An integer programming based strategy for Asian-style futures arbitrage over the settlement period. - Raymond H. Chan; Kelvin K. Kan; Alfred K. Ma (Algorithmic Finance, 2018)

Avoiding The Double Descent Phenomenon of Random Feature Models Using Hybrid Regularization. - Kelvin K. Kan; James G. Nagy; Lars Ruthotto (CoRR, 2020)

A two-stage method for spectral-spatial classification of hyperspectral images. - Raymond H. Chan; Kelvin K. Kan; Mila Nikolova; Robert J. Plemmons (J. Math. Imaging Vis., 2020)

PNKH-B: A Projected Newton-Krylov Method for Large-Scale Bound-Constrained Optimization. - Kelvin K. Kan; Samy Wu Fung; Lars Ruthotto (SIAM J. Sci. Comput., 2021)