Department of Computer Science
Dr. YU Wai-Kuen, B.Sc. (Chinese Univ.), M.Sc. (Stanford Univ.),
Ph.D. (Chinese Univ.)
Assistant Professor
Dr. Wai-Kuen
YU is currently an Assistant Professor in the Department of Computer
Science at Chu Hai College. He received his B.Sc degree in Mathematics
from the Chinese Universtiy of Hong Kong in 1979 and worked as a
research assistant at The Chinese University of Hong Kong for two
years. Later, he finished his M.Sc.degrees in Operations Research
and Statistics from Stanford University in 1985 and 1987 respectively.
He visited The Ohio State University at Columbus in the U.S. and
The University of Bonn in Germany for six months respectively in
1985-1986. From 1988 to 1994, Dr. Wai-Kuen YU worked as a Full-time
Instructor in the Department of Mathematics at The Chinese University
of Hong Kong and completed his Ph.D degree in Mathematics from The
Chinese University of Hong Kong in 1994. During the period of 1996
to 1999, Dr. Wai-Kuen YU worked as a Full-time Demonstrator in the
Mathematics Department at The Hong Kong University of Science and
Technology. He was a Research Associate at The Institute of Mathematics
at The Chinese University of Hong Kong from 2000 to 2001 and at
the same time worked as The Managing Editor of The Mathematics Journal
"Methods and Application of Analysis". His research interest
included Soliton Equations, Pricing of Options and Bonds, Business
Logistics and also Optimization Theory.
TEACHING AREA:
Pure and Applied
Mathematics , Statistics, Operations Research, Business Logistics
and Operations Management.
RESEARCH INTEREST:
Nonlinear Integrable Equations, Graphs, Networks, Optimization Theory,
Business Logistics and Mathematical Finance.
PUBLICATIONS:
1. B. Cai, H. An & W.K.Yu : "An algorithm to minimize the
sum of a semi-smooth function and a C' function" SEAMS BULLetin
of Math. Vol. 19(2)/(3), 1995.
2. "Nonlinear Integrable Equations", Ph.D thesis, 1994,
The Chinese University of Hong Kong, Shatin, N.T.
3. SHU XUE YI LIN (1989) VOL.8, NO.2, p.145-147.
4. SHU XUE YI LIN (1988) VOL.7, NO.3, p.187-189.
RESEARCH ACTIVITIES
IN THE DEPARTMENT OF COMPUTER SCIENCE, CHU HAI COLLEGE:
Occupation Time
Derivatives of Multi-asset Barrier Options with Stochastic barrier.
Pricing of Multi-asset Path Dependent Options.
ACADEMIC AND
PROFESSIONAL ACTIVITIES:
Member of The
Asian Mathematical Society, 1989 - 1994
Member of The Hong Kong Mathematical Society, 1988 - 1994, 2003
- 2004
Member of The American Mathematical Society, 1983 - 1985, 2003-
2004
PERSONAL INTERESTS:
Traveling, Reading, Swimming, Table Tennis, Collecting Stamps, Watching
Movies.
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