Hoi Ying Wong - Publications, H-index & Citations | Canyam

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Hoi Ying Wong

Chinese University of Hong Kong

27H-index

197Paper Count

2.2KCitation Count

Published Papers 24

Publication Date

Generative adversarial network stopping for robust surrendering

European Journal of Operational Research

IF6

2026-08-01

0

PREAI

Jia, Bowen; Wang, Ling; Wong, Hoi Ying

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4/2 rough and smooth

Journal of Banking & Finance

IF3.8

2025-10-10

0

PREAI

Tingjin Yan; Jie Yin; Ling Wang; Hoi Ying Wong

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Robust Time-Inconsistent Linear-Quadratic Stochastic Controls: A Stochastic Differential Game Approach

APPLIED MATHEMATICS AND OPTIMIZATION

IF0

2025-09-15

0

PREAI

Han, Bingyan; Pun, Chi Seng; Wong, Hoi Ying

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Adaptive robust online portfolio selection

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2025-02-01

1

PREAI

Tsang, Man Yiu; Sit, Tony; Wong, Hoi Ying

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Portfolio liquidation with delayed information

ECONOMIC MODELLING

IF4.7

2023-09-01

0

PREAI

Yan, Tingjin; Chiu, Mei Choi; Wong, Hoi Ying

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Optimal expansion of business opportunity

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2023-08-01

2

OAAI

Wang, Ling; Chen, Kexin; Chiu, Mei Choi; Wong, Hoi Ying

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Deep LOB trading: Half a second please!

EXPERT SYSTEMS WITH APPLICATIONS

IF7.5

2023-03-01

8

PREAI

Yin, Jie; Wong, Hoi Ying

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Equilibrium pairs trading under delayed cointegration

IF5.9

2022-10-01

3

PREAI

Yan, Tingjin; Wong, Hoi Ying

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Merton's portfolio problem under Volterra Heston model

FINANCE RESEARCH LETTERS

IF6.9

2021-03-01

8

OAAI

Han, Bingyan; Wong, Hoi Ying

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Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility

IF5.9

2019-09-01

27

PREAI

Yan, Tingjin; Wong, Hoi Ying

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Time-consistent mean-variance hedging of an illiquid asset with a cointegrated liquid asset

FINANCE RESEARCH LETTERS

IF6.9

2019-06-01

6

PREAI

Chen, Kexin; Wong, Hoi Ying

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A linear programming model for selection of sparse high-dimensional multiperiod portfolios

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2019-03-01

33

OAAI

Pun, Chi Seng; Wong, Hoi Ying

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Dynamic safety first expected utility model

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2018-11-01

5

PREAI

Chiu, Mei Choi; Wong, Hoi Ying; Zhao, Jing

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Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio Selection and a Remedy

IF3.3

2017-03-30

27

PREAI

Chiu, Mei Choi; Pun, Chi Seng; Wong, Hoi Ying

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Longevity bond pricing under the threshold CIR model

FINANCE RESEARCH LETTERS

IF6.9

2015-11-01

4

PREAI

Dong, Fangyuan; Wong, Hoi Ying

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Commodity derivatives pricing with cointegration and stochastic covariances

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2015-10-01

18

PREAI

Chiu, Mei Choi; Wong, Hoi Ying; Zhao, Jing

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Variance swap with mean reversion, multifactor stochastic volatility and jumps

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2015-09-01

39

OAAI

Pun, Chi Seng; Chung, Shing Fung; Wong, Hoi Ying

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Analytical pricing of discrete arithmetic Asian options with mean reversion and jumps

JOURNAL OF BANKING & FINANCE

IF3.8

2014-07-01

20

PREAI

Chung, Shing Fung; Wong, Hoi Ying

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Valuation of stock loans using exponential phase-type Levy models

APPLIED MATHEMATICS AND COMPUTATION

IF3.4

2013-10-01

12

PREAI

Wong, Tat Wing; Wong, Hoi Ying

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Mean-variance asset-liability management: Cointegrated assets and insurance liability

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2012-12-01

55

PREAI

Chiu, Mei Choi; Wong, Hoi Ying

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