Chi Chung Siu

According to our database, Chi Chung Siu authored at least 6 papers between 2014 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2023

Dynamic trading with Markov liquidity switching.

Guiyuan Ma, Chi Chung Siu, Sheung Chi Phillip Yam, Zeyu Zhou

Autom., September, 2023

2020

Optimal portfolio execution problem with stochastic price impact.

Guiyuan Ma, Chi Chung Siu, Song-Ping Zhu, Robert J. Elliott

Autom., 2020

2019

Feedback Stackelberg-Nash Equilibria in Mixed Leadership Games with an Application to Cooperative Advertising.

Alain Bensoussan, Shaokuan Chen, Anshuman Chutani, Suresh P. Sethi, Chi Chung Siu, Sheung Chi Phillip Yam

SIAM J. Control. Optim., 2019

Dynamic portfolio choice with return predictability and transaction costs.

Guiyuan Ma, Chi Chung Siu, Song-Ping Zhu

Eur. J. Oper. Res., 2019

2016

Non-zero-sum reinsurance games subject to ambiguous correlations.

Chi Seng Pun, Chi Chung Siu, Hoi Ying Wong

Oper. Res. Lett., 2016

2014

A class of non-zero-sum stochastic differential investment and reinsurance games.

Alain Bensoussan, Chi Chung Siu, Sheung Chi Phillip Yam, Hailiang Yang

Autom., 2014