Prof. LIU Guangwu (劉光梧)

Student Theses

  1. 2019
  2. Essays on the Thresholding Bandit Problem and Simulation Input Uncertainty

    Author: ZHANG, M., 23 Aug 2019

    Supervisor: LIU, G. (Supervisor)

    Student thesis: Doctoral Thesis

  3. Essays on Offline Learning and Online Learning

    Author: ZHONG, Y., 1 Aug 2019

    Supervisor: LIU, G. (Supervisor) & HONG, J. (Supervisor)

    Student thesis: Doctoral Thesis

  4. 2018
  5. A Misspecification Test for Simulation Metamodels

    Author: WANG, S., 17 Aug 2018

    Supervisor: LIU, G. (Supervisor)

    Student thesis: Doctoral Thesis

  6. 2017
  7. Essays on Portfolio Risk Measurement

    Author: ZHANG, K., 16 Nov 2017

    Supervisor: LIU, G. (Supervisor)

    Student thesis: Doctoral Thesis

  8. Simulation Methods for Options Hedging

    Author: SUN, K., 16 Nov 2017

    Supervisor: LIU, G. (Supervisor)

    Student thesis: Doctoral Thesis

  9. A New Methodology for Exchange Rate Forecasting

    Author: WEI, Y., 10 Nov 2017

    Supervisor: LAI, K. K. (Supervisor) & LIU, G. (Supervisor)

    Student thesis: Doctoral Thesis

  10. Pickup and Delivery Problem with Loading Cost

    Author: XUE, L., 10 Oct 2017

    Supervisor: LIM, L. C. A. (Supervisor) & LIU, G. (Supervisor)

    Student thesis: Doctoral Thesis

  11. 2016
  12. Vehicle Routing Problems with Rich Side Constraints

    Author: ZHANG, Z., 25 Jul 2016

    Supervisor: LIM, L. C. A. (Supervisor) & LIU, G. (Supervisor)

    Student thesis: Doctoral Thesis

  13. Vehicle Routing Problem with Pickup and Delivery

    Author: GONG, L., 25 Jul 2016

    Supervisor: LIM, L. C. A. (Supervisor), LIU, G. (Supervisor) & CHEN, Y. F. (Supervisor)

    Student thesis: Doctoral Thesis

  14. 2015
  15. Analysis of currency crises and exchange rate markets: Markov-switching based and vector auto-regression based approach

    Author: YU, R., 2 Oct 2015

    Supervisor: LIU, G. (Supervisor) & LAI, K. K. (Supervisor)

    Student thesis: Doctoral Thesis

  16. Hedging parameters estimation for American options and its application in upper bound algorithms

    Author: ZHANG, B., 2 Oct 2015

    Supervisor: LU, Y. (Supervisor), LIU, G. (Supervisor) & LIM, L. C. A. (Co-supervisor)

    Student thesis: Doctoral Thesis

  17. 2014
  18. A nonparametric method for pricing and hedging American options

    Author: FENG, G., 3 Oct 2014

    Supervisor: LIU, G. (Supervisor) & NATARAJAN, K. B. (Supervisor)

    Student thesis: Doctoral Thesis

  19. 2013
  20. Efficient simulation methods for sensitivity analysis with applications to financial risk management

    Author: TONG, S., 2 Oct 2013

    Supervisor: LIU, G. (Supervisor) & LI, Y. D. (Supervisor)

    Student thesis: Doctoral Thesis