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Title: Portfolio optimization under multivariate affine generalized hyperbolic distributions
Source: International Review of Economics & Finance
Date: 2022
Author: Wang, Chou-Wen; Liu, Kai; Li, Bin; Tan, Ken Seng
Genre: Journal Article
Abstract: This paper focuses on capturing the impacts of leptokurtic phenomenon and heterogeneous preferences in higher moments on asset allocation. To...
DOI: 10.1016/j.iref.2022.02.053




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Title: Real-time portfolio optimization under multivariate affine generalized hyperbolic distributions
Source: CMS Summer Meeting
Date: 2021
Author: Liu, Kai
Genre: Invited Talk




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Title: Glioma segmentation of optimized 3D U-net and prediction of multi-modal survival time
Source: Neural Computing and Applications
Date: 2021
Author: Liu, Qihong; Liu, Kai; Bolufé-Röhler, Antonio; Cai, Jing; He, Ling
Genre: Journal Article
Abstract: It is difficult to segment Glioma and its internal structure because the Glioma boundaries have edemas and complex internal structures. This paper...
DOI: 10.1007/s00521-021-06351-6



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Title: The Asymptotic Iteration Method with applications
Date: 2021
Author: Liu, Jiaying
Genre: Honours
Abstract: Asymptotic Iteration Method (AIM) is a recently developed technique for solving analytically and approximately the linear second-order differential...
Publisher: University of Prince Edward Island
Publication Status: PUBLISHED



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Title: Prescreening and treatment of aortic dissection through an analysis of infinite-dimension data
Source: BioData Mining
Date: 2021
Author: Qiu, Peng; Li, Yixuan; Liu, Kai; Qin, Jinbao; Ye, Kaichuang; Chen, Tao; Lu, Xinwu
Genre: Journal Article
Abstract: Background Aortic dissection (AD) is one of the most catastrophic aortic diseases associated with a high mortality rate. In contrast to the...
Volume: 14
Issue: 1
DOI: 10.1186/s13040-021-00249-8
Publication Status: PUBLISHED



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Title: Home bias and corporate environmental social responsibility
Source: Sustainability
Date: 2021
Author: Rong, Xing; Song, Bingjie; Zhang, Tingting; Liu, Kai
Genre: Journal Article
Abstract: This paper analyzes the impact of executives’ hometown identification on corporate environmental social responsibility (CESR) using a sample of...
Volume: 13
Issue: 11
Start Page: 5860
DOI: 10.3390/su13115860
Publication Status: PUBLISHED




Bookmarks:

Title: Closed‐form approximated pricing of multivariate derivatives under switching regime models
Source: Applied Stochastic Models in Business and Industry
Date: 2021
Author: Alvarez, Alexander; Assadi, Atousa; Liu, Kai
Genre: Journal Article
Abstract: Markov switching regime models have played an increasingly important role in finance and economics, especially for business cycles and long swings...
DOI: 10.1002/asmb.2635




Bookmarks:

Title: Remote sensing applications for insurance
Subtitle: A predictive model for pasture yield in the presence of systemic weather
Source: North American Actuarial Journal
Date: 2020
Author: Brock Porth, C.; Porth, Lysa; Zhu, Wenjun; Boyd, Milton; Tan, Ken Seng; Liu, Kai
Genre: Journal Article
Abstract: A robust predictive model for crop yield is essential for designing a commercially viable index-based insurance policy. Index-based insurance for...
Volume: 24
Issue: 2
Start Page: 333
DOI: 10.1080/10920277.2020.1717345




Bookmarks:

Title: Real-time valuation of large variable annuity portfolios
Subtitle: A geen mesh approach
Source: North American Actuarial Journal
Date: 2020
Author: Liu, Kai; Tan, Ken Seng
Genre: Journal Article
Abstract: The valuation of large variable annuity (VA) portfolios is an important problem of interest, not only because of its practical relevance but also...
Start Page: 1
DOI: 10.1080/10920277.2019.1697707




Bookmarks:

Title: Path generation methods on valuation of large variable annuities portfolio
Source: Proceedings of the 2020 Winter Simulation Conference
Date: 2020
Author: Feng, M.; Liu, K.
Genre: Conference Proceedings
Start Page: 481




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Title: Fund managers’ association networks, information sharing and fund performance
Source: Applied Economics Letters
Date: 2020
Author: Liu, Haifei; Liu, Kai; Li, Dongxin; Li, Yixuan
Genre: Journal Article
Abstract: This article studied the social network of fund managers based on their historical working relationships, and investigated how these relations...
Volume: 27
Issue: 10
Start Page: 841
DOI: 10.1080/13504851.2019.1646400




Bookmarks:

Title: Psudo Market Frontier
Source: Informs Annual Meeting
Date: 2020
Author: Liu, Kai
Genre: Invited Talk




Bookmarks:

Title: Real-time valuation of large variable annuity portfolios
Subtitle: A green mesh
Source: AARMS CRG Conference
Date: 2020
Author: Liu, Kai
Genre: Conference Presentation




Bookmarks:

Title: Identifying key factors in momentum in basketball games
Source: Journal of Applied Statistics
Date: 2020
Author: Chen, Tao; Fan, Qingliang; Liu, Kai; Le, Lingshan
Genre: Journal Article
Abstract: Momentum as elaborated under a recent novel definition has been shown quantitatively to have a significant impact on basketball game outcomes. This...
Start Page: 1
DOI: 10.1080/02664763.2020.1795819




Bookmarks:

Title: Predicting crop loss using remote sensing data
Source: The UPEI Artificial Intelligence/Machine Learning Presentation Series
Date: 2018
Author: Liu, Kai
Genre: Conference Presentation




Bookmarks:

Title: Empirical analysis of index tracking with efficient portfolio dimension reduction and smart beta score
Source: 22nd International Congress on Insurance: Mathematics and Economics, Sydney, Australia
Date: 2018
Author: Liu, Kai
Genre: Conference Presentation
Abstract: Using the efficient portfolio dimension reduction method proposed by Liu, Wang, and Tan[1],this paper combines the efficient portfolio dimension...




Bookmarks:

Title: Big data in actuarial science
Source: Computer Science Seminar, Chengdu Technological University
Date: 2018
Author: Liu, Kai
Genre: Conference Presentation




Bookmarks:

Title: Dimension reduction in quantitative finance
Source: Actuarial Science Seminar
Date: 2018
Author: Liu, Kai
Genre: Conference Presentation




Bookmarks:

Title: Effective dimensionality control in quantitative finance and insurance
Date: 2017
Author: Liu, Kai
Genre: Dissertation/Thesis
Abstract: It is well-known that dimension reduction techniques such as the Brownian bridge, principal component analysis, linear transformation could...
Publisher: University of Waterloo




Bookmarks:

Title: Predicting forage crop loss in the presence of systemic weather risk using remote sensing data
Subtitle: An insurance application
Source: Advances in Predictive Analytics Conference
Date: 2017
Author: Liu, Kai
Genre: Conference Proceedings

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