NAME:                  Li Leong Kwan

ROOM:                 HJ630

TELEPHONE:      2766-6927

EMAIL:                 malblkli@polyu.edu.hk

EDUCATION AND QUALIFICATIONS:

        Ph.D. (Applied Mathematics) University of Southern California.

        M.Sc. (Electrical Engineering ) University of Southern California.

        M.Ph. (Applied Mathematics) Chinese University, Hong Kong.

        B.Sc. (Mathematics) Chinese University, Hong Kong.

Courses Taught Recently:

        1) Engineering Mathematics and Analysis

        2) Mathematics I

        3) Mathematical Modeling for Science and Technology

        4) Financial Mathematics

RESEARCH INTERESTS:

        Neural Networks, Numerical Optimizations and Financial Mathematics.

PUBLICATION LIST:

    1. L.K. Li, `On computing decision regions with neural nets', Journal of Computer and System
        Sciences, Vol. 43, No. 3, 509-512, Dec. 1991.

    2. E.K. Blum and L.K.Li, `Approximation theory and feedforward networks', Neural Networks,
        Vol. 4, No. 4, 511-515, 1991.

    3. L.K. Li, `Approximation theory and recurrent neural networks', Proceedings of
        IJCNN-Baltimore, Vol. 2, 266-271, 1992.

    4. L.K. Li, `Fixed point analysis fro discrete-time recurrent neural networks', Proceedings of
        IJCNN-Baltimore, Vol. 4, 134-139, 1992.

    5. L.K. Li,`Learning fixed point patterns by recurrent networks', Journal of Computer and System
        Sciences, Vol. 48, No. 2, 203-213, Apr. 1994.

    6. F.T. Chau, B. Cheung, K.Y. Tam and L.K. Li, `Application of bi-directional associative network
        in computer assisted learning in chemistry', Compters and Chemistry, Vol. 18, No. 4,
        359-362, 1994.

    7. L.K. Li, ` Data compression by recurrent neural dynamics', Proceedings of IEEE Region Ten
        Conference, Vol. 1, 96-101, 1996.

    8. Li L.K., Chau F.T. and Leung K.M., `Compression of Ultraviolet-visible Spectrum with recurrent neural network', Chemometrics and Intelligent Laboratory Systems, Vol. 52, No. 2, p135-143, Sept. 2000.

    9.  Fung H.K. and Li L.K., `Minimal feedforward parity networks using threshold gates', Neural Computation, Vol. 13, No. 2, p319-326, 2001.

    10. Tse W. M., Li L.K. and Ng K.W., ` Pricing discrete barrier options with the tridiagonal probability algorithm', Management Science, Vol. 47, No. 3, p383-393, March 2001.

    11. Li L.K. and Yeung K.M., `Discrete-time recurrent neural networks and trajectory approximation', Vol. 13, No. 1, p23-33, International Journal of Applied Mathematics, 2003.

    12. Fung H.K. and Li L.K., `Pricing Discrete Dynamic Fund Protections', Vol.7, No.4, p23-31, North American Actuarial Journal, Oct. 2003.

    13. Yu W. T., Pang W. K. and Li L. K., `Borrowing Costs Savings by Interest Rate Swap - An Option Pricing Analysis', Vol. 154, p764-778, European Journal of Operation Research, 2004.

BOOK CHAPTERS

1)  Li L.K., 'Learning sunspot series dynamics by recurrent neural networks',
Advances in Data Mining and Modeling, p107-115, (Ed. by Ching W.K. and Ng K.P.), World Science(2003).
 

2) L.K. Li, W.K. Pang, W.T. Yu and M.D. Troutt, 'Forecasting short-term exchange rates: a recurrent neural network approach', p195-212, (Ed. by P. Zhang), IRM Press(2003).

CURRENT PROJECT:

  (1)  L.K. Li,  'A study of artificial neural network and signal compression ',  2002-2004.

    (2) L.K. Li, F,T. Chau and C.W. Mok,  `A study of Identification of Chinese Herbs by Artificial Neural Networks',  2002-2004.
 
SCHOLAR ACTIVITIES:

    Editor of Bulletin of Hong Kong Statistical Society.

    Publication Secretray of Hong Kong Statistical Society.