• Asset management
• Risk management
• Financial optimization
• Option pricing

..........Journal Articles..........

1. K. Meng, H. Yang, X. Yang, and C.K.W. Yu, Portfolio Optimization under a Minimax Rule Revisited, Optimization, 2021. DOI: 10.1080/02331934.2021.1928665.
2. X. Li, L. Cai, J. Li, C.K.W. Yu, and Y. Hu., A Survey of Clustering Methods via Optimization Methodology, Journal of Applied and Numerical Optimization, 3(1), 151-174, 2021.
3. Y. Hu, J. Li, and C.K.W. Yu, Convergence Rates of Subgradient Methods for Quasi-convex Optimization Problems, Computational Optimization and Applications, 77(1), 183-212, 2020.
4. S. K. Choy, T.C. Ng, and C.K.W. Yu Unsupervised Fuzzy Model-based Image Segmentation, Signal Processing, 171, 107483, 2020.
5. S. K. Choy, F.L. Yuen and C.K.W. Yu, Fuzzy Bit-plane-dependence Image Segmentation, Signal Processing, vol. 154, pp. 30-44, 2019.
6. Wang, J.H., Y.H. Hu, C.K.W. Yu, C. Li and X.Q. Yang. Extended Newton Methods for Multiobjective Optimization: Majorizing Function Technique and Convergence Analysis, Siam Journal on Optimization, 29(3), 2388-2421, 2019.
7. Hu, Y.H., C.K.W. Yu, and X.Q. Yang. Incremental Quasi-subgradient Methods for Minimizing the Sum of Quasi-convex Functions, Journal of Global Optimization, 75, 1003-1028, 2019.
8. C.K.W. Yu, Y.H. Hu, X.Q. Yang and S.K. Choy. Abstract convergence theorem for quasi-convex optimization problems with applications, Optimization – A Journal of Mathematics Programming and Operations Research, 2018. Accepted.
9. L.F. Zhang, Y.H. Hu, C.K.W. Yu, and J.H. Wang. Iterative positive thresholding algorithm for non-negative sparse optimization, Optimization – A Journal of Mathematics Programming and Operations Research, 2018. Accepted.
10. Y. Zhang, Y.H. Hu, C.K.W. Yu, and J.H. Wang. Cubic convergence of Newton-steffensen’s method for operators with lipschitz continuous derivative, Journal of Nonlinear and Convex Analysis, 19(3), 433-460, 2018.
11. Y. Zhang, C.K.W. Yu, J.F. Bao, and J.H. Wang. On quadratical convergence of inexact levenberg-marquardt methods under local error bound condition, Journal of Nonlinear and Convex Analysis, 19(1), 123-146, 2018.
12. Hu, Y.H., X.Q. Yang and C.K.W. Yu, Subgradient Methods for Saddle Point Problems of Quasiconvex Optimization, Pure and Applied Functional Analysis, 2(1), 83-97, 2017.
13. S. K. Choy, S. Y. Lam, K. W. Yu, W. Y. Lee and K. T. Leung, Fuzzy Model-based Clustering and Its Application in Image Segmentation, Pattern Recognition, vol. 68, pp. 141-157, 2017.
14. Y. H. Hu, C.K.W. Yu, C. Li and X. Q. Yang. Conditional Subgradient Method for Constrained Quasi-convex Optimization Problems, Journal of Nonlinear and Convex Analysis, 17(10), 2143-2158, 2016.
15. B. S. Y. Lam, C. K. W. Yu, S. K. Choy, J. K. T. Leung. Jump Point Detection Using Empirical Mode Decomposition, Land Use Policy, 58, 1-8, 2016.
16. Y. H. Hu, C. K. W. Yu and C. Li. Stochastic Subgradient Method for Quasi-convex Optimization Problems, Journal of Nonlinear and Convex Analysis, 17(4), 711-724, 2016.
17. Eddie C.M. Hui and Carisa K.W. Yu. Enhanced Portfolio Optimization Model for Real Estate Investment in HK, Journal of Property Research, 27(2), 147-180, 2010.
18. Eddie C.M. Hui, Carisa K.W. Yu and W.C. Ip. Jump Point Detection for Real Estate Investment Success, Physica A: Statistical Mechanics and its Applications, 389(5), 1055-1064, 2010.
19. K.W. Yu, X.Q. Yang, and H. Wong. Asset Allocation by Using the Sharpe Rule: How to Improve an Existing Portfolio by Adding Some New Assets?,Journal of Asset Management, 8(2), 133-145, 2007.
20. K.W. Yu. Discussion of “Pricing Lookback Options and Dynamic Guarantees”, North American Actuarial Journal, 7(3), 124-127, 2003.
21. K.W. Yu. Discussion of “Pricing Perpetual Fund Protection with Withdrawal Option”, North American Actuarial Journal, 7(2), 87-90, 2003.

..........Conference Proceedings & Book Chapters..........

1. K. W. Yu, F. L. Yuen, S. K. Choy, T. F. Zel and Y. Wu, Dynamic Stock Market Analysis: Algorithm and Applications, The 21st International Congress on Insurance: Mathematics and Economics, Vienna, July 3-5, 2017.
2. W. Zhu, W. Y. Lee, S. K. Choy, S. Y. Lam and K. W. Yu, Systemic Weather Risk and Agricultural Insurance Pricing, The 21st International Congress on Insurance: Mathematics and Economics, Vienna, July 3-5, 2017.
3. Yu, K.W., Multicriteria Optimization Models with Application to Portfolio Selection, The 11th National Conference on Mathematical Programming, Guilin, China, May 12-15, 2017.
4. C. K. W. Yu. Portfolio Optimization Models under Various Risk Measures, The 28th European Conference on Operational Research, Poznan, Poland, July 3-6, 2016.
5. Carisa K.W. Yu. Bi-criteria Portfolio Optimization Problems with the Use of Conditional Value-at-Risk Risk Measure, The 50th Actuarial Research Conference, August 5-8, 2015.
6. Carisa K.W. Yu. Robust Approach to the Portfolio Optimization Problem, The 9th International Conference on Optimization Techniques and Applications (ICOTA 9), December 12-16, 2013.
7. Carisa K.W. Yu and T.L. Yip. Portfolio Analysis of Ship Acquisition, IAME 2013 Conference, Marseille, France, July 3-5, 2013.
8. Carisa K.W. Yu. Optimization Approach to the Mean-CVaR Problem in Portfolio Management, The 8th World Congress in Probability and fiStatistics, Istanbul, Turkey, July 9-14, 2012.
9. Carisa K.W. Yu. Insight into the Application of Mathematical Models to Real Estate Investment, International Conference on Applied Statistics and Financial Mathematics (ASFM2010), Hong Kong, December 16-18, 2010.
10. K.W. Yu, The Mean-Variance Approach to Portfolio Improvement, The Second International Conference on Nonlinear Programming with Applications (NPA2008), Beijing, China, April 7-9, 2008.
11. K.W. Yu, Asset Allocation using Sharpe Rule: How to Improve an Existing Portfolio by Adding Some New Assets?,The 6th International Congress on Industrial and Applied Mathematics, Zurich, Switzerland, July 16-20, 2007.
12. K.W. Yu, Portfolio Selection: The Sharpe Rule and Incremental VaR Approach, The International Conference on Nonlinear Programming with Applications, Shanghai, China, May 29 - June 1, 2006.
13. Carisa K.W. Yu. Pricing American Options without Maturity Date, The 38th Actuarial Research Conference, Ann Arbor, Michigan, U.S.A., August 7-9, 2003.

1. (UGC/FDS14/P02/21) HK$915,270. “Partially Separable and Sparse Optimization: Theory and Applications” funded by the University Grants Committee (UGC) 2021/2022. (PI)
2. (UGC/FDS14/P03/20) HK$966,100. “Low-rank Matrix Optimization via Nonconvex Regularization with Applications” funded by the University Grants Committee (UGC) 2020/2021. (PI)
3. (UGC/FDS14/P02/19) HK$985,144. “Unsupervised Fuzzy Superpixel-based Image Segmentation” funded by the University Grants Committee (UGC) 2019/2020. (Co-I)
4. (UGC/FDS14/P01/17) HK$575,473. “Fuzzy Bit-plane-dependence Multi-domain Region Competition: Mathematical Modelling and Applications” funded by the University Grants Committee (UGC) 2017/2018. (Co-I)
5. (UGC/FDS14/P02/17) HK$611,153. “Interior Subgradient Methods for Large-scale Quasi-convex Optimization and Their Applications” funded by the University Grants Committee (UGC) 2017/2018. (PI)
6. (UGC/FDS14/P02/15) HK$1,006,183. "Sparse Optimization Models with Application to Portfolio Management", funded by the University Grants Committee (UGC) 2015/2016. (PI)
7. (UGC/FDS14/P03/14) HK$667,115. “Generalized multicriteria programs and their application in portfolio selection problems”, funded by the University Grants Committee (UGC) 2014/2015. (PI)

• Sing Tao Daily (恒管語絲): 標題:淺談日常生活中的概率, 2015年03月16日