Academic Staff


Professor and Associate Head of Department

Professor Yiu Ka-fai, Cedric
姚嘉暉教授

MSc. (Lond.), DPhil. (Oxon)

TU725, Yip Kit Chuen Bldg.

3400 8981

Personal Website


Qualifications
  • HD in Maths., Stat. & Comp. (Dist.), The Hong Kong Polytechnic University, H.K. 
  • MSc. in Numerical Analysis, University of Dundee, U.K.
  • MSc. in Finance (Dist.), University of London, U.K.
  • DPhil. in Mathematics, University of Oxford, U.K.
 
Research Interests
  • Signal processing, beamforming
  • Financial risk management
  • Optimization and optimal control
  • Scientific computing
 
Selected Publications
  • Z.G. Feng, K.F.C. Yiu and S. Nordholm. Performance limit of broadband beamformer designs in space and frequency, Journal of Optimization Theory and Applications 164(1):316-341, 2015.
  • J.Z. Liu, K.F.C. Yiu and T.K. Siu. Optimal Investment of an Insurer with Regime-Switching and Risk Constraint, Scandinavian Actuarial Journal, 2014(7):583-601, Oct 2014.
  • K.F.C. Yiu, Z.B. Li, S.Y. Low and S. Nordholm. FPGA multi-filter system for speech enhancement via multi-criteria optimization, Applied Soft Computing, 21:533-541, August 2014.
  • K.Y. Chan, K.F.C. Yiu, T.S. Dillon and S.H. Ling. Enhancement of speech recognitions for control automation using an intelligent particle swarm optimization, IEEE Transactions on Industrial Informatics, 8(4): 869 – 879, 2012.
  • Z.G. Feng, K.F.C. Yiu, and S.E. Nordholm. Placement design of microphone arrays in near-field broadband beamformers. IEEE Transactions on Signal processing, 60(3):1195-1204, 2012.
  • K.F.C. Yiu, J.Z. Liu, T.K. Siu and W.C. Ching. Optimal Portfolios with Regime-Switching and Value-at-Risk Constraint, Automatica, 46(6):979-989, June 2010.
  • K.L. Mak, P. Peng and K.F. C. Yiu. Fabric defect detection using morphological filters, Image and Vision Computing, 27(10):1585-1592, Sept. 2009.
  • K.F.C Yiu, Y. Liu and K.L. Teo. A hybrid descent method for global optimization. Journal of Global Optimization, 28(2), p.229-238, 2004.
  • K.F.C. Yiu. Optimal portfolios under a value-at-risk constraint, Journal of Economic Dynamics and Control, 28(7), p.1317-1334, 2004.
  • K.F.C. Yiu, S. Wang, K.L. Teo and A.C. Tsoi. Nonlinear system modelling via knot-optimizing B-spline networks, IEEE Transactions on Neural Networks, 12(5), p. 1013-1022, 2001.


Back to Top