Li, Rui. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2003. / Includes bibliographical references (leaves 69-71). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Portfolio Selection Models --- p.1 / Chapter 1.1.1 --- Single Period Models --- p.2 / Chapter 1.1.2 --- Multi-Period Models --- p.4 / Chapter 1.1.3 --- Continuous-Time Model --- p.5 / Chapter 1.2 --- Description and Motivation of New Model --- p.6 / Chapter 1.3 --- Major Contributions --- p.7 / Chapter 1.4 --- Thesis Organization --- p.8 / Chapter 2 --- Formulation and General Methodology --- p.9 / Chapter 2.1 --- Formulation --- p.9 / Chapter 2.1.1 --- Dynamics --- p.10 / Chapter 2.1.2 --- General Form --- p.13 / Chapter 2.1.3 --- Assumptions --- p.13 / Chapter 2.2 --- Methodology --- p.15 / Chapter 2.2.1 --- Weighting Problem --- p.15 / Chapter 2.2.2 --- Search For Optimal Weighting Coefficient --- p.19 / Chapter 3 --- Model I: A Trade-off Between Risk and Return Is Given --- p.22 / Chapter 3.1 --- Problem Formulation --- p.22 / Chapter 3.2 --- Solution to the Parameterized Weighting Problem (PWP(γ)) --- p.23 / Chapter 3.2.1 --- "Construction of the Auxiliary Problem A(γ, λ)" --- p.24 / Chapter 3.2.2 --- Discussion on Parameter A --- p.29 / Chapter 3.3 --- Algorithm --- p.39 / Chapter 4 --- Model II: Expected Return Level Is Specified --- p.42 / Chapter 4.1 --- Problem Formulation --- p.42 / Chapter 4.2 --- Optimal Max-Min Solution --- p.44 / Chapter 4.3 --- Discussion on Parameter λ --- p.50 / Chapter 4.4 --- Algorithm --- p.55 / Chapter 5 --- Numerical Examples --- p.58 / Chapter 6 --- Conclusions --- p.67 / Bibliography --- p.71

Thesis. 1975. Ph.D.--Massachusetts Institute of Technology. Dept. of Mathematics. / Vita. / Ph.D.

Lam, Chi Ho. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2009. / Includes bibliographical references (leaves 113-117). / Abstracts in English and Chinese. / Abstract --- p.i / Acknowledgement --- p.vi / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Motivation --- p.1 / Chapter 1.2 --- Organization --- p.4 / Chapter 2 --- Related Works and Background --- p.7 / Chapter 2.1 --- Related Works --- p.7 / Chapter 2.2 --- Background --- p.9 / Chapter 2.2.1 --- Datalite --- p.9 / Chapter 2.2.2 --- Proportional Union Method --- p.14 / Chapter 2.2.3 --- Quasi-Likelihood Approach --- p.18 / Chapter 3 --- Estimation Error of Existing TD-based TMA schemes --- p.24 / Chapter 3.1 --- Error Accumulation and Amplification of Existing Schemes --- p.25 / Chapter 3.1.1 --- Pu --- p.25 / Chapter 3.1.2 --- Qmle --- p.26 / Chapter 3.1.3 --- Datalite --- p.26 / Chapter 3.2 --- Estimation Error of 3-sets intersection cases --- p.28 / Chapter 3.2.1 --- Pu --- p.28 / Chapter 3.2.2 --- Datalite --- p.30 / Chapter 4 --- Error Reduction Via Traffic Digest Splitting --- p.36 / Chapter 4.1 --- Motivation --- p.36 / Chapter 4.2 --- Objective Functions for Optimal TD-splitting --- p.39 / Chapter 4.3 --- Problem Formulation of Threshold-based Splitting --- p.41 / Chapter 4.3.1 --- Minimizing Maximum Estimation Error --- p.42 / Chapter 4.3.2 --- Minimizing R.M.S. Estimation Error --- p.46 / Chapter 4.4 --- Analysis of Estimation Error Reduction Via Single-Level TD-splitting --- p.48 / Chapter 4.4.1 --- Noise-to-signal Ratio Reduction --- p.49 / Chapter 4.4.2 --- Estimation Error Reduction --- p.52 / Chapter 4.5 --- Recursive Splitting --- p.56 / Chapter 4.5.1 --- Minimizing Maximum Estimation Error --- p.57 / Chapter 4.5.2 --- Minimizing R.M.S. Estimation Error --- p.59 / Chapter 5 --- Realization of TD-splitting for Network Traffic Measurement --- p.61 / Chapter 5.1 --- Tracking Sub-TD Membership --- p.64 / Chapter 5.1.1 --- Controlling the Noise due to Non-Existent Flows on a Target Link --- p.64 / Chapter 5.1.2 --- Sub-TD Membership Tracking for Single-level TD-splitting --- p.65 / Chapter 5.1.3 --- Sub-TD Membership Tracking under Recursive Splitting --- p.66 / Chapter 5.2 --- Overall Operations to support TD-splitting for Network-wide Traffic Measurements --- p.67 / Chapter 5.2.1 --- Computation Time for TD-splitting --- p.69 / Chapter 6 --- Performance Evaluation --- p.72 / Chapter 6.1 --- Applying TD-splitting on Generic Network Topology --- p.72 / Chapter 6.1.1 --- Simulation Settings --- p.73 / Chapter 6.1.2 --- Validity of the Proposed Surrogate Objective Functions --- p.75 / Chapter 6.1.3 --- Performance of Single-level TD-splitting --- p.77 / Chapter 6.1.4 --- Performance of Recursive TD-splitting --- p.88 / Chapter 6.1.5 --- Heterogeneous NSR Loading --- p.95 / Chapter 6.2 --- Internet Trace Evaluation --- p.99 / Chapter 6.2.1 --- Simulation Results --- p.100 / Chapter 7 --- Conclusion --- p.105 / Chapter A --- Extension of QMLE for Cardinality Estimation of 3-sets Intersection --- p.107 / Bibliography --- p.113

Chen, Yipin. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2009. / Includes bibliographical references (leaves 81-83). / Abstracts in English and Chinese. / Abstract --- p.1 / 摘要 --- p.2 / Table of Contents --- p.3 / Acknowledgements --- p.4 / Nomenclature --- p.5 / List of Figures --- p.9 / Chapter 1 --- Introduction / Chapter 1.1 --- Motivation and Literature Review --- p.11 / Chapter 1.2 --- Background --- p.13 / Chapter 1.3 --- Research Overview --- p.14 / Chapter 1.4 --- Thesis Outline --- p.15 / Chapter 2 --- Kinematic and Dynamic Modeling / Chapter 2.1 --- Helicopter Dynamics --- p.16 / Chapter 2.2 --- Kinematics of Point Feature Projection --- p.19 / Chapter 2.3 --- Kinematics of Line Feature Projection --- p.22 / Chapter 3 --- Adaptive Visual Servoing with Uncalibrated Camera / Chapter 3.1 --- On-line Parameter Estimation --- p.25 / Chapter 3.2 --- Controller Design --- p.28 / Chapter 3.3 --- Stability Analysis --- p.30 / Chapter 3.4 --- Simulation --- p.33 / Chapter 4 --- Adaptive Control with Unknown IMU Position / Chapter 4.1 --- Control Strategies --- p.47 / Chapter 4.1.1 --- Dynamic Model with Rotor Dynamics --- p.47 / Chapter 4.1.2 --- p.50 / Chapter 4.2 --- Stability Analysis --- p.55 / Chapter 4.3 --- Simulation --- p.57 / Chapter 5 --- Conclusions / Chapter 5.1 --- Summary --- p.64 / Chapter 5.2 --- Contributions --- p.65 / Chapter 5.3 --- Future Research --- p.65 / Chapter A --- Inertial Matrix of the Helicopter --- p.66 / Chapter B --- Induced Torque --- p.69 / Chapter C --- Unknown Parameter Vectors and Initial Estimation Values --- p.72 / Chapter D --- Cauchy Inequality --- p.74 / Chapter E --- Rotor Dynamics --- p.77 / Bibliography --- p.81

Lam, Yim Hung. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2009. / Includes bibliographical references (leaves 40). / Abstract also in Chinese. / Chapter 1. --- Introduction --- p.1 / Chapter 2. --- Terminology --- p.4 / Chapter 3. --- Literature Review --- p.4 / Chapter 4. --- The Model --- p.13 / Chapter 5. --- Main Results --- p.18 / Chapter 6. --- Extensions / Chapter 6.1 --- Market with informed speculators and uninformed speculators --- p.26 / Chapter 6.2 --- "Market with informed speculators, uninformed speculators and noise traders" --- p.33 / Chapter 7. --- Conclusion --- p.36 / Appendix --- p.37 / References --- p.40

Chan, Chi Chuen. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2009. / Includes bibliographical references (leaf 85). / Abstract also in Chinese. / Chapter I --- Introduction --- p.1 / Chapter II --- Bargaining with Matching --- p.8 / Chapter III --- Horizontal Merger --- p.14 / Chapter IV --- Analysis --- p.22 / Chapter IV.1 --- Existence of Profitable Merger --- p.22 / Chapter IV.2 --- Endogenously Determined Merger Size --- p.36 / Chapter IV.3 --- Industry Optimal Merger Size --- p.45 / Chapter V --- Extensions --- p.49 / Chapter V.1 --- Two-step Sequential Merger --- p.49 / Chapter V.2 --- Multiple Mergers of Common Size --- p.53 / Chapter V.2.1 --- Analysis --- p.54 / Chapter V.2.2 --- Endogenously Determined Merger Size --- p.60 / Chapter V.2.3 --- Industry Optimal Merger Size --- p.63 / Chapter VI --- Discussion --- p.65 / Chapter A --- Appendix --- p.69 / Chapter A.l --- Figures --- p.69 / Chapter A.2 --- Mathematical Proof in Detail --- p.79

Lin, Xingqin. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2011. / Includes bibliographical references (p. 103-109). / Abstracts in English and Chinese. / Abstract --- p.i / Acknowledgement --- p.iii / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Motivation --- p.1 / Chapter 1.2 --- Background --- p.3 / Chapter 1.2.1 --- Wireless Communication Schemes --- p.3 / Chapter 1.2.2 --- Mathematical Preliminaries --- p.8 / Chapter 1.3 --- Outline of the Thesis --- p.12 / Chapter 2 --- Learning for Parallel Gaussian Interference Channels --- p.14 / Chapter 2.1 --- System Model and Problem Formulation --- p.16 / Chapter 2.2 --- Stochastic Algorithm for Learning --- p.18 / Chapter 2.2.1 --- Algorithm Design --- p.18 / Chapter 2.2.2 --- Convergence Analysis --- p.21 / Chapter 2.3 --- Continuous Time Approximation --- p.26 / Chapter 2.4 --- Learning with Averaging --- p.28 / Chapter 2.5 --- Numerical Results --- p.29 / Chapter 3 --- Power Control for One-to-Many Transmissions --- p.34 / Chapter 3.1 --- System Model --- p.35 / Chapter 3.2 --- A GNEP Approach --- p.38 / Chapter 3.2.1 --- Problem Formulation --- p.38 / Chapter 3.2.2 --- Preliminary Results --- p.39 / Chapter 3.3 --- Algorithm Design --- p.42 / Chapter 3.4 --- Numerical Results --- p.46 / Chapter 4 --- Flow Allocation in Multiple Access Networks --- p.50 / Chapter 4.1 --- System Model and Problem Formulation --- p.52 / Chapter 4.1.1 --- System Model --- p.52 / Chapter 4.1.2 --- Problem Formulation --- p.53 / Chapter 4.2 --- Characterization of NE --- p.57 / Chapter 4.2.1 --- Feasibility Assumption --- p.57 / Chapter 4.2.2 --- Existence and Uniqueness of NE --- p.58 / Chapter 4.3 --- Distributed Algorithms Design --- p.60 / Chapter 4.3.1 --- D-SBRA --- p.60 / Chapter 4.3.2 --- P-SBRA --- p.61 / Chapter 4.3.3 --- Best Response and Layered Structure --- p.65 / Chapter 4.4 --- Performance Evaluation --- p.67 / Chapter 4.4.1 --- Protocol Evaluation --- p.67 / Chapter 4.4.2 --- Convergence and Performance --- p.69 / Chapter 4.4.3 --- Flow Distribution --- p.71 / Chapter 4.4.4 --- A Grid Network Simulation --- p.73 / Chapter 5 --- Relay Assignment in Cooperative Networks --- p.76 / Chapter 5.1 --- System Model and Problem Formulation --- p.77 / Chapter 5.1.1 --- Three-Node Relay Model --- p.77 / Chapter 5.1.2 --- Network Model --- p.78 / Chapter 5.1.3 --- Problem Formulation --- p.78 / Chapter 5.2 --- Centralized Scheme --- p.80 / Chapter 5.2.1 --- Generalized Relay Assignment --- p.80 / Chapter 5.2.2 --- Admission Control --- p.83 / Chapter 5.2.3 --- Iteration Algorithm and Some Remarks --- p.84 / Chapter 5.3 --- A Simple Distributed Algorithm --- p.84 / Chapter 5.4 --- Numerical Results --- p.86 / Chapter 6 --- Conclusions and Future Work --- p.88 / Chapter 6.1 --- Conclusions --- p.88 / Chapter 6.2 --- Future Work --- p.89 / Chapter A --- Proof of Theorem 21 --- p.93 / Chapter B --- Proof of Theorem 22 --- p.96 / Chapter C --- Proof of Proposition 31 --- p.98 / Chapter D --- Proof of Proposition 44 --- p.101 / Bibliography --- p.103

He, Huifen. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2008. / Includes bibliographical references (leaves 44-48). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Motivation --- p.1 / Chapter 1.2 --- Literature Review --- p.4 / Chapter 1.2.1 --- Supply Contracts under Price Uncertainty --- p.5 / Chapter 1.2.2 --- Dual Sourcing --- p.6 / Chapter 1.2.3 --- Risk Aversion in Inventory Management --- p.6 / Chapter 1.2.4 --- Hedging Operational Risk Using Financial Instruments --- p.7 / Chapter 1.2.5 --- Financial Literature --- p.9 / Chapter 1.3 --- Organization of the Thesis --- p.10 / Chapter 2 --- A Risk-Neutral Model --- p.12 / Chapter 2.1 --- Framework and Assumptions --- p.12 / Chapter 2.2 --- "Price, Forward and Convenience Yield" --- p.14 / Chapter 2.2.1 --- Stochastic Model of Price --- p.14 / Chapter 2.2.2 --- Marginal Convenience Yield --- p.16 / Chapter 2.3 --- Optimality Equations --- p.17 / Chapter 2.4 --- The Structure of the Optimal Policy --- p.21 / Chapter 2.4.1 --- One-period. Optimal Hedge Decision Rule --- p.21 / Chapter 2.4.2 --- One-period Optimal Orderings Decision Rule --- p.23 / Chapter 2.4.3 --- Optimal Policy --- p.24 / Chapter 3 --- A Risk-Averse Model --- p.28 / Chapter 3.1 --- Risk Aversion Modeling and Utility Function --- p.28 / Chapter 3.2 --- Multi-Period Inventory Modelling --- p.31 / Chapter 3.3 --- Exponential Utility Model --- p.33 / Chapter 3.4 --- Optimal Ordering and Hedging Policy for Multi-Period Problem --- p.37 / Chapter 4 --- Conclusion and Future Research --- p.40 / Bibliography --- p.44 / Chapter A --- Appendix --- p.49 / Chapter A.l --- Notation --- p.49 / Chapter A.2 --- K-Concavity --- p.50

Wong, Chi Ying. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2007. / Includes bibliographical references (leaves 71-74). / Abstracts in English and Chinese. / Abstract Page --- p.ii / Acknowledgment Page --- p.iv / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Literature Review --- p.5 / Chapter 3 --- Review of minimax portfolio selection model --- p.11 / Chapter 3.1 --- The I∞ model --- p.11 / Chapter 4 --- Portfolio optimization with group investment limits --- p.16 / Chapter 4.1 --- The model --- p.16 / Chapter 4.2 --- The optimal investment strategy --- p.17 / Chapter 4.2.1 --- All assets are risky --- p.18 / Chapter 4.2.2 --- Some riskfree assets are involved --- p.39 / Chapter 4.3 --- Chapter summary --- p.40 / Chapter 5 --- Tracing out the efficient frontier --- p.41 / Chapter 5.1 --- Properties of the efficient frontier --- p.42 / Chapter 5.2 --- The algorithm --- p.51 / Chapter 5.3 --- Time complexity of the algorithm --- p.56 / Chapter 5.4 --- Chapter summary --- p.57 / Chapter 6 --- Finding the investor's optimal portfolio --- p.58 / Chapter 6.1 --- Investor's portfolio with given A --- p.58 / Chapter 6.2 --- Chapter summary --- p.60 / Chapter 7 --- Numerical experiments --- p.61 / Chapter 7.1 --- Finding the efficient frontier numerically --- p.61 / Chapter 7.2 --- Performance between mean-variance model and I∞ model --- p.64 / Chapter 7.2.1 --- Data analysis --- p.64 / Chapter 7.2.2 --- Experiment description and discussion --- p.65 / Chapter 7.3 --- Chapter summary --- p.67 / Chapter 8 --- Conclusion --- p.68 / Bibliography --- p.71 / Appendix --- p.75 / Chapter A --- Stocks for finding the efficient frontiers with and without bound constraints --- p.75 / Chapter B --- List of companies --- p.77 / Chapter C --- Graphical Results --- p.81

Chow, Chui Ngan. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2008. / Includes bibliographical references (leaves 76-79). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Interest Rate Models --- p.6 / Chapter 2.1 --- Short Rate Models --- p.7 / Chapter 2.2 --- Heath-Jarrow-Morton Framework --- p.8 / Chapter 2.3 --- Bond Market Models (BMM) --- p.9 / Chapter 3 --- Mortality Models --- p.13 / Chapter 3.1 --- Deterministic Survival Functions --- p.13 / Chapter 3.2 --- Stochastic Mortality Models --- p.15 / Chapter 4 --- Guaranteed Annuity Options under BMM --- p.16 / Chapter 4.1 --- Model Settings --- p.17 / Chapter 4.1.1 --- Financial Variables --- p.17 / Chapter 4.1.2 --- Mortality --- p.19 / Chapter 4.2 --- Guaranteed annuity option --- p.21 / Chapter 4.3 --- Numerical results --- p.23 / Chapter 4.3.1 --- Simulation Study --- p.24 / Chapter 4.3.2 --- Empirical results --- p.29 / Chapter 5 --- Longevity Bond Market Models --- p.34 / Chapter 5.1 --- Model Settings --- p.35 / Chapter 5.1.1 --- Theoretical Settings --- p.35 / Chapter 5.1.2 --- Risk-free Bonds and Longevity Bonds --- p.36 / Chapter 5.2 --- Applications on Potential Mortality-Linked Products --- p.41 / Chapter 5.3 --- Numerical Results --- p.45 / Chapter 5.3.1 --- Simulation Settings --- p.46 / Chapter 5.3.2 --- Simulation Results --- p.49 / Chapter 6 --- Conclusion --- p.53 / Chapter A --- Equation Derivation --- p.56 / Chapter A.l --- Proof for Proposition (4.2.1) --- p.56 / Chapter A.2 --- Proof for Proposition (4.2.2) --- p.58 / Chapter A.3 --- Proof for Proposition (5.3.1) --- p.61 / Chapter A.4 --- Proof for Proposition (5.3.2) --- p.66 / Chapter B --- Results --- p.71 / Chapter B.l --- Valuation Results for GAO under BMM --- p.71 / Chapter B.1.1 --- Simulation Situations --- p.71 / Chapter B.1.2 --- Calibration Results --- p.72 / Chapter B.1.3 --- Valuation Results --- p.74