Edit Profile (opens in new tab) Fung, Eric S. Co-Author Distance Author ID: fung.eric-s Published as: Fung, Eric S.; Fung, E.; Fung, E. S. more...less Documents Indexed: 15 Publications since 2002 Co-Authors: 9 Co-Authors with 15 Joint Publications 632 Co-Co-Authors all top 5 Co-Authors 0 single-authored 10 Ng, Michael Kwok-Po 8 Siu, Tak Kuen 7 Ching, Wai-Ki 1 Au, Chi Yan 1 Elliott, Robert James 1 Fard, Farzad Alavi 1 Li, Wai Keung 1 Ling, Leevan 1 Song, Na all top 5 Serials 2 Computational Economics 2 IMA Journal of Management Mathematics 1 Computers & Mathematics with Applications 1 International Journal of Mathematical Education in Science and Technology 1 Journal of the Operational Research Society 1 Naval Research Logistics 1 Mathematical and Computer Modelling 1 Linear Algebra and its Applications 1 Applied Mathematical Finance 1 Nonlinear Dynamics 1 International Journal of Information & Systems Sciences 1 Frontiers of Mathematics in China all top 5 Fields 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Probability theory and stochastic processes (60-XX) 5 Statistics (62-XX) 3 Numerical analysis (65-XX) 2 Operations research, mathematical programming (90-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications all top 5 Cited by 75 Authors 12 Ching, Wai-Ki 10 Siu, Tak Kuen 6 Fung, Eric S. 6 Ng, Michael Kwok-Po 4 Cerqueti, Roy 4 Elliott, Robert James 4 Falbo, Paolo 4 Pelizzari, Cristian 3 Huang, Ting-Zhu 3 Nicolau, João 2 Colombi, Roberto 2 De Blasis, Riccardo 2 Elshehawey, A. M. 2 Giordano, Sabrina 2 Godin, Frédéric 2 Guastaroba, Gianfranco 2 Li, Limin 2 Li, Wen 2 Mamon, Rogemar S. 2 Miękisz, Jacek 2 Qian, Zhengming 2 Riedlinger, Flavio Ivo 2 Trottier, Denis-Alexandre 2 Wang, Chao 2 Xi, Xiaojing 2 Zhang, Lianmin 2 Zhu, Dongmei 1 Au, Chi Yan 1 Bai, Zhengjian 1 Chen, Feiyan 1 Chen, Hong 1 Cui, Lubin 1 D’Amico, Guglielmo 1 Davison, Matt 1 Dhaiban, Ali Khaleel 1 Dimitriou, V. A. 1 Ding, Feng 1 Döring, Maik 1 Fox, Emily B. 1 Fung, S. Eric 1 Georgiou, Andreas C. 1 Gudmand-Hoeyer, Johanne 1 Huang, Jun 1 Jang, Bong-Gyu 1 Jensen, Uwe 1 Jiang, Lin 1 Kárný, Miroslav 1 Ke, Rihuan 1 Lai, Van Son 1 Li, Chaoqian 1 Li, Junhong 1 Li, Tang 1 Li, Wai Keung 1 Li, Xiudi 1 Li, Yaotang 1 Ling, Leevan 1 Lv, Xiaoguang 1 Matuszak, Michal 1 Ottesen, Johnny Tom 1 Palapies, Lars 1 Paniello, Irene 1 Poleszczuk, Jan 1 Ricca, Federica 1 Roh, Kum Hwan 1 Sanford, Anthony 1 Scozzari, Andrea 1 Shojaie, Ali 1 Tank, Alex 1 Timmermann, Stine 1 Tsantas, N. 1 Wang, Xiaoxiao 1 Wesołowski, Sergiusz 1 Wu, Gang 1 Xiao, Guiyun 1 Yoon, Jihee 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 all top 5 Cited in 11 Fields 25 Probability theory and stochastic processes (60-XX) 22 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 19 Statistics (62-XX) 8 Operations research, mathematical programming (90-XX) 7 Numerical analysis (65-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 2 Biology and other natural sciences (92-XX) 1 Nonassociative rings and algebras (17-XX) 1 Integral transforms, operational calculus (44-XX) 1 Systems theory; control (93-XX) 1 Mathematics education (97-XX) Citations by Year