×
Author ID: fung.eric-s Recent zbMATH articles by "Fung, Eric S."
Published as: Fung, Eric S.; Fung, E.; Fung, E. S.
Documents Indexed: 15 Publications since 2002
Co-Authors: 9 Co-Authors with 15 Joint Publications
632 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

12 Publications have been cited 81 times in 51 Documents Cited by Year
Higher-order multivariate Markov chains and their applications. Zbl 1144.65006
Ching, Wai-Ki; Ng, Michael K.; Fung, Eric S.
22
2008
A multivariate Markov chain model for categorical data sequences and its applications in demand predictions. Zbl 1040.62108
Ching, Wai-Ki; Fung, Eric S.; Ng, Michael K.
21
2002
Higher-order Markov chain models for categorical data sequences. Zbl 1054.62098
Ching, Wai Ki; Fung, Eric S.; Ng, Michael K.
10
2004
A high-order Markov-switching model for risk measurement. Zbl 1189.91084
Siu, T. K.; Ching, W. K.; Fung, E.; Ng, M.; Li, X.
5
2009
Extracting information from spot interest rates and credit ratings using double higher-order hidden Markov models. Zbl 1122.91365
Siu, Tak-Kuen; Ching, Wai-Ki; Fung, Eric S.; Ng, Michael K.
4
2005
Interactive hidden Markov models and their applications. Zbl 1123.62087
Ching, W. K.; Fung, E.; Ng, M.; Siu, T. K.; Li, W. K.
4
2007
A higher-order Markov model for the newsboy’s problem. Zbl 1171.90539
Ching, W. K.; Fung, E. S.; Ng, M. K.
4
2003
Option valuation with a discrete-time double Markovian regime-switching model. Zbl 1239.91167
Siu, Tak Kuen; Fung, Eric S.; Ng, Michael K.
3
2011
Building higher-order Markov chain models with EXCEL. Zbl 1245.97007
Ching, Wai-Ki; Fung, Eric S.; Ng, Michael K.
3
2004
A flexible Markov chain approach for multivariate credit ratings. Zbl 1245.91097
Fung, Eric S.; Siu, Tak Kuen
2
2012
Filtering a nonlinear stochastic volatility model. Zbl 1356.91073
Elliott, Robert J.; Siu, Tak Kuen; Fung, Eric S.
2
2012
Risk measures and behaviors for bonds under stochastic interest rate models. Zbl 1255.91417
Song, Na; Siu, Tak Kuen; Fard, Farzad Alavi; Ching, Wai-Ki; Fung, Eric S.
1
2012
A flexible Markov chain approach for multivariate credit ratings. Zbl 1245.91097
Fung, Eric S.; Siu, Tak Kuen
2
2012
Filtering a nonlinear stochastic volatility model. Zbl 1356.91073
Elliott, Robert J.; Siu, Tak Kuen; Fung, Eric S.
2
2012
Risk measures and behaviors for bonds under stochastic interest rate models. Zbl 1255.91417
Song, Na; Siu, Tak Kuen; Fard, Farzad Alavi; Ching, Wai-Ki; Fung, Eric S.
1
2012
Option valuation with a discrete-time double Markovian regime-switching model. Zbl 1239.91167
Siu, Tak Kuen; Fung, Eric S.; Ng, Michael K.
3
2011
A high-order Markov-switching model for risk measurement. Zbl 1189.91084
Siu, T. K.; Ching, W. K.; Fung, E.; Ng, M.; Li, X.
5
2009
Higher-order multivariate Markov chains and their applications. Zbl 1144.65006
Ching, Wai-Ki; Ng, Michael K.; Fung, Eric S.
22
2008
Interactive hidden Markov models and their applications. Zbl 1123.62087
Ching, W. K.; Fung, E.; Ng, M.; Siu, T. K.; Li, W. K.
4
2007
Extracting information from spot interest rates and credit ratings using double higher-order hidden Markov models. Zbl 1122.91365
Siu, Tak-Kuen; Ching, Wai-Ki; Fung, Eric S.; Ng, Michael K.
4
2005
Higher-order Markov chain models for categorical data sequences. Zbl 1054.62098
Ching, Wai Ki; Fung, Eric S.; Ng, Michael K.
10
2004
Building higher-order Markov chain models with EXCEL. Zbl 1245.97007
Ching, Wai-Ki; Fung, Eric S.; Ng, Michael K.
3
2004
A higher-order Markov model for the newsboy’s problem. Zbl 1171.90539
Ching, W. K.; Fung, E. S.; Ng, M. K.
4
2003
A multivariate Markov chain model for categorical data sequences and its applications in demand predictions. Zbl 1040.62108
Ching, Wai-Ki; Fung, Eric S.; Ng, Michael K.
21
2002
all top 5

Cited in 41 Serials

3 Computational Economics
2 Computers & Mathematics with Applications
2 Insurance Mathematics & Economics
2 European Journal of Operational Research
2 OR Spectrum
2 Dynamic Games and Applications
1 International Journal of Mathematical Education in Science and Technology
1 Mathematical Biosciences
1 Scandinavian Journal of Statistics
1 Information Sciences
1 Journal of Multivariate Analysis
1 Operations Research Letters
1 Bulletin of the Iranian Mathematical Society
1 SIAM Journal on Matrix Analysis and Applications
1 Journal of Scientific Computing
1 Annals of Operations Research
1 Linear Algebra and its Applications
1 Statistical Papers
1 Mathematical Problems in Engineering
1 Nonlinear Dynamics
1 Studies in Nonlinear Dynamics and Econometrics
1 Journal of Applied Mathematics and Decision Sciences
1 Algebras and Representation Theory
1 International Journal of Theoretical and Applied Finance
1 Scandinavian Actuarial Journal
1 Quantitative Finance
1 Discrete and Continuous Dynamical Systems. Series B
1 Decisions in Economics and Finance
1 Journal of Applied Mathematics
1 Asia-Pacific Financial Markets
1 Journal of Industrial and Management Optimization
1 Journal of the Korean Statistical Society
1 Frontiers of Mathematics in China
1 Journal of Statistical Theory and Practice
1 AStA. Advances in Statistical Analysis
1 Annals of Finance
1 Journal of Mathematics
1 East Asian Journal on Applied Mathematics
1 Journal of Mathematical Modelling and Algorithms in Operations Research
1 Stochastics and Quality Control
1 SIAM Journal on Mathematics of Data Science

Citations by Year