Department of Management Sciences
Organisational unit: Academic Departments
Student Theses
- 2015
A study of optimization problems in maritime container transport
Author: JIN, B., 2 Oct 2015Supervisor: YU, Y. (Supervisor) & LIM, L. C. A. (Supervisor)
Student thesis: Doctoral Thesis
Contributions to frequentist model averaging in econometrics
Author: CHEN, L., 2 Oct 2015Supervisor: TSO, K. F. G. (Supervisor) & WAN, T. A. (Co-supervisor)
Student thesis: Doctoral Thesis
Copula based dependence structure modelling with applications to financial markets
Author: DU, J., 2 Oct 2015Supervisor: CHUNG, S. W. W. (Supervisor) & LAI, K. K. (Supervisor)
Student thesis: Doctoral Thesis
Hedging parameters estimation for American options and its application in upper bound algorithms
Author: ZHANG, B., 2 Oct 2015Supervisor: LU, Y. (Supervisor), LIU, G. (Supervisor) & LIM, L. C. A. (Co-supervisor)
Student thesis: Doctoral Thesis
Measuring employee satisfaction in Chinese resource-based state-owned enterprises and identifying its effect on commitment to organizational culture
Author: LIU, F., 2 Oct 2015Supervisor: TSO, K. F. G. (Supervisor)
Student thesis: Doctoral Thesis
Patient transportation problem with rich constraints
Author: LIU, M., 2 Oct 2015Supervisor: LI, Y. D. (Supervisor) & LIM, L. C. A. (Supervisor)
Student thesis: Doctoral Thesis
Performance evaluation, comparison and improvement of order execution strategies
Author: LIU, X., 2 Oct 2015Supervisor: LAI, K. K. (Supervisor) & YU, Y. (Supervisor)
Student thesis: Doctoral Thesis
Structural modeling of consumer behaviors and business strategies
Author: LI, J., 2 Oct 2015Supervisor: TSO, K. F. G. (Supervisor)
Student thesis: Doctoral Thesis
Two-Stage Hybrid Intelligent Algorithm in Service Resource Allocation Optimization Research
Author: ZHOU, S., 16 Sep 2015Supervisor: LI, Y. D. (Supervisor)
Student thesis: Doctoral Thesis
A study on insurance claim risk models
Author: LEE, Y. P., 15 Jul 2015Supervisor: LEUNG, C. H. S. (Supervisor) & LAI, K. K. (Supervisor)
Student thesis: Doctoral Thesis
Empirical investigation of price movements of China stock index futures
Author: CHEN, Y., 15 Jul 2015Supervisor: LIM, L. C. A. (Supervisor)
Student thesis: Doctoral Thesis
Penalized likelihood and model averaging
Author: ZHOU, J., 15 Jul 2015Supervisor: WAN, T. A. (Supervisor) & NATARAJAN, K. B. (Supervisor)
Student thesis: Doctoral Thesis
Algorithms for sparse optimization: complexity and applications
Author: HE, R., 16 Feb 2015Supervisor: LEUNG, C. H. S. (Supervisor), LU, Y. (Supervisor) & HE, S. (Supervisor)
Student thesis: Doctoral Thesis
Dynamic trading strategies in portfolio choice problems
Author: WANG, F., 16 Feb 2015Supervisor: NATARAJAN, K. B. (Supervisor) & LU, Y. (Supervisor)
Student thesis: Doctoral Thesis
- 2014
A nonparametric method for pricing and hedging American options
Author: FENG, G., 3 Oct 2014Supervisor: LIU, G. (Supervisor) & NATARAJAN, K. B. (Supervisor)
Student thesis: Doctoral Thesis
Generalized container loading problem and its applications
Author: TIAN, T., 3 Oct 2014Supervisor: LIM, L. C. A. (Supervisor)
Student thesis: Doctoral Thesis
Inter-market pairs trading strategy construction using stochastic approach
Author: HUANG, Y., 3 Oct 2014Supervisor: LAI, K. K. (Supervisor) & NATARAJAN, K. B. (Supervisor)
Student thesis: Doctoral Thesis
Intertemporal pricing in new product introduction
Author: QIANG, L., 3 Oct 2014Supervisor: LIM, L. C. A. (Supervisor) & CHIANG, W. Y. K. (Supervisor)
Student thesis: Doctoral Thesis
Modeling methods for residential energy consumption and user behaviors of online-targeted display advertising
Author: GUAN, J., 3 Oct 2014Supervisor: TSO, K. F. G. (Supervisor)
Student thesis: Doctoral Thesis
Risk analysis, underlying asset price forecasting and strategies design of index option
Author: WANG, H., 3 Oct 2014Supervisor: NATARAJAN, K. B. (Supervisor) & LAI, K. K. (Supervisor)
Student thesis: Doctoral Thesis
