Selected Papers

  1. Eric S. Fung Wai-Ki Ching and Tak-Kuen Siu (2009). A Mixture Price Trend Model for Long-Term Risk Management, Business Intelligence in Economic Forecasting: Technologies and Techniques, Accepted.

  2. Eric S. Fung and Tak-Kuen Siu (2009). A Double Mover-Stayer Model for Credit Ratings, International Journal of Information and Systems Science, Accepted.

  3. Tak-Kuen Siu, Wai-Ki Ching, Eric S. Fung, Michael K. Ng and X. Li (2009). A Higher-Order Markov-Switching Model for Risk Measurement. International Journal of Computer and Mathematics with Applications, 58, 1-10.

  4. Tak Kuen Siu, Michael K. Ng and Eric S. Fung (2008). On Neural Network Conditional Autoregressive Value at Risk, Mathematical Modelling and Applied Computing, (1) 1.

  5. Eric S. Fung and Michael K. Ng (2008). Nonnegative Matrix Factorization for Interactive Hidden Markov Models, Recent Advances in Computational Mathematics, Higher Education Press, Beijing & International Press of Boston, Somerville.

  6.  Wai-Ki Ching, Eric S. Fung and Michael K. Ng (2008). Higher-order Multivariate Markov Chains and their Applications, Linear Algebra and Its Applications, 428 (2-3), 492-507.

  7. Haiyong Liao, Michael K. Ng and Eric S. Fung (2008). Unidimensional Nonnegative Scaling for Genome-wide Linkage Disequilibrium Maps, International Journal of Bioinformatics Research and Applications, 4(4), 417-434.

  8.  Eric S. Fung and Michael K. Ng (2007). On Sparse Fisher Discriminant Method for Microarray Data Analysis, Bioinformation, V2, 222-229.

  9. Wai-Ki Ching, Eric S. Fung, Michael K. Ng, Tak-Kuen Siu and W.K. Li (2006). Interactive Hidden Markov Models and Their Applications, IMA Journal of Management Mathematics, 18, 85-97.  

  10. Michael K. Ng, Eric S. Fung, Yiu-Fai Lee and  Wai-Ki Ching (2006). A Recursive Method for Solving Haplotype Frequencies with Application to Genetics, Journal of Bioinformatics and Computational Biology, 4, 1269-1286.

  11. Michael K. Ng, Wai-Ki Ching,  Eric S. Fung and Yiu-Fai Lee,  (13-16, Feb, 2006). A Recursive Method for Solving Haplotype Frequencies in Multiple Loci Linkage Analysis. Forth Asia-Pacific Bioinformatics Conference, APBC2006, Taipei.

  12. Tak-Kuen Siu, Wai-Ki Ching, Eric S. Fung and Michael K. Ng (2005).  On a Multivariate Markov Chain Model for Credit Risk Measurement, Quantitative Finance, 5, 543-556.

  13. Tak-Kuen Siu, Wai-Ki Ching, Eric S. Fung and Michael K. Ng (2005). Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models, Journal of Computational Economics 26, 251-284.

  14. Wai-Ki Ching, Michael K. Ng, Eric S. Fung and Akutsu T. (2005). On Construction of Stochastic Genetic Networks Based on Gene Expression Sequences, International Journal of Neural Systems, 15, 297-310. 

  15. Wai-Ki Ching, Eric S. Fung and Michael K. Ng (2004). Building Genetic Networks for Gene Expression Patterns. IDEAL, Lecture Notes in Computer Science Springer, 17-24.

  16. Wai-Ki Ching, Eric S. Fung and Michael K. Ng (2004). Building Higher-order Markov Chain Models with EXCEL, EXCEL DEMO, International Journal of Mathematical Education in Science and Engineering, 35, 921-932.  

  17. Wai-Ki Ching, Eric S. Fung and Michael K. Ng (2004). Higher-order Markov Chain Models for Categorical Data Sequences, International Journal of Naval Research Logistics, 51, 557-574.

  18. Wai-Ki Ching, Eric S. Fung and Michael K. Ng (2003). Higher-order Hidden Markov Models with Applications to DNA Sequences, IDEAL, Lecture Notes in Computer Science, Springer, 535-539.

  19. Wai-Ki Ching, Eric S. Fung, Michael K. Ng and T.W. Ng (2003). Multivariate Markov Models for the Correlation of Multiple Biological Sequences. International Workshop on Bioinformatics, PAKDD Seoul, Korea, 23-34.

  20. Wai-Ki Ching, Eric S. Fung and Michael K. Ng (2003). A Higher-order Markov Model for the Newsboy's Problem, Journal of Operational Research Society, 54, 291-298.

  21. Wai-Ki Ching, Michael K. Ng and Eric S. Fung (2003). Higher-order Markov Model for the Prediction of Categorical Data Sequences Advanced in Data Mining and Modeling, World Scientific, Singapore, 129-141.

  22. Wai-Ki Ching, Eric S. Fung and Michael K. Ng (2002). A Multivariate Markov Chain Model for Categorical Data Sequences and Its Applications in Demand Prediction, IMA Journal of Management Mathematics, 13, 187-199. 

  23. Eric S. Fung, Wai-Ki Ching, Sydney Chu, Michael K. Ng and Wenan Zang (2002). Multivariate Markov Chain Models, The IEEE International Conference on Systems, Man and Cybernetics V3, 298-302.