Multivariate Markov chain models for production planning. - Dong-Mei Zhu; Wai-Ki Ching (Int. J. Intell. Eng. Informatics, 2011)

Asset Allocation under Regime-Switching Models. - Na Song; Wai-Ki Ching; Dong-Mei Zhu; Tak Kuen Siu (BIFE, 2012)

On pricing and hedging basket credit derivatives with dependent structure. - Dong-Mei Zhu; Yue Xie; Wai-Ki Ching; Harry Zheng (CIFEr, 2014)

Optimal portfolios with maximum Value-at-Risk constraint under a hidden Markovian regime-switching model. - Dong-Mei Zhu; Yue Xie; Wai-Ki Ching; Tak Kuen Siu (Autom., 2016)

Sufficient conditions for the ergodicity of fuzzy Markov chains. - Dong-Mei Zhu; Wai-Ki Ching; Sy-Ming Guu (Fuzzy Sets Syst., 2016)

A Higher-order interactive hidden Markov model and its applications. - Dong-Mei Zhu; Wai-Ki Ching; Robert J. Elliott; Tak Kuen Siu; Lianmin Zhang (OR Spectr., 2017)

Optimal pairs trading with dynamic mean-variance objective. - Dong-Mei Zhu; Jia-Wen Gu; Feng-Hui Yu; Tak Kuen Siu; Wai-Ki Ching (Math. Methods Oper. Res., 2021)

Effective Approximation Methods for Constrained Utility Maximization with Drift Uncertainty. - Dong-Mei Zhu; Harry Zheng (J. Optim. Theory Appl., 2022)