methods under Local Error Bound Condition, Journal of Nonlinear and Convex Analysis, 19(1), 123-146, 2018.
- S.K. Choy, B.S.Y. Lam, C.K.W. Yu, B.W.Y. Lee, and J.K.T. Leung, Fuzzy Model-based Clustering and Its Application in Image Segmentation, Pattern Recognition, 68, 141-157, 2017.
- Y.H. Hu, X.Q. Yang, and C.K.W. Yu, Subgradient Methods for Saddle Point Problems of Quasiconvex Optimization, Pure and Applied Functional Analysis, 2(1), 83-97, 2017.
- Y.H. Hu, C.K.W. Yu, C. Li, and X.Q. Yang, Conditional Subgradient Method for Constrained Quasi-convex Optimization Problems, Journal of Nonlinear and Convex Analysis, 17(10), 2143-2158, 2016.
- B.S.Y. Lam, C.K.W. Yu, S.K. Choy, and J.K.T. Leung, Jump Point Detection Using Empirical Mode Decomposition, Land Use Policy, 58, 1-8, 2016.
- Y.H. Hu, C.K.W. Yu, and C. Li, Stochastic Subgradient Method for Quasi-convex Optimization Problems, Journal of Nonlinear and Convex Analysis, 17(4), 711-724, 2016.
- E.C.M. Hui and C.K.W. Yu, Enhanced Portfolio Optimization Model for Real Estate Investment in HK, Journal of Property Research, 27(2), 147-180, 2010.
- E.C.M. Hui, C.K.W. Yu, and W.C. Ip, Jump Point Detection for Real Estate Investment Success, Physica A: Statistical Mechanics and its Applications, 389(5), 1055-1064, 2010.
- C.K.W. Yu, X.Q. Yang, and H. Wong, Asset Allocation by Using the Sharpe Rule: How to Improve an Existing Portfolio by Adding Some New Assets? Journal of Asset Management, 8(2), 133-145, 2007.
- C.K.W. Yu, Discussion of “Pricing Lookback Options and Dynamic Guarantees”, North American Actuarial Journal, 7(3), 124-127, 2003.
- C.K.W. Yu, Discussion of “Pricing Perpetual Fund Protection with Withdrawal Option”, North American Actuarial Journal, 7(2), 87-90, 2003.
..........Conference Proceedings & Book Chapters..........
- C.K.W. Yu, Optimization Algorithms for Data Analysis, 2nd International Conference on Data Science and Information Technology, Seoul, South Korea, July 19-21, 2019.
- Y. Hu and C.K.W. Yu, Lower-order Regularization Method for Group Sparse Optimization with Applications, 中国运筹学会第十四次学术年会 (ORSC2018), Chongqing, China, October 12-15, 2018.
- S.K. Choy, W.Y. Lee, C.K.W. Yu, and F.L. Yuen, Analysis of Property Markets by Time-Frequency Decomposition Approach, International Journal of Arts and Sciences (IJAS) International Conference, Florence, Italy, June 26-29, 2018.
- C.K.W. Yu, F.L. Yuen, S.K. Choy, and W.Y. Lee, Time-Frequency Analytical Tool for Stock Market Analysis, International Journal of Arts and Sciences (IJAS) International Conference, Florence, Italy, June 26-29, 2018.
- Y. Hu and C.K.W. Yu, Lower-order Regularization Method for Group Sparse Optimization with Applications, The Joint Optimization Conferences (JOC 2017), Perth, Australia, December 5-7, 2017.
- C.K.W. Yu, F.L. Yuen, S.K. Choy, T.F. Zel, and Y. Wu, Dynamic Stock Market Analysis: Algorithm and Applications, 21st International Congress on Insurance: Mathematics and Economics, Vienna, Austria, July 3-5, 2017.
- W. Zhu, W.Y. Lee, S.K. Choy, S.Y. Lam, and C.K.W. Yu, Systemic Weather Risk and Agricultural Insurance Pricing, 21st International Congress on Insurance: Mathematics and Economics, Vienna, Austria, July 3-5, 2017.
- C.K.W. Yu, Portfolio Optimization Models under Various Risk Measures, The 28th European Conference on Operational Research, Poznan, Poland, July 3-6, 2016.
- C.K.W. Yu, Bicriteria Portfolio Optimization Problem under the Minimax Rule, The 6th International Conference on Optimization and Control with Applications, Changsha, China, December 11-14, 2016.
- C.K.W. Yu, Bi-criteria Portfolio Optimization Problems with the Use of Conditional Value-at-Risk Risk Measure, The 50th Actuarial Research Conference, Toronto, Canada, August 5-8, 2015.
- C.K.W. Yu, Robust Approach to the Portfolio Optimization Problem, The 9th International Conference on Optimization Techniques and Applications (ICOTA 9), Taipei, Taiwan, December 12-16, 2013.
- C.K.W. Yu and T.L. Yip, Portfolio Analysis of Ship Acquisition, IAME 2013 Conference, Marseille, France, July 3-5, 2013.
- C.K.W. Yu, Optimization Approach to the Mean-CVaR Problem in Portfolio Management, The 8th World Congress in Probability and Statistics, Istanbul, Turkey, July 9-14, 2012.
- C.K.W. Yu, Insight into the Application of Mathematical Models to Real Estate Investment, International Conference on Applied Statistics and Financial Mathematics (ASFM2010), Hong Kong, December 16-18, 2010.
- C.K.W. Yu, The Mean-Variance Approach to Portfolio Improvement, The Second International Conference on Nonlinear Programming with Applications (NPA2008), Beijing, China, April 7-9, 2008.
- C.K.W. Yu, Asset Allocation using Sharpe Rule: How to Improve an Existing Portfolio by Adding Some New Assets?, The 6th International Congress on Industrial and Applied Mathematics, Zurich, Switzerland, July 16-20, 2007.
- C.K.W. Yu, Portfolio Selection: The Sharpe Rule and Incremental VaR Approach, The International Conference on Nonlinear Programming with Applications, Shanghai, China, May 29 - June 1, 2006.
- C.K.W. Yu, Pricing American Options without Maturity Date, The 38th Actuarial Research Conference, Ann Arbor, Michigan, U.S.A., August 7-9, 2003.
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