Departmental Report

2001 – 2004

Table of Contents

1.            Introduction               1

2.            Mission and Objectives               1

               2.1          Mission               1

               2.2          Objectives               2

3.            Staff                      2

               3.1          Academic Staff               2

               3.2          General Staff               5

               3.3          Awards and Honours               5

4.            Academic Programmes and Service Teaching               6

               4.1          Academic Programmes               6

               4.2          Service Teaching               6

5.            Research                                                                                                        6

               5.1          An Overview               6

               5.2          Editorial Positions               7

               5.3          Research Grants               8

               5.4          Research Students               11

               5.5          Conferences               12

               5.6          Research Collaborations               12

6.            Research Outputs               13

               6.1          Monographs, Edited Books and Special Journal Issues               13

               6.2          Journal Articles               14

               6.3          Books Chapters               30

               6.4          Articles in Refereed Conference Proceedings               31

7.            Consultancy & Professional Services               34

1          INTRODUCTION

            The Department of Applied Mathematics, one of the four departments in the Faculty of Applied Science and Textiles, has an establishment of 26 academic staff and 9 supporting staff.

The Department contributes significantly to the academic programmes of the University by offering academic programmes and supervising research students leading to the awards of MPhil and PhD.  In addition, it is actively involved in providing support courses to various departments and faculties across the University.  The academic programmes administered by the Department are as follows:

                        Part-time MSc/PgD in Applied Mathematics for Science and Technology

                        Part-time BSc(Hons) in Statistics and Computing

                        Part-time BSc(Hons) in Actuarial Science

                        Full-time Higher Diploma in Mathematics, Statistics and Computing

                        Part-time Higher Diploma in Statistics and Computing for Business

                        Minor Programme in Applied Mathematics

The main research directions of the Department are in the areas of optimization and optimal control, statistics and actuarial science, and computational mathematics. While applied research is the main focus of the Department, many staff members also carry out fundamental research.  The Department encourages interdisciplinary research as attested by the number of joint research publications, joint research projects, joint organization of conferences and workshops, and academic visitors.

Contact Information

Department of Applied Mathematics

            The Hong Kong Polytechnic University

            Hung Hom

            Kowloon

            Hong Kong, China

            Tel  :    (852)2766-6946

                        (852)2766-6948

            Fax  :    (852)2362-9045

                        (852)2764-4382

            Homepage : http://www.polyu.edu.hk/~ama

2          MISSION AND OBJECTIVES

2.1       Mission

            The Mission of the Department is to facilitate learning through excellent teaching and research in Applied Mathematics with leading expertise in optimization, optimal control, applied statistics and actuarial science, and engineering mathematics.  Amongst all the mathematics departments of local tertiary institutions, the distinctive characteristic of the Department is its strength in application-oriented research. The Department has a leading research group in optimization and optimal control, and it has a solid reputation in the areas of applied statistics and engineering mathematics.

2.2       Objectives

Our objectives are summarized as follows:

(a)        Teaching

(i) To provide professional oriented programmes of the highest academic standards, at both undergraduate and postgraduate levels, which are responsive to student, community and professional needs and demands.

(ii) To provide quality service teaching so that students will possess a solid foundation in mathematics needed in the study of subjects of their own programmes. This is especially crucial when the duration of undergraduate programmes is changed from 3 years to 4 years.

(iii) To provide quality teaching to students of our own programmes.

(iv) To offer a UGC-funded BSc (Hons) programme and to offer UGC-funded joint degree programmes with appropriate departments of the University.

(v) To produce preferred graduates with sound mathematical, analytical and communication skills; the ability to work individually and as part of a team; the capability to fill a wide range of employment niches; and the motivation for life-long learning.

(b) Research

We aim to become a centre of excellence in applied mathematics in Hong Kong with leading expertise in optimization, optimal control, applied statistics and actuarial science, and engineering mathematics. Our research emphasis is on developing techniques and their applications to engineering, finance, investment, insurance, marketing and environmental studies. These research activities are relevant to the teaching of our own programmes as well as our service teaching. There are close research collaborations among the staff members from the two Research Groups within the Department. For example, novel optimization techniques are being developed to tackle problems in statistics and scientific computing. While maintaining the strength of the Operations Research and Computational Mathematics Group, our aim in the next 5 to 10 years is to become a leading applied mathematics center in the Southern China region, specializing both in teaching and research in the areas of optimization, optimal control, statistics and actuarial science, and engineering mathematics. New appointments, as budget permits, will be made in the areas of statistics and actuarial science. The Department will maintain and further enhance its research atmosphere and culture, so that its staff can bring forth new research development and, more importantly, research enthusiasm during their teaching for students of our own programmes and service teaching. This will provide students with opportunities to be exposed to and participate in original research, scholarship and creative activities. The Department also aims to serve as a bridge for bringing together overseas researchers in applied mathematics and those from Mainland China.

3          STAFF

3.1       Academic Staff

            Head of Department and Chair Professor of Applied Mathematics

            Professor Teo Kok-lay, BSc, Ngee Ann Technical College / MSc, University of Ottawa / PhD, University of Ottawa

Visiting Chair Professor of Actuarial and Investment Science

            Professor Elias S.W. Shiu, BSc, University of Manitoba / MSc, University of Manitoba / PhD, California Institute of Technology

Professor

Professor Qi Li-qun, BSc, Tsinghua University / MSc, University of Wisconsin / PhD, University of Wisconsin

Adjunct Professor

            Professor Fung Hing Wang, JP, BSoc. Sc, The University of Hong Kong / MSoc. Sc, The University of Hong Kong

Associate Head and Associate Professor

Dr. Hou, Shui-hung, BSc, University of Michigan / MSc, University of Michigan / PhD, University of Michigan

Visiting Professor (Applied Statistics and Operations Research)

            Professor Lam Yeh, BSc, Peking University / MSc, Imperial College of Science & Technology, University of London / PhD, University of Manchester

Associate Professors

Dr. Chan Cheong-ki, BSc, The City University / MSc, University of Salford / PhD, Robert Gordon’s Institute of Technology

Dr. Ip Wai-cheung, BSc, Leeds University / MSc, Manchester University / PhD, Leeds University

Dr. Wong Heung, BSc, Chinese University of Hong Kong / MSc, The University of Newcastle upon Tyre / PhD, University of Hong Kong

Dr. Yang Xiao-qi, BSc, Chongqing Jianzhu University / MSc, Chinese Academy of Science / PhD, University of New South Wales

Dr. Zhou Xian, BSc, Shanghai Jiao Tong University / MSc, University of California of Santa Barbara / PhD, University of California at Santa Barbara

Assistant Professors

Dr. Chan Chi-kin, BSc, University of Kent / MBA, University of Aston / PhD, Lancaster University

Dr. Chan Wai-kit, Dip. of Science, Chinese University of Hong Kong / MSc, State University of New York at Buffalo / PhD, State University of New York at Buffalo

Dr. Choy Yee-hung, BSc, University of Hong Kong / MSc, University of Reading / PhD, University of Technology, Sydney

Mr. Kwan Ying-keung, BSc, University of Hong Kong / MPhil, University of London

Mr. Kwan Ying-kit, Graduate Diploma, The New South Wales Institute of Technology / MSc, University of Technology, Sydney

Dr. Lee Heung-wing Joseph, BSc, University of Western Australia / PhD, University of Western Australia

Mr. Leung Kar-juen, BSc, Chinese University of Hong Kong / MSc, Southampton University and UMIST

Dr. Leung Ping-kei, BSc, University of Manitoba / MSc, University of Manitoba / PhD, University of Manitoba

Dr. Li Leong-kwan, BSc, Chinese University of Hong Kong / MSc, University of Southern California / PhD, University of Southern California

Dr. Pang Wan-kai, BSc, University of London / MSc, University of Aston / MPhil, University of Hong Kong / PhD, University of Southampton

Senior Lecturers

Dr. Chan Chun-wah, BSc, Chinese University of Hong Kong / PhD, New York University

Mr. Huang Wei-kwang, BSc, Chinese University of Hong Kong / MSc, University of Windsor

Dr. Pong Tak-yun, BSc, University of Wisconsin / MSc, University of Missouri / PhD, Loughbourough University

Lecturers

Dr. Chung Kwok-chiu, BSc, University of Hong Kong / MPhil, University of Hong Kong / PhD, Loughborough University

Mrs. Ng Mak Hin-man, BSc, CNAA / MappSc, University of Technology, Sydney

Dr. Hung Kim-fai, BSc, Eastern New Mexico University / MA, Eastern New Mexico University / PhD, University of North Carolina at Chapel Hill

Teaching Assistants

Dr. Chiu Lai-lin, MSc, University of Sheffield / PhD, The Hong Kong Polytechnic University

Mr. Ho Ching-wah, BSc, University of Hong Kong / MPhil, University of Hong Kong

Mr. Kwan Chun-kit, BSc, University of Hong Kong / MPhil, University of Hong Kong

Research Fellow

Dr. Zheng Xi-yin, BSc, Northeast Normal University / MSc, Chinese Academy of Science / PhD, Chinese University of Hong Kong

University Postdoctoral Fellows

Dr. Li Shengjie, BSc, Chongqing Jianzhu University / MSc, Chinese Academy of Science / PhD, The Hong Kong Polytechnic University

Dr. Yang Xinmin, BSc, Chongqing Normal University / MSc, Chongqing University / PhD, The Hong Kong Polytechnic University

Dr. Yang Yufei, BSc, Hunan University / MSc, Hunan University / PhD, Hunan University

3.2       General Staff

            Executive Officer

            Miss Hau Ling-ling, Cynthia, BSoc. Sc, The Chinese University of Hong Kong / MSc, University of Western Australia

            Personal Secretary to Head of Department

            Mrs. Fanny Cheung

            Technicians

Mr. Cheng Tak-shing, Joseph

            Mr. Fu To, Benny

            Clerical Officers II

Mrs. Chiu Au Wah-yin, Jojo

            Miss Law Siu-lin, Margaret

            Mrs. Mak Man Wai-lin, Ida

            Ms. Yiu Yee-wah, Eva

            Office Assistant

            Mr. Choy Chun-wai

3.3       Awards and Honours

Prof. Qi Liqun was named one of the world’s most influential mathematicians during the period of 1981 to 1999, one of the four researchers among the eight UGC-funded institutions being put on this roll of honour, according to the authoritative citation database ISIHighlyCited.com.  A total of 232 researchers are listed in mathematics in the world.

            Prof. Qi Liqun was elected a Foreign Member of the Petrovskaya Academy of Sciences and Arts (RUSSIA) in April, 2003.  He was elected for his extraordinary achievements and contributions to numerical optimization.  The Petrovskaya Academy of Sciences and Arts (PASA) was established by Peter the Great in 1724.

            Dr. Hou Shui-hung received Second Prize of the Shanghai Science and Technology Progress Award in 2003.  This was awarded to the joint research study with Tongji University on the vibration and stability of beam bundles in fluid.

            Prof. Qi Liqun has recently received The President’s Awards for Excellent Performance / Achievement in the category of Research and Scholarly Activities 2003/2004.

4          ACADEMIC PROGRAMMES AND SERVICE TEACHING

4.1 Academic Programmes

The Department offers a broad range of academic programmes, with one MSc/PgD programme, two BSc(Hons) programmes, and two Higher Diploma programmes. The common thread of the five programmes is mathematics and statistics.

            The Master of Science/Postgraduate Diploma in Applied Mathematic for Science and Technology offers two specialisms, (i) Decision Science, and (ii) Actuarial and Investment Science.  The “Decision Science” specialism aims to provide students with up-to-date theoretical and practical knowledge in statistics, operations research and computational mathematics relevant to decision making and practical problem solving in engineering, finance and management.  The “Actuarial and Investment Science” specialism aims to provide students with a solid foundation of actuarial and investment science.  We also teach our students essential mathematical modeling as well as computational techniques, developing generic skills required for solving real-life problems.

For the BSc(Hons) programme in Statistics and Computing and the two Higher Diploma programmes, each consists of a balanced selection of complementary subjects in statistics, computing, finance, and operations research. The common aim is to produce preferred graduates with the capacity to fill a wide range of employment niches, particularly those related to statistics and information technology, and the motivation and ability for life-long learning. For the BSc(Hons) programme in Actuarial Science, it is in response to the increasing importance of financial industries in Hong Kong with China opening up its insurance market after joining WTO.

4.2       Service Teaching

Service teaching in mathematics and statistics is a major component of teaching activities of the Department.  Nearly all academic staff of the Department are involved in service teaching.  A service teaching coordinator and two deputy coordinators are appointed to oversee various aspects of service teaching.  They are responsible for liaison with other departments in the PolyU, design and revision of syllabuses, preparation of teaching materials, collection of feedback from students and staff, as well as preparation and conduct of examination matters.

The Department runs remedial mathematics courses for students from various departments of the University.  It also runs a Mathematics Support Learning Centre. The Centre aims to provide students with additional help in their studies of mathematics and statistics subjects.  An on-line booking system has also been put in place so that bona fide students could reserve a time-slot in advance to reduce possible waiting time.

5.         RESEARCH

5.1 An Overview

The Department continues to work to enhance its research culture and environment. Staff are also encouraged to participate in major international conferences. It will continue to provide a supportive and stimulating environment to enhance performance.

            The Department will continue to maintain its firm commitment to staff development programmes.

In line with its mission the Department has established two research groups, (i) Operations Research and Computational Mathematics; and (ii) Applied Mathematics and Actuarial Science.  The Department has been actively involved in the organization of high-level professional activities such as international conferences and workshops.  The staff has joint research activities with colleagues from other departments of the University and sister institutions in Hong Kong.  We have also established collaborations with higher institutions in Mainland China, some under National Key Research Schemes, and other parts of the world.  Many academic visitors have visited the Department for research collaboration.

5.2       Editorial Positions

IP, W.C.,  Member of Editorial Board.  Advances and Applications in Statistics.

IP, W.C.,  Member of Editorial Board.  International Journal of Statistics & Systems.

QI, L.Q.,  Editor-in-chief.  Pacific Journal of Optimization.

QI, L.Q.,  Member of Editorial Board.  Computational Optimization and Applications.

QI, L.Q.,  Member of Editorial Board.  ESAIM : Control, Optimization and Calculus of Variations.

QI, L.Q.,  Member of Editorial Board.  Journal of Combinatorial Optimization.

QI, L.Q.,  Member of Editorial Board.  Journal of Industrial and Management Optimization.

TEO, K.L.,  Editor-in-Chief.  Journal of Industrial and Management Optimization.

TEO, K.L.,  Member of Editorial Board.  Achieves of Inequalities and Applications.

TEO, K.L.,  Member of Editorial Board.  Journal of Dynamics of Continuous, Discrete and Impulsive System, Series A.

TEO, K.L.,  Member of Editorial Board.  Journal of Dynamics of Continuous, Discrete and Impulsive System, Series B.

TEO, K.L.,  Member of Editorial Board.  Journal of Global Optimization.

TEO, K.L.,  Member of Editorial Board.  Journal of Australian and New Zealand Industrial and Applied Mathematics.

TEO, K.L.,  Member of Editorial Board.  Journal of Optimization and Engineering.

TEO, K.L.,  Member of Editorial Board.  Nonlinear Dynamics and Systems Theory.

TEO, K.L.,  Member of Editorial Board.  Journal of Discrete and Continuous Dynamical Systems, Series A.

TEO, K.L.,  Member of Editorial Board.  Journal of Discrete and Continuous Dynamical Systems, Series B.

TEO, K.L.,  Member of Editorial Board.  Automatica.

TEO, K.L.,  Member of Editorial Board.  Pacific Journal of Optimization.

YANG, X.Q.,  Member of Editorial Board.  Journal of Optimization Theory and Applications.

YANG, X.Q.,  Member of Editorial Board.  Journal of Systems Engineering - Theory and Practice.

            YANG, X.Q.,  Member of Editorial Board.  Journal of Industrial and Management of Optimization.

5.3       Research Grants

The Department has secured a number of research grants from UGC Research Grants Council, PolyU Research Committee and a number of external research funding institutions.

            (a)        Competitive Earmarked Research Grants (CERG)

            Competitive earmarked research grants (CERG) won by the Department since 2000 are summarized in the following table:

Principal Investigator	Project Title	Year	Amount in HK$’000
Prof. Teo, Kok Lay	A semi-infinite optimization approach to telecommunication applications	2001	762.762
Prof. Qi, Liqun	Robust algorithms for constrained nonlinear programs	2001	491.101
Dr. Yang, Xiaoqi	Nonlinear penalty method for constrained global optimization	2001	580.873
Dr. Zhou, Xian	Stochastic scheduling with preemptive-repeat machine breakdowns	2001	580.873
Prof. Teo, Kok Lay	Optimization of Frequency-Response Masking Digital Filters	2002	890.404
Prof. Qi, Liqun	Semismooth Newton Methods for Constrained Approximation Problems	2002	580
Dr. Yang, Xiaoqi	Estimating of Parameters in Penalty Type Methods	2002	413.404
Dr. Zhou, Xian	Optimal Scheduling Under Stochastic Order	2002	413.404
Prof. Teo, Kok Lay	Stability Theory & Optimal Control of Impulsive Systems	2003	565.723
Prof. Qi, Liqun	Aggregate Reformulation Methods with Applications	2003	486
Dr. Chan, Cheong Ki	Numerical Study of Burning Rate of Premixed Turbulent Combustion	2003	435.351
Dr. Yang, Xiaoqi	Optimization Methods with Lower Order Merit Functions	2003	377.149
Dr. Zhou, Xian	Optimal Decisions in Processing Discountable Products to be Delivered by Multiple Transporters	2003	324
Prof. Qi, Liqun	Multivariate Polynomial Optimization and Systems	2004	392
Prof. Teo, Kok Lay	Design of Filter Banks for VLSI Implementations	2004	337.631
Dr. Yang, Xiaoqi	Infinite Dimensional Optimization with Applications	2004	600.080
Dr. Zhou, Xian	Stochastic Scheduling Subject to Machine Breakdowns with Partial Loss of Work and Information	2004	506.447

            (b)        PolyU Internal Research Grants

                        The PolyU Internal Research Grants won by the staff members of the Department since 2000 are listed as follows:

Principal Investigator(s)	Project Title	Year	Amount in HK$
Dr. Hou, Shui-hung	Control and Stabilization of Certain Flexible Structure Systems	2001	80,000
Dr. Ip, Wai-cheung and Dr. Wong, Heung	Characterization and Identification of Surface Texture Based on Wavelets	2001	107,688
Dr. Yang, Xiao-qi	Semi-infinite and Semi-definite Programming: Optimality, Duality and Discretization	2001	80,031
Dr. Zhou, Xian	Analysis of Additive and Additive-Multiplicative Hazards Models	2001	80,031
Dr. Chan, Chi-kin, Dr. Hou, Shui-hung and Dr. Lee, Heung-wing	Dynamic Programming Approach with Genetic Algorithm Approach to the Manpower Planning Problem	2002	96,000
Dr. Ip, Wai-cheung and Dr. Wong, Heung	Local Polynomial Regression Estimation of State-price Density for Risk Management	2002	94,000
Dr. Lee, Heung-wing, Dr. Chan, Chun-wah, Dr. Chan, wai-kit and Dr. Chan, Chi-kin	Optimal Feedback Control for the Token Bucket Algorithm in Internet Traffic Management	2002	98,000
Dr. Pang, Wan-kai, Dr. Leung, Ping-kei and Dr. Hou, Shui-hung	Random Number Generation Using Vertical Density Representation (VDR) Method	2002	91,360
Dr. Wong, Heung and Dr. Ip, Wai-cheung	Statistical Modelling of Flooding Level and Space-Time Variation of Water Cycle with Application to China	2002	100,000
Dr. Chan, Cheong-ki	Effect of Isotropic Turbulence on Premixed Combustion	2003	100,000
Dr. Chan, Chi-kin	An Optimal Control Approach to the Stability of Supply Chain Management	2003	80,000
Dr. Ip, Wai-cheung	Testing Normality in Linear AR(p) Models	2003	80,000
Dr. Lee, Heung-wing	A Novel Filled Function Method for Global Optimization	2003	100,000
Dr. Leung, Ping-kei	Automatic Control in Spectrum Processing Printing	2003	80,000
Dr. Pong, Tak-yun	Performance Evaluation of Computing Geodesics Using Meshless Method under Distributed Computing Environment	2003	60,000
Dr. Wong, Heung	Testing Heteroscedasticity in a Nonparametric Regression Model with Random Design	2003	100,000
Dr. S.H. Hou	On Systems of Vector Equilibrium Problems	2004	85,000
Mr. Y.K. Kwan and Dr. W.C. Ip	Modification and Simplification of Thurstone Method in Social Scaling	2004	95,000
Dr. Joseph H.W. Lee and Dr. C.K. Chan	Nonlinear Model of Vehicle Suspension Concerning ODE Class with State Dependent Switch	2004	116,000
Dr. H. Wong	Partially Nonstationary GARCH Models with Applications	2004	105,687

            (c)        Postdoctoral Fellows

                        The Department secured the following University Postdoctoral Fellowships during the past few years:

Year	Postdoctoral Fellow	Project Leader	Project Title
1999/2000	Qi Houdou	Qi Liqun	Robust Quadratic Programming Based Methods for Variational Inequality Problems
2000/2001	Li Donghui	Qi Liqun	Newton-like Methods and Trust Region Methods
2001/2002	Huang Xue-xiang	Teo Kok-lay	Nonlinear Semi-definite Programming with Applications in Control
2002/2003	Yang Ximin	Teo Kok Lay	Fractional Programming Problems with Generalized Convexity
2002/2003	Yang Yufei	Qi Liqun	Nonlinear Optimization: Theory, Algorithms and Applications
2003/2004	Li Shengjie	Yang Xiaoqi	Semi-Infinite Programming and Semi-Definite Optimization Problems

            (d)        From Centres for Areas of Strategic Development

Principal Investigator	Project Title	Year	Amount in HK$
Prof. Teo, Kok Lay	Optimum Filter Design (within the Centre for Multimedia Signal Processing of the Department of Electronics and Information Engineering)	2001 - 2003	1,200,000
Prof. Teo, Kok Lay	Hands-free Mobile Phone Design via Optimization Techniques (within the Centre for Multimedia Signal Processing of the Department of Electronics and Information Engineering)	2003 - 2004	600,000

            (e)        Germany/Hong Kong Joint Research Scheme

Principal Investigator	Project Title	Year	Amount in HK$
Prof. Teo, Kok Lay	Optimization and Control of NMR Spin Systems	2001 - 2003	59,800

5.4       Research Students

            The Department monitors the progress of the research students via annual seminars and progress reports.  A clear policy has been laid down which requires these seminars to be presented before the Departmental Research Committee members and progress reports to be submitted to the Departmental Research Committee for comments.

            Current PhD students :

Name	Project Title	Supervisor(s)
Fung Hon Kwok, Hankel	Pricing and Hedging of Financial Derivatives and Investment Guarantees	Li Leong-kwan / Shiu S.W., Elias
Lee Yu Chung, Eugene	Stability in Supply Chain Management	Lee Heung Wing / Chan Chi-kin and Leung Ping-kei
Ling Chen	Generalized Newton Methods and Their Applications	Qi Liqun / Yang Xiao-qi
Tang Hiu Yeuk, Blossom	Computational Fluid Dynamics	Chan Cheong-ki
Wang Fei	Numerical Methods for Optimization and Nonlinear Equations	Qi Liqun / Hou Shui-hung
Yu Kwok-wai, Carisa	The Study of Augmented Lagrangian Methods with Applications in Option Pricing	Yang Xiao-qi / Wong Heung
Zhang Kai	The Study of Augmented Lagrangian Methods with Applications in Option Pricing	Teo Kok Lay / Yang Xiao-qi
Zhao Xiao-bing	Bayesian Estimation for Censored Survival Data	Zhou Xian
Zhou Yu-ying	The Study of Generalized Semi-infinite Programming and Applications	Yang Xiao-qi / Teo Kok Lay

            Recent Graduates :

Name	Thesis Title	Degree	Year	Supervisor(s)
Yang Xinmin	Generalized Convexity in Optimization	PhD	2001	Teo Kok Lay Yang Xiaoqi
Choi Kai Chow	On the Mixture Models in Survival Analysis with Competing Risks and Covariates	PhD	2002	Zhou Xian
Yu Kin-fung	Large Eddy Simulation of Particle-Laden of Turbulent Flow over a Back-ward-facing Step	MPhil	2002	Chan Cheong-ki
Zhao Qi Wei	Numerical Studies of Open Swirl-Stabilized Turbulent Premixed Flames	MPhil	2002	Chan Cheong-ki
Leung Suk Kuen	Index of Fit for Identifying Statistical Distributions	MPhil	2003	Leung Ping Kei
Li Shengjie	Semi-infinite Programming and Semi-definite Optimization	PhD	2003	Teo Kok Lay Yang Xiaoqi
Yu Kwok-wai	Pricing Americian Options without Expiry Date	MPhil	2004	Wong Heung

5.5       Conferences

            International workshops and conferences jointly organized by the Department include:

· International Workshop on Optimization with High Technology Applications (OHTA), Hong Kong, 2000 (with The Chinese University of Hong Kong)

· International Symposium on Teaching and Applications of Engineering Mathematics (ISTAEM), Hong Kong, 2001 (with South China University of Technology, Tsinghua University and Xian Jiaotong University)

· International Workshop on Control, Optimization, Signal Processing and Computer Communications, Hong Kong, 2001 (with City University of Hong Kong and University of Melbourne)

· International Workshop on Optimization and Control with Applications (OCA), Erice, Italy, 2001 (with International School of Mathematics <<G. Stampacchia>>)

· The Fifth International Conference on Optimization: Techniques and Applications (ICOTA), Hong Kong, 2001 (with The Chinese University of Hong Kong and City University of Hong Kong)

· The Second International Workshop on Optimization and Control with Applications (OCA 2002), 18-22 August 2002, Tunxi, China (with The Chinese Academy of Science, Nanjing Normal University and Huainan Institute of Technology)

· International Symposium on Computational Mathematics and Applications (ISCMA 2002), 30 August -3 September 2002, Dalian, China (with Dalian University of Technology)

· The International Conference on Applied Statistics, Actuarial Science and Financial Mathematics (ICAAF 2002), 17-19 December, Hong Kong (with The University of Hong Kong, Peking University, The Chinese Academy of Sciences, Commonwealth Scientific and Industrial Research Organization CSIRO)

· The Third International DCDIS Conference on Engineering Applications and Computional Algorithms, 15-18 May 2003, Guelph, Ontario, Canada.

· The Third International Workshop on Optimization and Control with Applications (OCA2004), 25-31 July 2004, Chongqing-Chengdu-Jiuzhaigou, China (with the Institute of System Science CAS, Chongqing University, Chongqing Normal University and Sichuan University).

· International Workshop in Financial Mathematics and Statistics, 16 December 2004, Hong Kong.

The Department initiated the establishment of the Pacific Optimization Research Activity Group (POP), and has maintained its operation, including membership endorsement, conference endorsement and newsletters.  POP now has over 450 members from over 30 countries and regions.

5.6       Research Collaborations

The Department has strong links with a number of higher institutions in Hong Kong, Mainland China, overseas countries and regions, including Ballarat University (Australia), Curtin University of Technology (Australia), CSIRO (Australia), Monash University (Australia), University of New South Wales (Australia), University of Western Australia (Australia), University of Wollongong (Australia), University of Waterloo (Canada), Beijing Polytechnic University (China), Fudan University (China), Guangzhou University (China), Hunan University (China), Peking University (China), Qufu Normal University (China), Zhongshan University (China), Hong Kong Baptist University (Hong Kong),  The Chinese University of Hong Kong (Hong Kong), The Hong Kong University of Science and Technology (Hong Kong), The University of Hong Kong (Hong Kong), Institute of Statistical Mathematics (Japan), Kyoto University (Japan), Kyoto University of Education (Japan), Shimane University (Japan), National University of Singapore (Singapore), University of Witwatersand (South Africa), National Cheng Kung University (Taiwan), National Sun Yat Sen University (Taiwan), Cambridge University (UK), University of California at Berkerly (USA), University of Iowa (USA), Lawrence Berkerly National Laboratory (USA), University of Manitoba (Canada), University of Connecticut (USA), etc.

Colleagues from these institutions are frequent visitors to our Department and vice versa for research collaborations.  In particular, we have established a long-term collaboration to conduct joint research on a 973 National Key Research Project entitled “Large Scale Power System Collapse Prevention and Efficient Operation in China” led by Professor Lu Qian, and a National Key Research Project, entitled “Water Cycle and Water Safety in Northern China” led by Professor Xia Jun.  The Division of Mathematical and Information Sciences of Commonwealth Scientific and Industrial Research Organization (CSIRO) in Australia and the Department of Geography of The Chinese University of Hong Kong are also participating in the second joint research project

6.         RESEARCH OUTPUTS

6.1       Monographs, Edited Books and Special Journal Issues

Monographs:

2002

Goh, C.J.  and  Yang, X.Q.,  Duality in Optimization and Variational Inequality,  Taylor and Francis 2002 (330 pages).

2003

Rubinov, A.  and  Yang, X.Q.,  Lagrange-type Functions in Constrained Non-Convex Optimization,  Kluwer Academic Publishers 2003.

2004

Troutt, M.D.,  Pang, W.K.  and  Hou, S.H.,  Vertical Density Representation and Its Applications, 1^st Ed.  World Scientific, Singapore (245 pages).

Edited Books:

2002

Yang, X.Q.,  Teo, K.L.  and  Caccetta, L.,  Optimization Methods and Applications.  Dedicated to Professor Nasir U. Ahmed. Applied Optimization, 52. Kluwer Academic Publishers, Dordrecht, 2001, 412 pp.

Journal Special Issues:

2001

Qi, L.Q.,  Sun, W.Y.  and  Zhang, J.Z.,  Optimization and Numerical Algebra.  Ann. Oper. Res. Vol. 103 (2001).

Qi, L.Q.  and  Zhang, J.Z.,  Nonlinear Programming and Variational Inequalities.  Comput. Appl. Math. Vol. 129 (2001), no. 1-2.

2002

            Li, D.  and  Yang, X.Q.,  Special Issue on Optimization with High Technology Applications.  Optim. Eng. Vol. 3 (2002), no. 2.

Qi, L.Q.,  Yang, X.Q.  and  Zhang, J.Z.,  Sino-Japan Optimization Meeting.  Comput. Appl. Math. Vol. 146 (2002), no. 1.

Tam, P.,  and  TEO, K.L.,  Special Issue Dedicated to the 60^th Birthday of John B. Moore,  Communications in Information and Systems, 2002.

Teo, K.L.,  Li, D.  and  Yan, W.Y.,  Nonconvex Optimization in Control.  Journal of Global Optim. Vol. 23 (2002),  no. 3-4.

Teo, K. L.,  Wang, P. K. C.  and  Cai, X. Q.,  Control and Optimization. Dyn. Contin. Discrete Impuls.  Syst. Ser. B Appl. Algorithms Vol. 9 (2002), no. 3.

2003

Qi, L.Q.,  A tribute to Elijah (Lucien) Polak.  Comput. Optim. Appl. 25 (2003), no. 1-3.

2004

Qi, L.Q.,  Teo, K.L.  and  Yang, X.Q.,  Optimization and Control with Applications,  Journal of Global Optimization, Vol. 28, no. 2, (2004).

Teo, K.L.,  Cheng, E., Cai, X.Q.  and  Yang, X.Q.,  Optimization Theory and Applications, Part II, Annals of Operations Research.

Yang, X.Q.  and  Yao, J.C.,  Vector Variational Inequalities, Journal of Global Optimization.

6.2       Journal Articles

2001

1. ANSARI, Q.H.,  YANG, X.Q.  and  YAO, C.J.,  Existence and Duality of Implicit Vector Variational Problems,  Numerical Functional Analysis and Optimization, Vol. 22, pp.815-829, 2001.

2. CANTONI, A.,  VO, B.N.  and  TEO, K.L.,  An introduction to envelope constrained filter design,  Journal of Telecommunications and Information Technology, Vol. 3, pp.3-14, 2001.

3. CHAN, C.K.,  ZHANG, H.Q.  and  LAU, K.S.,  Numerical Simulation of Gas-particle Flows behind a Backward-facing Step Using An Improved Stochastic Separated Flow Model,  Computational Mechanics, Vol. 27, No. 5, pp.412-417, 2001.

4. CHAN, CHI KIN,  LEUNG, T.W.,  LEUNG, P.K.  and  NG, L.H.M.,  A path towards the adaptation of auality function deployment in SMEs,  International Journal of Manufacturing Technology and Management, Vol. 3, No. 4/5, pp.407-415, 2001.

5. CHAN, CHI KIN,  TROUTT, M.D.  and  AMBROSE, P.J.,  Optimal Throughput for Multi-stage Input-Output Process,  International Journal of Operations and Production Management, Vol. 21, pp.148-158, 2001.

6. CHEN, G.Y.,  GOH, C.J.  and  YANG, X.Q.,  Existence of a Solution for Generalized Vector Variational Inequalities,  Optimization, Vol. 50, pp.1-15, 2001.

7. CHEUNG, L.F.  and  LEUNG, P.F.,  Eigenvalue Estimates for Submanifolds with Bounded Mean Curvature in the Hyperbolic Space,  Mathematische Zeitschrift, Vol. 236, pp.525-530, 2001.

8. CHUNG, K.C.,  Generating Differential Equations Satisfied by Products of Functions,  Applied Mathematics Letters, Vol. 14, pp.885-889, 2001.

9. DONTCHEV, A.L.,  QI, H.  and  QI, L.Q.,  Convergence of Newton's Method for Convex Best Interpolation,  Numerische Mathematik, Vol. 87, pp.435-456, 2001.

10. FAN, Q.L.,  WANG, X.L.,  ZHANG, H.Q.  and  CHAN, C.K.,  Large Eddy Simulation of a Horizontal Particle-laden Turbulent Planar Jet,  Computational Mechanics, Vol. 27, No. 2, pp.128-137, 2001.

11. GAO, F.,  LIU, W.Q.,  SREERAM, V.  and  TEO, K.L.,  Feedback Control for Lorenz System,  Dynamics and Control, Vol. 11, pp.57-69, 2001.

12. GOH, C.J.  and  YANG, X.Q.,  A Nonlinear Lagrangian Theory for Non-convex Optimization,  Journal of Optimization Theory and Applications, Vol. 109, No. 1, pp.99-121, 2001.

13. HAN, Q.,  LIAO, L.Z.,  QI, H.  and  QI, L.Q.,  Stability Analysis of Gradient-based Neural Networks for Optimization Problems,  Journal of Global Optimziation, Vol. 19, pp.363-381, 2001.

14. HOU, S.H.  and  YANG, X.M.,  On Second-Order Symmetric Duality in Nondifferentiable Programming,  Journal of Mathematical Analysis and Applications, No. 255, pp.491-498, 2001.

15. HOU, S.H.  and  YANG, X.M.,  Second-Order Symmetric Duality in Multiobjective Programming,  Applied Mathematics Letters, Vol. 14, pp.587-592, 2001.

16. HUANG, X.X.  and  YANG, X.M.,  Some Results of the Existence of Efficiency in Vector Optimization,  Mathematical Methods of Operations Research, Vol. 53, No. 3, pp.391-401, 2001.

17. HUANG, X.X.  and  YANG, X.Q.,  Approximate Optimal Solutions and Nonlinear Lagrangian functions,  Journal of Global Optimization, Vol. 21, pp.51-65, 2001.

18. HUANG, X.X.  and  YANG, X.Q.,  Duality and Exact Penalization for Vector Optimization via Augmented Lagrangian,  Journal of Optimization Theory and Applications, Vol. 111, pp.615-640, 2001.

19. HUANG, X.X.  and  YANG, X.Q.,  Efficiency and Approachability of Nonconvex Bicriteria Programs,  Journal of Mathematical Analysis and Applications, Vol. 261, pp.134-150, 2001.

20. HUANG, X.X.  and  YANG, X.Q.,  Characterizations of nonemptiness and compactness of the set of weakly efficient solutions for convex vector optimization and applications,  Journal of Mathematical analysis and applications, Vol. 264, pp.270-287, 2001.

21. LEE, H.W.J.,  CAI, X.Q.  and  TEO, K.L.,  An Optimal Control Approach to Manpower Planning Problem,  Mathematical Problems in Engineering, Vol. 7, pp.155-175, 2001.

22. LEE, H.W.J.,  LEE, W.R.,  WANG, S.  and  TEO, K.L.,  Construction of Sub-optimal Feedback Control for Chaotic Systems Using B-spline with Optimally Chosen Knot points,  International Journal of Bifurcation and Chaos in Applied Science and Engineering, Vol. 11, No. 9, pp.2375-2387, 2001.

23. LEE, H.W.J.,  TEO, K.L.  and  LIM, A.E.B.,  Sensor Scheduling in Continuous Time,  Automatica, Vol. 37, pp.2017-2023, 2001.

24. LEUNG, P.K.,  PANG, W.K.,  PU, X.L.  and  MAO, S.S.,  Parameter Estimate with Only One Complete Failure Observation Using Monte Carlo Em Algorithm,  International Journal of Reliability, Quality and Safety Engineering, Vol. 8, No. 2 pp.109-122, 2001.

25. LEUNG, P.K.,  YUNG, Paul M.B.  and  FRENCH, Peter,  Relaxation Training as Complementary Therapy for Mild Hypertension in an Evidence Based Medical Environment,  Journal of Complementary Therapies in Nursing & Midwifery, Vol. 7, Issue 2, pp.59-65, 2001.

26. LI, D.H.  and  FUKUSHIMA, M.,  Globally Convergent Broyden-like Methods for Semismooth Equations and Applications to VIP, NCP and MCP,  Annals of Operations Research, Vol. 103, pp.71 – 79, 2001.

27. LI, D.H.  and  FUKUSHIMA, M.,  On the Global Convergence of BFGS Method for Nonconvex Unconstrained Optimization Problems,  SIAM Journal on Optimization, Vol. 11, pp.1054 - 1064, 2001.

28. LI, D.H.,  YAMASHITA, N.  and  FUKUSHIMA, M.,  A Nonsmooth Equation Based BFGS Method for Solving KKT Systems in Mathematical Programming,  Journal of Optimization Theory and Applications, Vol. 109, pp.123 – 167, 2001.

29. LI, K.H.,  WONG, H.  and  TROUTT, M.D.,  A Bayesian algorithm for combining forecasts,  Decision Sciences, 32(3), Summer, pp.453-471, 2001.

30. LI, L.K.  and  FUNG, H.K.,  Minimal Feedforward Parity Networks Using Threshold Gates,  Neural Computation, Vol. 13, No. 2, pp.319-326, 2001.

31. LI, S.J.,  YANG, X.Q.  and  TEO, K.L.,  On the Conversion of Optimization Problems with Maxmin Constraints to Standard Optimization Problems,  Journal of Optimization Theory and Applications, Vol. 109, pp.691-698, 2001.

32. LI, W.K.,  LING, S.  and  WONG, H.,  Estimation for Partially Nonstationary Multivariate Autoregressive Models with Conditional Heteroscedasticity,  Biometrika, Vol. 88, No. 4, pp.1135-1152, 2001.

33. LIAO, L.Z.,  QI, H.  and  QI, L.Q.,  Solving Nonlinear Complementarity Problems with Neural Networks : A Reformulation Method Approach,  Journal of Computational and Applied Mathematics, Vol. 131, pp.343-359, 2001.

34. LIU, W.,  YAN, W.Y.  and  TEO, K.L.,  Global convergence analysis for the NIC flow,  IEEE Transactions on Signal Processing, Vol. 49, No. 10, pp.2422-2430, 2001.

35. LIU, Y.,  ITO, S.,  LEE, H.W.J.  and  TEO, K.L.,  Semi-Infinite Programming Approach to Continuously Constrained LQ Optimal Control Problems,  Journal of Optimization Theory and Applications, Vol. 108, No. 3, pp.617-632, 2001.

36. LIU, Y.,  TEO, K.L.  and  ITO, S.,  Global Optimization in Linear Quadratic Semi-infinite Programming,  Computing [Suppl], Vol. 15, pp.199-132, 2001.

37. PANG, W.K.,  FORSTER, J.J.  and  TROUTT, M.D.,  Estimation of Wind Speed Distribution Using Markov Chain Monte Carlo Techniques,  Journal of Applied Meteorology, Vol. 40, No. 8, pp.1476-1284, 2001.

38. PANG, W.K.,  YANG, Z.H.,  HOU, S.H.  and  TROUTT, M.D.,  Further results on multivariate vertical density representation and an application to random vector generation,  Statistics, Vol. 35, pp.463-477, 2001.

39. POLAK, E.,  QI, L.Q.  and  SUN, D.,  Second-order Algorithms for Generalized Finite and Semi-Infinite Min-max Problems,  SIAM Journal on Optimization, Vol. 11, pp.937-961, 2001.

40. QI, L.Q.  and  WEI, Z.,  Corrigendum : On the Constant Positive Linear Independence Condition and Its Application to SQP Methods,  SIAM Journal on Optimization, Vol. 11, pp.1145-1146, 2001.

41. QI, L.Q.  and  YANG, Y.,  A Globally and Superlinearly Convergent SQP Algorithm for Nonlinear Constrained Optimization,  Journal of Global Optimization, Vol. 21, pp.157-184, 2001.

42. QI, L.Q.  and  ZHOU, G.,  A Smoothing Newton Method for Ball Constrained Variational Inequalities with Applications,  Computing [Suppl], Vol. 15, pp.211-225, 2001.

43. QI, L.Q.,  On an Extended Lagrange Claim,  Journal of Optimization Theory and Applications, Vol. 108, pp.687-690, 2001.

44. RUBINOV, A.M.,  YANG, X.Q.  and  GLOVER, B.M.,  Extended Lagrange and Penalty Functions in Optimization,  Journal of Optimization Theory and Applications, Vol. 111, pp.381-405, 2001.

45. SUN, D.  and  QI, L.Q.,  Solving Variational Inequality Problems via Smoothing-Nonsmooth Reformulations,  Journal of Computational and Applied Mathematics, Vol. 129, pp.37-62, 2001.

46. TEO, K.L.  and  YANG, X.Q.,  Portfolio Selection Problem with Minimax Type Risk Function,  Annals of Operations Research, Vol. 101, pp.333-349, 2001.

47. 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, pp.383-393, 2001.

48. WANG, X.L.,  CHAN, C.K.,  WANG, H.Y.  and  ZHANG, H.Q.,  Quantitative Simulation of Gas-particle Two Phase Plane Mixing Layer Using Discrete Vortex Method,  Computational Mechanics, Vol. 27, No. 5, pp.418-425, 2001.

49. WONG, H.,  IP, W.C.  and  LI, Y,  Detection of Jumps by Wavelets in a Heteroscedastic Autoregressive Model,  Statistics & Probability Letters, Vol. 52, pp.365-372, 2001.

50. WU, S.Y.,  YANG, X.Q.  and  YAO, J.C.,  Relaxed Inexact Algorithm for Continuous Complementarity Problems on Measure Spaces,  Journal of Optimization Theory and Applications, Vol. 111, No. 3, pp.659-668, 2001.

51. XIE, Z.J.,  WONG, H.,  IP, W.C.  and  LIU, Y.,  Artificial Neural Network and Its Application to Financial Forecasting,  Acta Scientiarum Naturalium, Univeritatis Pekinensais, Vol. 37, No. 3, pp.421-425, 2001.

52. YANG, X.M.  and  LI, D.,  On Properties for Preinvex Functions,  Journal of Mathematical Analysis and Applications, Vol. 256, No. 1, pp.229-241, 2001.

53. YANG, X.M.  and  LI, D.,  Semistrict Preinvex Functions,  Journal of Mathematical Analysis and Applications, Vol. 258, No. 1, pp.287-308, 2001.

54. YANG, X.M.,  A Note On Criteria of Quasiconvex Functions, OR  Transactions of China, Vol. 5, No. 2, pp.125-127, 2001.

55. YANG, X.M.,  LI, D.  and  WANG, S.Y.,  Near-subconvexlikeness in vector optimization with set-valued functions,  Journal of Optimization Theory and Applications, Vol. 110, No. 2, pp.413-427, 2001.

56. YANG, X.M.,  On E-convex sets, E-convex functions, and E-convex programming,  Journal of Optimization Theory and Applications, Vol. 109, No. 3, pp.669-704,  2001.

57. YANG, X.M.,  YANG, X.Q.  and  TEO, K.L.,  A Matrix Trace Inequality,  Journal of Mathematical Analysis and Applications, Vol. 263, pp.327-331, 2001.

58. YANG, X.M.,  YANG, X.Q.  and  TEO, K.L.,  On Characterizations and Applications of Prequasiinvex Functions,  Journal of Optimization Theory and Applications, Vol. 110, pp.645-668, 2001.

59. YANG, X.Q.  and  HUANG, X.X.,  A Nonlinear Lagrangian Approach to Constrained Optimization Problems,  SIAM Journal of Optimization, Vol. 11, pp.1119-1144, 2001.

60. YANG, X.Q.  and  TEO, K.L.,  Nonlinear Lagrangian Functions and Applications to Semi-Infinite Programs, Optimization and Numerical Algebra, a  Special Issue in Annals of Operations Research, edited by QI, L.Q. et al., Vol. 103, pp.235-250, 2001.

61. YANG, Y.F.  and  LI, D.H.,  A Trust Region Algorithm for Constrained Nonsmooth Optimization Problems,  Journal of Computational Mathematics, Vol. 19, No.4, pp.357-364, 2001.

62. YIU, K.F.C.,  WANG, S.,  TEO, K.L.  and  TSOI, A.C.,  Nonlinear System Modelling via Knot-optimization B-spline Networks,  IEEE Trans. Neural Networks, Vol. 12, No. 5, pp.1013-1022, 2001.

63. ZHANG, G.Q.,  KERRE, E.E.,  WU, Y.H.  and  TEO, K.L.,  Necessity Measures and Necessity Integrals Defined on a Complete Lattice,  International Journal of General Systems, Vol. 30, pp.241-260, 2001.

64. ZHANG, H.Q.,  CHAN, C.K.  and  LAU, K.S.,  Numerical Simulation of Sudden-Expansion Particle-Laden Flows Using An Improved Stochastic Separated Flow Model,  Numerical Heat Transfer Part A: Applications, Vol. 40, No. 1, pp.89-102, 2001.

65. ZHANG, R.J.,  HOU, S.H.,  CHAN, C.K.  and  WANG, W.Q.,  Interaction Between Periodically Arranged Beams and Fluid,  Nuclear Engineering and Design, Vol. 205, pp.117-123, 2001.

66. ZHANG, R.J.,  WANG, W.Q.,  HOU, S.H.  and  CHAN, C.K.,  Seismic Analysis of Nuclear Reactor Core,  International Journal of Computers and Structures, Vol. 79, No. 15, pp.1395-1404, 2001.

2002

1. AHMED, N.U.  and  TEO, K.L., Dynamic Models for Computer Communication Networks and their Mathematical Analysis.  Dynamics of Continuous, Discrete and Impulsive Systems, Series B, No. 9, pp.507-524, 2002.

2. CHEN, C.N.,  CHEUNG, L.F.,  CHOI, Y.S.  and  LAW, C.K.,  On the Blow-up of Heat Flow for Conformal 3-Harmonic Maps.  Transactions of the American Mathematical Society, No. 354, pp.5087-5110, 2002.

3. CHEN, C.N.,  CHEUNG, L.F.,  CHOI, Y.S.  and  LAW, C.K.,  On the blowup of heat flow for conformal 3-harmonic maps,  Transactions of the American Mathematical Society, Vol. 354, pp. 5087-5110, 2002.

4. CHEN, G.Y.  and  YANG, X.Q.,  Characterizations of Variable Domination Structrues via a Nonlinear Scalarization,  Journal of Optimization Theory and Applications, Vol.112, pp.97-110, 2002.

5. CHEN, S.,  CHEUNG, C.S.,  CHAN, C.K.  and  ZHU, C.,  Numerical simulation of aerosol collection in filters with staggered parallel rectangular fibres,  Computational Mechanics, Vol. 28, pp.152-161, 2002.

6. CHEN, X.,  QI, L.Q.  and  YANG, Y.,  Lagrangian Globalization Methods for Nonlinear Complementarity Problems,  Journal of Optimization Theory and Applications, Vol. 112, pp.77-95, 2002.

7. CHOI, K.C.  and  ZHOU, X.,  Large-sample properties of mixture models with covariates for competing risks,  Journal of Multivariate Analysis, Vol. 82, pp.331-366, 2002.

8. CHOY, Y.H.  and  SHANNON, A.G.,  Qualitative and Quantitative Research in Meta-analysis.  Monograph, No. 5, pp.1-77, 2002.

9. CHUNG, K.C.  and  WANG, C.M.,  Optimal design of stepped circular plates with allowance for the effect of transverse shear deformation,  International Journal of Mechanical Sciences, Vol. 44, pp.1163-1177, 2002.

10. GUO, Y.C.,  CHAN, C.K.  and  LAU, K.S.,  A pure Eulerian model for simulating dilute spray combustion,  FUEL, Vol. 81, No. 16, pp.2131-2144, 2002.

11. HOU, S.H.  and  PANG, W.K.,  Inversion of Confluent Vandermonde Matrices,  Journal of Computer and Mathematics with Applications, Vol. 43, pp.1539-1547, 2002.

12. HUANG, W.K.  and  PANG, W.K.,  An Alternative Derivation of the Non-central Chi-square Distribution,  Student, Vol. 4, No. 2, pp.105-108, 2002.

13. HUANG, X.X.  and  YANG, X.Q., Nonlinear Lagrangian for Multiobjective Optimization and Applications to Duality and Exact Penalization.  SIAM Journal of Optimization, Vol. 13, No. 3, pp.675-692, 2002.

14. HUANG, X.X.  and  YANG, X.Q.,  On Characterizations of Proper Efficiency for Nonconvex Multiobject Optimization,  Journal of Global Optimization, Vol. 23, pp.213-231, 2002.

15. IP, W.C.,  WONG, H.  and  XIE, Z.J.,  Wavelet in probability and statistics – A review in recent advances,  Chinese Science Bulletin, Vol. 47, No. 9, pp.705-716, 2002.

16. KWAN, Y.K.,  CHIU, L.L.,  IP, W.C.  and  KWAN, P.Y.K., Perceived crime seriousness consensus and disparity.  Journal of Criminal Justice, Vol. 30, pp.623-632, 2002.

17. LAU, H.C.W.,  PANG, W.K.  and  WONG, W.Y.,  Methodology for monitoring supply chain performance: a fuzzy logic approach.  Logistics Information Management, Vol. 15, No. 4, pp.271-280, 2002.

18. LEE, W.R.,  REHBOCK, V.,  CACCETTA, L.  and  TEO, K.L., Numerical Solution of Optimal Control Problems with Discrete-Valued System Parameters.  Journal of Global Optimization, Vol. 23, pp.233-244, 2002.

19. LEUNG, P.K.  and  SPIRING, F.A.,  The inverted beta loss function: properties and applications.  IIE Transactions, Vol. 34, pp.1101-1109, 2002.

20. LEUNG, P.K.,  SPIRING, Fred A.,  CHENG, Smiley  and  YEUNG, Anthony,  Process Capability Indices – A Review, 1992-2000, An Alternative View of Process Capability Development,  Journal of Quality Technology in 2001, Vol. 34, issue 1, pp.23-27, 2002.

21. LI, S.J.,  GHEN, G.Y.  and  TEO, K.L.,  On the Stability of generalized Vector Quasi-variational Inequality Problems,  Journal of Optimization Theory and Applications, Vol. 113, No. 2, 2002.

22. LIU, X.Z.  and  TEO, K.L.,  Impulsive Control of Chaotic System.  International Journal of Bifurcation and Chaos, Vol. 12, No. 5, pp.1181-1190, 2002.

23. LIU, Y.  and  TEO, K.L.,  An Adaptive Dual Parametrization Algorithm for Quadratic Semi-infinite Programming Problems.  Journal of Global Optimization, Vol. 24, No. 2, pp.205-217, 2002.

24. LIU, Y.,  TSENG, C.H.  and  TEO, K.L., A Unified Quadratic Semi-infinite Programming Approach to Time and Frequency Domain Constrained Digital Filter Design.  Communications in Information and Systems, Vol. 2, No. 4, pp.399-410, 2002.

25. MALLER, R.A.  and  ZHOU, X.,  Analysis of parametric models for competing risks data,  Statistica Sinica, Vol. 3, pp.725-750, 2002.

26. MALLER, R.A.,  SUN, L.Q.  and  ZHOU, X.,  Estimating the expected total number of events in a process,  Journal of American Statistical Association, Vol. 97, pp.577-589, 2002.

27. OETTLI, W.  and  YANG, X.Q., Modified Lagrangian and least root approaches for general nonlinear optimization problems.  ACTA Mathematicae Applicatae Sinica, Vol. 18, pp.147-152, 2002.

28. PANG, W. K.,  YANG, Z. H.,  HOU, S.H.  and  LEUNG, P.K., Non-uniform random Variate Generation by Vertical Strip Method with Given Density.  European Journal of Operational Research, Vol. 142, pp.595-609, 2002.

29. PANG, W.K., HUANG, W.K.  and  Nan WANG,  A Discussion on Buhlmann’s Criterion for Asset Valuation,  Insurance: Mathematics and Economics, Vol. 30, pp.85-93, 2002.

30. QI, L.  and  SUN, D.,  Smoothing Functions and Smoothing Newton Method for Complementarity and Variational Inequality Problems.  Journal of Optimization Theory and Applications, Vol. 113, No. 1, pp.121-147, 2002.

31. QI, L.  and  YANG, Y.F.,  Globally and Superlinearly Convergent QP-Free Algorithm for Nonlinear Constrained Optimization.  Journal of Optimization Theory and Applications, Vol. 113, No. 2, pp.297-323, 2002.

32. QI, L.Q.  and  YANG, Y.F., NCP Functions Applied to Lagrangian Globalization for the Nonlinear Complementarity Problem.  Journal of Global Optimization, Vol. 24, pp.261-283, 2002.

33. QI, L.Q.  and  SUN, D.,  Smoothing Functions and A Smoothing Newton Method for Complementarity and Variational Inequality Problems,  Journal of Optimization Theory and Applications, Vol. 113, No. 1, pp.121-147, 2002.

34. QI, L.Q.  and  YANG, Y.,  A Globally and Superlinearly Convergent QP-free Algorithm for Nonlinear Constrained Optimization, to appear in :  Journal of Optimization Theory and Applications, Vol. 113, 2002.

35. QI, L.Q.,  SUN, D.  and  ZHOU, G.,  A Primal-dual Algorithm for Minimizing a Sum of Euclidean Norms,  Journal of Computational and Applied Mathematics, Vol. 138, pp.127-150, 2002.

36. RADEVA, V.,  KRAWCZAK, M.  and  CHOY, E.,  Review and bibliography on generalized nets theory and applications,  Advanced Studies in Contemporary Mathematics, Vol. 4, No. 2, pp.173-199, 2002.

37. RUBINOV, A.M.,  HUANG, X.X.  and  YANG, X.Q., The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function.  Mathematics of Operations Research, Vol. 27, No. 4, pp.775-791, 2002.

38. RUBINOV, A.M.,  YANG, X.Q.  and  BAGIROV, A.M.,  Penalty functions with a small penalty parameter.  Optimization Methods and Software, Vol. 17, pp.931, 2002.

39. SPIRING, F.A.,  CHENG, S.W.,  YEUNG, A.  and  LEUNG, B.P.K.,  Process capability indices – a review, 1992-2000, an alternative review of process capability development,  Journal of Quality Technology, Vol. 34, No. 1, pp.23-27, 2002.

40. SUN, L.Q.  and  ZHOU, X.,  Regression analysis for a semiparametric model with panel data,  Statistics and Probability Letters, Vol. 58, pp.309-317, 2002.

41. SUN, X.,  YOU, J.,  CHEN, G.  and  ZHOU, X.,  Convergence rates of estimators in partial linear regression models with MA(¥ ) error process.  Communications in Statistics - Theory and Methods, No. 31, pp.2251-2273, 2002.

42. TANG, S.  and  HOU, S.H.,  Optimal control of point processes with noisy observations: the maximum principle,  Applied Mathematics and Optimization, Vol. 45, pp.185-212, 2002.

43. TEO, K.L.,  LEE, W.R.,  JENNINGS, L.S.,  WANG, S.  and  LIU, Y., Numerical solution of an optimal control problem with variable time points in the objective function.  Journal of Australian and New Zealand Industrial and Applied Mathematics, Vol. 43, pp.463-478, 2002.

44. TONG, X.Q.,  LI, D.H.  and  QI, L.Q., An iterative method for solving semismooth equations.  Journal of Computational and Applied Mathematics, Vol. 146, pp.1-10, 2002.

45. TSENG, C.H.,  TEO, K.L.  and  CANTONI, A.,  Mean square convergence of adaptive envelope-constrained filtering,  IEEE Transactions on Signal Processing, Vol. 50, No. 6, pp.1429-1437, 2002.

46. WANG, N.,  PANG, W.K.  and  HUANG, W.K.,  A discussion on Buhlmann’s criterion for asset valuation,  Insurance: Mathematics and Economics, Vol. 30, pp.85-95, 2002.

47. WONG, H.  and  LI, W.K.,  Detecting and diagnostic checking multivariate conditional heteroscedastic time series models,  Annals of the Institute of Statistical Mathematics, Vol. 54, No. 1, pp.45-59, 2002.

48. YAN, Q.X.,  HOU, S.H.  and  FENG, D.X.,  Asymptotic behavior of Timoshenko beam with dissipative boundary feedback.  Journal of Mathematical Analysis and Applications, Vol. 269, pp.556-577, 2002.

49. YAN, W.Y.  and  TEO, K.L.,  Optimal finite-presion approximation of FIR filters.  Signal Processing, Vol. 82, pp.1695-1705, 2002.

50. YANG, X.M.,  WANG, S.Y.  and  DENG, X.T.,  Symmetric duality for a class of multiobjective fractional programming problems.  Journal of Mathematical Analysis and Applications, Vol. 274, pp.279-295, 2002.

51. YANG, X.M.,  YANG, X.Q.  and  TEO, K.L.,  Symmetric Duality for a Class of Nonlinear Fractional Programming Problems,  Journal of Mathematical Analysis and Applications, Vol. 271, pp.7-15, 2002.

52. YANG, X.M.,  YANG, X.Q.  and  TEO, K.L.,  Explicitly B-preinvex functions,  Journal of Computational and Applied Mathematics, Vol. 146, pp.25-36, 2002.

53. YANG, X.Q.  and  YAO, J.C.  Gap Functions and Existence of Solutions to Set-Valued Vector Variational Inequalities.  Journal of Optimization Theory and Applications, Vol. 115, No. 2, pp.407-417, 2002.

54. YIU, K.F.C.,  GRBIC, N.,  TEO, K.L.  and  NORDHOLM, S.,  A new design method for broadband microphone arrays for speech input in automobiles,  IEEE Signal Processing Letters, Vol. 9, No. 7, pp.222-224, 2002.

55. YOU, J.H.,  SUN, X.Q.,  PANG, W.K.  and  LEUNG, P.K., Jackknifing type weighted least squares estimators in partially linear regression models.  Statistics and Probability Letters, Vol. 60, pp.17-31, 2002.

56. ZHANG, H.Q.,  YANG, W.B.,  CHAN, C.K.  and  LAU, K.S.,  Comparison of three separated flow models,  Computational Mechanics, Vol. 28, No. 6, pp.469-478, 2002.

57. ZHANG, H.Q.,  ZHOU, L.X.  and  CHAN, C.K.,  A double k-e and multi-d pdf model for turbulent gas-liquid reacting flows,  Fuel, Vol. 81, No. 6, pp.817-827, 2002.

58. ZHANG, P.,  CHAN, C.K.,  LI, X.G.  and  ZHAO, X.G.,  Dynamics of a Two-Component Atomic Bose-Einstein Condensate.  Journal of Physics B: Atomic, Molecular & Optical Physics, Vol. 35, pp.4647-4656, 2002.

59. ZHANG, P.,  CHAN, C.K.,  LI, X.G.,  XUE, Q.K.  and  ZHAO, X.G.,  Dynamics of The Spin-2 Bose Condensate Driven by External Magnetic Fields.  Physical Review A, Vol. 66, pp.043606, 2002.

60. ZHANG, R.J.,  NIE, G.H.,  HOU, S.H.  and  CHAN, C.K.,  Determination of Added Fluid Area in the Homogenization Model of Beam Bundles.  International Journal of Solids and Structures, Vol. 39, No. 23, pp.5837-5850, 2002.

61. ZHANG, R.J.,  WANG, W.Q.,  HOU, S.H.  and  CHAN, C.K.,  Modal Analysis for Beam Bundle in Fluid,  Journal of Pressure Vessel Technology, Vol. 124, No. 2, pp.223-228, 2002.

2003

1. AHMED, N.U.,  TEO, K.L.  and  HOU, S.H., Nonlinear impulsive systems on infinite dimensional spaces.  Nonlinear Analysis, Vol. 54, pp.907-925, 2003.

2. CHAN, C.K.,  CHEUNG, B.K.S.  and  LANGEVIN, A.,  Solving the multi-buyer joint replenishment problem with a modified genetic algorithm.  Transportation Research Part B, Vol. 37, pp.291-299, 2003.

3. CHAN, C.K.,  WANG, H.Y.  and  TANG, H.Y.,  Effect of Intense Turbulence on Turbulent Premixed V-Flame.  International Journal of Engineering Sciences, Vol. 41, No. 8, pp.903-916, 2003.

4. CHEN, X.,  QI, H.D.  and  TSENG, P.,  Analysis of Nonsmooth Symmetric-matrix Functions with Applications to Semidefinite Complementarity Problems',  SIAM Journal on Optimization, Vol. 13, pp. 960-985, 2003.

5. DONTCHEV, A.L.,  QI, H.D.  and  QI, L.Q., Quadratic Convergence of Newton's Method for Convex Interpolation and Smoothing.  Constructive Approximation, Vol. 19, pp.123-143, 2003.

6. DONTCHEV, A.L.,  QI, H.D.,  QI, L.Q.  and  YIN, HONGXIA,  A Newton Method for Shape-Preserving Spline Interpolation.  SIAM Journal on Optimization, Vol. 13, No. 2, pp.588-602, 2003.

7. EVANS, G.A.  and  CHUNG, K. C.,  Some theoretical aspects of generalised quadrature methods.  Journal of Complexity, Vol. 19, No. 3, pp.272-285, 2003.

8. FANG, S.C.  and  QI, L.Q.,  Manufacturing Network Flows: A Generalized Network Model for Manufacturing Process Modelling,  Optimization Methods and Software, Vol. 18, pp. 143-165, 2003.

9. GU, G.Z.,  LI, D.H.,  QI, L.Q.  and  ZHOU, SHU-ZI,  Descent Directions of Quasi-Newton Methods for Symmetric Nonlinear Equations.  SIAM Journal on Numerical Analysis, Vol. 40, No. 5, pp.1763-1774, 2003.

10. GUO, Y.C.,  CHAN, C.K.  and  LAU, K.S.,  Numerical Studies of Pulverized Coal Combustion in a Tubular Coal Combustor with Slanted Oxygen Jet.  FUEL, Vol. 82, No. 8, pp.893-907, 2003.

11. GUO, Z.M.,  ZHANG, H.Q.,  CHAN, C.K.  and  LIN, W.Y.,  Presumed Joint Probability Density Function Model for Turbulent Combustion.  FUEL, Vol. 82, No. 9, pp.1091-1101, 2003.

12. HE, S.Y.  and  WONG, H.,  Central Limit Theorem of Linear Regression Model under Right Censorship,  Science in China (Series A), Vol. 46, No. 5, pp. 600-610, 2003.

13. HOU, S.H.,  YU, H.  and  CHEN, G.Y.,  On Vector Quasi-Equilibrium Problems,  Journal of Optimization Theory and Applications, Vol. 119, No. 3, pp. 485-498, 2003.

14. HUANG, X.X.  and  YANG, X.Q., Convergence Analysis of a Class of Nonlinear Penalization Methods for Constrained Optimization via First-Order Necessary Optimality Conditions.  Journal of Optimization Theory and Applications, Vol. 116, No. 2, pp.311-332, 2003.

15. HUANG, X.X., A New Variant of Ekeland's Variational Principle for Set-valued Maps.  Optimization, Vol. 52, No. 1, pp.53-63, 2003.

16. HUANG, X.X.  and  YANG, X.Q.,  A Unified Augmented Lagrangian Approach to Duality and Exact Penalization,  Mathematics of Operations Research, Vol. 28, No. 3, pp. 533-552, 2003.

17. IP, W.C.,  WONG, H.  and  CHEN, Q.H.,  Identification of Ballistic Texture Using Wavelet Decomposition,  Advances and Applications in Statistics, Vol. 3, No. 3, pp. 191-198, 2003.

18. IP, W.C.,  WONG, H.,  LI, Y.  and  AN, H.Z.,  Testing and Estimation of Thresholds Based on Wavelets in Heteroscedastic Threshold Autoregressive Models,  Biometrika, Vol. 90, No. 3, pp. 703-716, 2003.

19. IP, W.C.,  YANG, Y.,  GENG, Z.  and  KWAN, Y.K.,  Nonparametric Estimation of Varying Coefficient Models with Binomial Longitudinal Large Strata Data,  Far East Journal of Theoretical Statistics, Vol. 11, No. 2, pp. 85-111, 2003.

20. IP, W.C.,  YANG, Y.,  KWAN, P.Y.K.  and  KWAN, Y.K.,  Strong convergence rate of the least median absolute estimator in linear regression models.  Statistical Papers, Vol. 44, pp.183-201, 2003.

21. KANZOW, C.,  QI, H.Q.  and  QI, L.Q., On the Minimum Norm Solution of Linear Programs.  Journal of Optimization Theory and Applications, Vol. 116, No. 2, pp.333-345, 2003.

22. LAM, J.S.L.,  CHAN, C.K.,  TALBOT, L.  and  SHEPHERD, I.G.,  On the High-Resolution Modelling of a Turbulent Premixed Open V-Flame.  Combustion Theory and Modelling, Vol. 7, No. 1, pp.1-28, 2003.

23. LEE, H.W.J.  and  TEO, K.L.,  Control Parametrization Enhancing Technique for Solving a Special ODE with State Dependent Switch.  Journal of Optimization Theory and Applications, Vol. 118, No. 1, pp.55-56, 2003.

24. LEE, W.R.,  REHBOCK, V.,  TEO, K.L.  and  CACCETTA, L.,  Frequency-response Masking Based Fir Filter Design with Power-of-two coefficients and Suboptimum PWR,  Journal of Circuits, Systems, and Computers, Vol. 12, No. 5, pp. 591-599, 2003.

25. LEUNG, T.W.,  CHAN, C.K.  and  TROUTT, M.D.,  Application of a mixed simulated annealing-genetic algorithm heuristic for the two-dimensional orthogonal packing problem.  European Journal of Operational Research, Vol. 145, No. 3, pp.530-542, 2003.

26. LI, S.J.,  CHEN, G.Y.,  TEO, K.L.  and  YANG, X.Q., Generalized minimax inequalities for set-valued mappings.  Journal of Mathematical Analysis and Applications, Vol. 281, pp.707-723, 2003.

27. LI, S.J.,  YAN, H.  and  CHENG, G.Y.,  Differential and sensitivity properties of gap functions for vector variational inequalities,  Mathematical Methods of Operations Research, Vol. 57, pp. 377-391, 2003.

28. LI, S.J.,  YANG, X.Q.  and  CHEN, G.Y., Nonconvex vector optimization of set-valued mappings.  Journal of Mathematical Analysis and Applications, Vol. 283, pp.337-350, 2003.

29. LI, S.J.,  YANG, X.Q.  and  TEO, K.L.,  Duality for Semi-definite and Semi-infinite Programming,  Optimization, Vol. 52, No. 4-5, pp. 507-528, 2003.

30. LI, X.G.,  YAN, W.  and  CHAN, C.K., Numerical Schemes for Hamilton-Jacobi Equations on Unstructured Meshes.  Numerische Mathematik, Vol. 94, No. 2, pp.315-331, 2003.

31. LIU, X.Z.,  LIU, Y.Q.  and  TEO, K.L., Stability Analysis of Impulsive Control Systems.  Mathematical and Computer Modelling, No. 37, pp.1357-1370, 2003.

32. LIU, Y.,  LAU, K.S.,  CHAN, C.K.,  GUO, Y.C.  and  LIN, W.Y.,  Structure of Scalar Tansport in 2D Transitional Jet Diffusion Flames by LES.  International Journal of Heat and Mass Transfer, Vol. 46, No. 20, pp.3841-3851, 2003.

33. MENG, Z.Q.,  HIU, Q.Y.  and  YANG, X.Q.,  A general model of non-linear neural networks based on exact penalty function,  (Chinese) Acta Automat. Sinica, Vol. 29, pp. 755-760, 2003.

34. QI, H.D.  and  QI, L.Q.,  Finite Termination of a Dual Newton Method for Convex Best C1 Interpolation and Smoothing,  Numerische Mathematik, Vol. 96, pp. 317-337, 2003.

35. QI, H.D.,  QI, L.Q.  and  SUN, D.F.,  Solving Karush-Kuhn-Tucker Systems via the Trust Region and the Conjugate Gradient Methods,  SIAM Journal of Optimization, Vol. 14, No. 2, pp. 439-463, 2003.

36. QI, L.Q.  and  TEO, K.L.,  Multivariate Polynomial Minimization and its Application in Signal Processing.  Journal of Global Optimization, Vol. 26, pp.419-433, 2003.

37. QI, L.Q.,  WU, S.Y.  and  ZHOU, G.L.,  Semismooth Newton Methods for Solving Semi-Infinite Programming Problems,  Journal of Global Optimization, Vol. 27, No. 2-3, pp. 215-2332, 2003.

38. QI, L.Q.  and  YIN, H.X.,  A Strongly Semismooth Integral Function and its Application.  Computational Optimization and Applications, Vol. 25, pp.223-246, 2003.

39. RUBINOV, A.M.,  YANG, X.Q.,  BAGIROV, A.M.  and  GASIMOV, R.  Lagrange-type functions in constrained optimization,  Journal of Mathematical Sciences, Vol. 115, No. 4, pp. 2437-2505, 2003.

40. SPIRING, F.,  LEUNG, P.K.,  CHENG, S.  and  YEUNG, ANTHONY,  A Bibliography of Process Capability Papers.  Quality and Reliability Engineering International, Vol. 19, pp.1-16, 2003.

41. SUEN, L.K.P.,  WONG, T.K.S.,  LEUNG, A.W.N.  and  IP, W.C.,  The Long-term Effects of Auricular Therapy Using Magnetic Pearls on Elderly with Insomnia,  Complementary Therapies in Medicine, Vol. 11, pp. 85-92, 2003.

42. WANG, C.Y.,  YANG, X.Q.  and  YANG, X.M.,  Nonlinear Lagrange duality theorems and penalty function methods in continuous optimization,  Journal of Global Optimization, Vol. 27, No. 4, pp. 473-484, 2003.

43. WANG, S.,  JENNINGS, L.S.  and  TEO, K.L., Numerical Solution of Hamilton-Jacobi-Bellman Equations by an Upwind Finite Volume Method.  Journal of Global Optimization, Vol. 27, pp.177-192, 2003.

44. WANG, S.,  YANG, X.Q.  and  TEO, K.L., A Unified Gradient Flow Approach to Constrained Nonlinear Optimization Problems.  Computational Optimization and Applications, Vol. 25, pp.251-268, 2003.

45. WANG, S.G.  and  IP, W.C.,  Inconsistency of Estimate of the Degree of Freedom of Multivariate Student-t disturbances in linear regression models,  Economics Letters, Vol. 80, pp. 383-389, 2003.

46. WEI, Z.,  QI, L.Q.  and  CHEN, X.,  An SQP-Type Method and its Application in Stochastic Programs.  Journal of Optimization Theory and Applications, Vol. 116, No. 1, pp.205-228, 2003.

47. WONG, H.,  IP, W.C.,  XIE, Z.J  and  LUI, XUELI,  Modelling and forecasting by wavelets, and the application to exchange rates.  Journal of Applied Statistics, Vol. 30, No. 5, pp.537-553, 2003.

48. YANG, X.M.,  TEO, K.L.  and  YANG, X.Q.,  Higher order Generalized Convexity and Duality in Nondifferentible Multiobjective Mathematical Programming,  Journal of Mathematical Analysis and Applications, No. 297, pp. 48-55, 2003.

49. YANG, X.M.,  YANG, X.Q.  and  TEO, K.L., Generalized Invexity and Generalized Invariant Monotonicity.  Journal of Optimization Theory and Applications, Vol. 117, No. 3, pp.607-625, 2003.

50. YANG, X.M.,  YANG, X.Q.  and  TEO, K.L., Non-differentiable second order symmetric duality in mathematical programming with F-convexity.  European Journal of Operational Research, Vol. 144, pp.554-559, 2003.

51. YANG, X.M.,  YANG, X.Q.  and  TEO, K.L.,  On Properties of Semipreinvex Functions,  Bulletin of the Australian Mathematical Society, Vol. 68, No. 3, pp. 449-459, 2003.

52. YANG, X.M.,  YANG, X.Q.  and  TEO, K.L.,  Some Properties of Prequasiinvex Functions,  Indian Journal of Pure and Applied Mathematics, Vol. 34, No. 12, pp. 1689-1696, 2003.

53. YANG, X.Q.  and  HUANG, X.X., Partially Strictly Monotone and Nonlinear Penalty Functions for Constrained Mathematical Programs.  Computational Optimization and Applications, Vol. 25, pp.293-311, 2003.

54. YANG, X.Q.,  MENG, Z.Q.,  HUANG, X.X.  and  PONG, G.T.Y., Smoothing Nonlinear Penalty Functions for Constrained Optimization Problems.  Numerical Functional Analysis and Optimization, Vol. 24, No. 3 & 4, pp.351-364, 2003.

55. YANG, X.Q., On the Gap Functions of Prevariational Inequalities.  Journal of Optimization Theory and Applications, Vol. 116, No. 2, pp.437-452, 2003.

56. YANG, Y.F.,  LI, D.H.  and  QI, L.Q.,  A Feasible Sequential Linear Equation Method for Inequality Constrained Optimization,  SIAM Journal on Optimization, Vol. 13, No. 4, pp. 1222-1244, 2003.

57. YIU, K.F.,  YANG, X.Q.,  NORDHOLM, S.  and  TEO, K.L.,  Near-Field Broadband Beamformer Design via Multidimensional Semi-Infinite Linear Programming Techniques,  IEEE Transactions on Speech and Audio Processing, Vol. 11, No. 6, pp. 725, 2003.

58. ZHANG, P.,  CHAN, C.K.,  XUE, Q.K.  and  ZHAO, X.G.,  Quantum Entanglement of Excitons in Coupled Quantum Dots.  Physical Review A, Vol. 67, 012312, 2003.

2004 (Up to July 2004)

1. ANSARI, Q.H.,  CHAN, W.K.  and  YANG, X.Q.,  The system of vector quasi-equilibrium problems with applications,  Journal of Global Optimization, Vol. 29, No. 1, pp. 45-47, 2004.

2. CAI, X.Q.,  TEO, K.L.,  YANG, X.Q.  and  ZHOU, X.Y.,  Minimax portfolio optimization: empirical numerical study,  Journal of the Operational Research Society, Vol. 55, No. 1, pp. 65-72, 2004.

3. CHAN, C.K.,  KINGSMAN, B.G.  and  WONG, H.,  Determining when to update the weights in combined forecasts for product demand – an application of the CUSUM technique,  European Journal of Operational Research, Vol. 153, pp. 757-768, 2004.

4. CHADLI, O.,  YANG, X.Q.  and  YAO, J.C.,  On generalized vector pre-variational and pre-quasivariational inequalities,  Journal of Mathematical Analysis and Applications, Vol. 295, pp. 392-403, 2004.

5. CHEUNG, L.F.  and  LAW, C.K.,  An initial Value Approach to Rotationally Symmetric Harmonic Maps,  Journal of Mathematical Analysis and Applications, Vol. 289, pp. 1-13, 2004.

6. CHEUNG, L.F.  and  LEUNG, P.F.,  An Application of Moser Iteration to Complete Minimal Submanifolds in a Sphere,  Journal of Australian Mathematical Society, Vol. 76, pp. 151-165, 2004.

7. FUNG, E.H.K.,  ZOU, J.Q.  and  LEE, H.W.J.,  Lagrangian Formulation of Rotating Beam with Active Constrained Layer Damping in Time Domain Analysis,  ASME Journal of Mechanical Design, Vol. 126, pp. 359-364, 2004.

8. HUANG, C.S.,  WANG, S.  and  TEO, K.L.,  On Application of an Alternating Direction Method to Hamilton-Jacobin-Bellman Equations,  Journal of Computational & Applied Mathematics, Vol. 166, pp. 153-166, 2004.

9. HUANG, W.K.  and  PANG, W.K.,  The Noncentral Chi-square Distribution Revisited,  Advances and Applications in Statistics, Vol. 4, No. 1, pp. 59-64, 2004.

10. HUANG, X.X.  and  YANG, X.Q.,  Duality of multipbjective optimization via nonlinear Lagrangian functions,  Journal of Optimization Theory and Applications, Vol. 120, No. 1, pp. 111-127, 2004.

11. HUANG, X.X.,  YANG, X.Q.  and  TEO, K.L.,  A sequential quadratic penalty method for nonlinear semidefinite programming,  Optimization, Vol. 52, No. 6, pp. 715-738, 2004.

12. IP, W.C.,  CHIU, L.L.  and  KWAN, Y.K.,  Construction of Health Indices Using Paired Comparisons,  Social Indicators Research, Vol. 67, pp. 353-373, 2004.

13. IP, W.C.,  WONG, H.  and  CHEN, M.,  Testing Normality for Linear AR(p) Models,  Communications in Statistics, Vol. 33, No. 4, pp. 891-908, 2004.

14. IP, W.C.,  WONG, H.,  WANG, S.G.  and  JIA, Z.Z.,  A GIC Rule for Assessing Data Transformation in Regression,  Statistics & Probability Letters, Vol. 68, pp. 105-110, 2004.

15. IP, W.C.,  WONG, H.,  XIE, Z.J.  and  LUAN, Y.H.,  On Comparison of Jump Point Detection for an Exchange Rate Series,  Science in China Ser. A Mathematics, Vol. 47, No. 1, pp. 52-64, 2004.

16. KOSTREVA, M.  and  YANG, X.Q.,  Unified Approaches for Solvable and Unsolvable Linear Complementarity Problems,  European Journal of Operational Research, Vol. 158, no. 2, pp. 409-417, 2004.

17. LAI, C.K.Y.,  LAU, L.K.P.,  NG, L.,  FAULKNER, L.W.,  CHUNG, J.C.C.  and WONG, T.K.S.,  Cross cultural validation: The Chinese version of the clinical dementia rating scale,  Asian Journal of Nursing Studies, Vol. 7, No. 1, pp. 36-41, 2004.

18. LEE, W.R.,  REHBOCK, V.,  TEO, K.L.  and  CACCETTA, L.,  A Weighted Least-Square-Based Approach to FIR Filter Design Using the Frequency-Response Masking Technique,  IEEE Signal Processing Letters, Vol. 11, No. 7, pp. 593-596, 2004.

19. LI, S.J.,  YANG, X.Q.,  TEO, K.L.  and  WU, S.Y.,  A Solution Method for Combined Semi-infinite and Semi-definite Programming,  ANZIAM J., Vol. 45, pp. 477-494, 2004.

20. LI, X.G.  and  CHAN, C.K.,  High Order Schemes for Hamilton-Jacobi Equations on Triangular Meshes,  Journal of Computational and Applied Mathematics, Vol. 167, No. 1, pp. 227-241, 2004.

21. LI, X.G.,  CHAN, C.K.  and  WANG, S.,  Finite Element Method with Weighted Basis Functions for Perturbed Convection-Diffusion Problems,  Journal of Computational Physics, Vol. 195, No. 2, pp. 773-789, 2004.

22. LIAO, L.Z.,  QI, H.D.  and  QI, L.Q.,  Neurodynamical Optimization,  Journal of Global Optimization, Vol. 28, No. 2, pp. 175-195, 2004.

23. MENG, Z.Q.,  HU, Q.Y.,  DANG, C.Y.  and  YANG, X.Q.,  An objective penalty function method for nonlinear programming,  Applied Mathematics Letters, Vol. 17, pp. 683-689, 2004.

24. PANG, W.K.,  HOU, S.H.  YU, W.T.  and  LI. W.K.,  A simulation based approach to the parameter estimation for the three-parameter gamma distribution,  European Journal of Operational Research, Vol. 155, pp. 675-682, 2004.

25. QI, H.D.  and  QI, L.Q.,  Deriving Sufficient Conditions for Global Asymptotic Stability of Delayed Neural Networks via Nonsmooth Analysis,  IEEE Transactions on Neural Networks, Vol. 15, pp. 99-109, 2004.

26. QI, L.Q.,  TONG, X.J.  and  LI, D.H.,  Active-Set Projected Trust-Region Algorithm for Box-Constrained Nonsmooth Equations,  Journal of Optimization Theory and Applications, Vol. 120, No. 3, pp. 601-625, 2004.

27. SHAO, Q.X.,  IP, W.C.  and  WONG, H.,  Determination of Embedded Distributions,  Computational Statistics & Data Analysis, Vol. 46, pp. 317-334, 2004.

28. SUN, J.,  SUN, D.F.  and QI, L.Q.,  A Squared Smoothing Newton Method for Nonsmooth Matrix Equations and its Applications in Semidefinite Optimization Problems,  SIAM Journal on Optimization, Vol. 14, No. 3, pp. 783-806, 2004.

29. WANG, Y.,  YIN, H.  and  QI, L.Q.,  No-Arbitrage Interpolation of the Option Price Function and its Reformulation,  Journal of Optimization Theory and Applications, Vol. 120, No. 3, pp. 627-649, 2004.

30. WU, Z.Y.,  BAI, F.S.,  YANG, X.Q.  and  ZHANG, L.S.,  An exact lower order penalty function and its smoothing in nonlinear programming,  Optimization, Vol. 53, No. 1, pp. 51-68, 2004.

31. YANG, W.B.,  ZHANG, H.Q.,  CHAN, C.K.  and  LIN, W.Y.,  Large Eddy Simulation of Mixing Layer,  Journal of Computational and Applied Mathematics, Vol. 163, No. 1, pp. 311-318, 2004.

32. YANG, X.M.,  WU, Z.Y.  and  LEE, H.W.J.,  A Note on Local Convexity of the p-Power Lagrangian Function in Non-Convex Optimization,  Indian Journal of Pure and Applied Mathematics, Vol. 35, No. 1, pp. 57-60, 2004.

33. YANG, X.M.,  YANG, X.Q.  and  TEO, K.L.,  Duality and Saddle-point Type of Optimality for Generalized Nonlinear Fractional Programming,  Journal of Mathematical Analysis and Applications, Vol. 289, No. 1, pp. 100-109, 2004.

34. YANG, X.M.,  YANG, X.Q.  and  TEO, K.L.,  Second-order Duality for Nonlinear Programming,  Indian Journal of Pure and Applied Mathematics, Vol. 35, No. 5, pp. 699-708, 2004.

35. YANG, X.M.,  YANG, X.Q.  and  TEO, K.L.,  Some remarks on the Minty Vector Variational Inequality,  Journal of Optimization Theory and Applications, Vol. 121, No. 1, pp. 193-201, 2004.

36. YANG, Y.,  IP, W.C.,  KWAN, Y.K.  and  KWAN, P.Y.K.,  Local Median Estimation of Variance Function,  ACTA Mathematica Scientia, Vol. 24, No. 1, pp. 28-38, 2004.

37. YEUNG, D.S.,  RAN, Q.W.,  TSANG, E.C.C.  and  TEO, K.L.,  Complete way to fractionalize Fourier transform,  Optics Communications, Vol. 230, No. 1-3, pp. 55-57, 2004.

38. YIU, K.F.,  GRBIC, N.,  NORDHOLM, S.  and  TEO, K.L.,  Multicriteria Design of Oversampled Uniform DFT Filter Banks,  IEEE Signal Processing Letters, Vol. 11, No. 6, pp. 541-544, 2004.

39. YIU, K.F.,  LIU, Y.  and  TEO, K.L.,  A Hybrid Descent Method for Global Optimization,  Journal of Global Optimization, Vol. 28, No. 2, pp. 229-238, 2004.

40. YU, K.F.,  LAU, K.S.  and  CHAN, C.K.,  Large Eddy simulation of particle-laden turbulent flow over a backward-facing step,  Communications in Nonlinear Science and Numerical Simulation, Vol. 9, pp. 251-262, 2004.

41. YU, K.F.,  LAU, K.S.  and  CHAN, C.K.,  Numerical simulation of gas-particle flow in a single-side backward-facing step flow,  Journal of Computational and Applied Mathematics, Vol. 163, pp. 319-331, 2004.

42. YU, W.T.,  PANG, W.K.  and  LI, L.K.,  Borrowing cost reduction by interest rate swaps-an option pricing analysis,  European Journal of Operational Research, Vol. 154, pp. 764-778, 2004.

43. ZHAO, Q.W.,  CHAN, C.K.  and  ZHAO, H.F.,  Numerical Simulation of Open Swirl-Stabilized Premixed Combustion,  FUEL, Vol. 83, No. 11-12, pp. 1615-1623, 2004.

6.3       Books Chapters

2001

1. CHUNG, K.C.,  Computing Rapidly Oscillatory Integrals Using Exactly Integrable Moments, Advances in Scientific Computing, pp.12-18, 2001.

2. DAM, H.H.,  TEO, K.L.,  LIU, Y.Q.  and  NORDEBO, S.,  Optimum Pole Position for Digital Laguerre Network with Least Square Error Criterion. In Yang, X.Q, Teo, K.L. and Caccetta, L., eds., Optimization Methods and Applications, Kluwer Academic Publisher, The Netherlands, pp.309-317, 2001.

3. DONTCHEV, A.L.,  Qi, H.  and  QI, L.Q.,  Quadratic Convergence of Newton's method for Constrained Interpolation and Smoothing, Approximation Theory X, C.K. Chui, L.L. Schumaker and J. Stoeckler, eds., (Vanderbilt University Press, Nashville, TN, USA, 2001).

4. QI, L.Q.  and  SUN, D.,  Nonsmooth and Smoothing Methods for NCP and VI, Encyclopedia of Optimization, edited by C.A. Floudas and P.M. Pardalos, eds., Kluwer Academic Publisher, Nowell, MA. USA, pp.100-104, 2001.

5. YANG, X.M., TEO, K.L.  and  YANG, X.Q.,  Second Order Strict Converse Duality in Non-linear Programming. In YANG, X.Q., ed., Optimization Methods and Applications, Kluwer Academic Publisher, The Netherlands, pp.295-306, 2001.

2002

1. CHAN, C. K.,  WONG, H.,  PANG, W. K.  and  TROUTT, M. D.,  Combined Forecasts Based on Markov Chain Monte Carlo Estimation of the Mode, Managing Data Mining Technologies in Organization : Techniques and Application, edited by Parag C. Pendharkar, Idea Group Publishing, USA, 2002.

2. LEE, H.W.J.,  TEO, K.L.  and  KAJI, K.,  Control Parametrization Technique and Control Parametrization Enhancing Technique to the Oil Shale Pyrolysis Problem. Recent Developments in Optimization and Optimal Control in Chemical Engineering, edited by R. Luus, 2002.

3. LI, L.K.,  Learning Sunspot Series Dynamics by Recurrent Neural Networks, Advances in Data Mining and Modelling, edited by Ching, W.K. and Ng, MKP, World Scientific, Hong Kong, 2003.

4. PANG, W. K.,  WONG, H,  CHAN, C. K.  and  TROUTT, M. D.,  Data Mining for Optimal Combination Demand Forecasts, Managing Data Mining Technologies in Organization : Techniques and Application, edited by Parag C. Pendharkar, Idea Group Publishing, USA, 2002.

2003

1. PANG, W. K.,  WONG, H,  CHAN, C. K.  and  TROUTT, M. D.,  Combinations Forecasts Based on Markov Chain  Monte Carlo Estimation of The Mode.  In Parag Pendharkar, ed., Managing Data Mining Technologies in Organization : Techniques and Application, IDEA GROUP PUBLISHING, Pennsylvania, USA, pp.219-238 (2002)  ISBN 1-59140-057-0

2. LEE, H.W.J.,  TEO, K.L.  and  KAJI, K.,  Control Parametrization Technique and Control Parametrization Enhancing Technique to the Oil Shale Pyrolysis Problem.  In Luus, R, ed., Recent Developments in Optimization and Optimal Control in Chemical Engineering, Research Signpost, India, pp.217-228 (2002)  ISBN 81-7736-088-4

3. CHAN, C. K.,  WONG, H.,  PANG, W. K.  and  TROUTT, M. D.,  Data Mining for Optimal Combinations of Demand Forecasts.  In Parag Pendharkar, ed., Managing Data Mining Technologies in Organization : Techniques and Application, IDEA GROUP PUBLISHING, Pennsylvania, USA, pp.106-122 (2002)  ISBN 1-59140-057-0

4. LI, L.K., Learning Sunspot Series Dynamics by Recurrent Neural Networks.  In Ching, W.K. and Ng, MKP, eds., Advances in Data Mining and Modelling, World Scientific, Hong Kong, pp.107-115 (2003)  ISBN 981-238-354-9

2004

1. Li, L.K.,  Pang, W.K.,  Yu, W.T.  and  Troutt, M.D.,  Forecasting Short-Term Exchange Rates: A Recurrent Neural Network Approach. In G. Peter Zhang, ed., Neural Networks in Business Forecasting, IRM Press, USA, pp.195-212.

6.4       Articles in refereed conference proceedings

2001

1. BAUER, R.S.,  CHEUNG, K.H,  CHEUNG, P.M  and  NG, Louise,  Acoustic Correlation of Focus-stress in Hong Kong Cantonese, Proceedings of the Asian Linguistics Society, Bangkok, Thailand, May 16-18, 2001.

2. CHAN, C.K.  and  HOU, S.H.,  Web-based Interactive Exercises in Fundamental Statistics. International Symposium on Teaching and Applications of Engineering Mathematics, Hong Kong, 8 - 11 January 2001, pp.9-12, 2001.

3. CHAN, W.K.,  HOU, S.H.  and  LEUNG, T.W.,  An Interactive and Multimedia Learning Courseware in Applied Mathematics. International Symposium on Teaching and Applications of Engineering Mathematics, Hong Kong, 8 - 11 January 2001, pp.17-20, 2001.

4. CHEUNG, L.F.  and  LEUNG, P.F.,  Submanifolds with bounded mean curvature, Proceedings of the Fifth Pacific Rim Geometry Conference, Tohoku Mathematical Publications, No. 20, 2001.

5. CHONG, K.K.,  On Some Generalization of A Ky Fan's Inequality. International Symposium on Teaching and Applications of Engineering Mathematics, Hong Kong, 8-11 January 2001, pp.25-28, 2001.

6. CHUNG, K.C.,  Computing High Frequency Fourier-Bessel Coefficients Using Exactly Integrable Moments. International Symposium on Teaching and Applications of Engineering Mathematics, Hong Kong, 8-11 January 2001, pp.29-32, 2001.

7. CHUNG, K.C.  and  WANG, C.M.,  Optimal design of stepped annular plates for minimax deflection, Proceedings of the 5th International Conference on Optimization. Vol. 3, pp.1415-1421, 2001.

8. HUANG, X.X.  and  YANG, X.Q.,  Asymptotic analysis of a class of nonlinear penalty methods for constrained multiobjective optimization, Proceedings of the 3rd WCNA' 2000, Cantania, Nonlinear Analysis Theory, Methods & Applications, Vol. 47, pp.5573-5584, 2001.

9. LEE, H.W.J.,  Manpower Planning Problem. International Symposium on Teaching and Applications of Engineering Mathematics, Hong Kong, 8-11 January 2001, The Hong Kong Polytechnic University, Hong Kong, pp.47-51, 2001.

10. LEUNG, K.J.  and  MONAGHAN, J.J.,  Effectiveness of SPH Method for Elastic Vibration Problems. International Symposium on Teaching and Applications of Engineering Mathematics, Hong Kong, 8-11 January 2001, pp.53-56, 2001.

11. LEUNG, P.K., LEUNG, T.W., NG, L.  and  CHAN, C.K.,  Quality Improvement of the Ground Fault Circuit Interrupter through Off-line Quality Control Techniques. International Symposium on Teaching and Applications of Engineering Mathematics, Hong Kong, 8-11 January 2001, pp.57-60, 2001.

12. LI, L.K.,  Compression of Smooth Sequence by Discrete-time Recurrent Neural Networks, Proceedings of the 5th International Conference on Optimization: Techniques and Applications, Vol. 1, p272-274, 2001.

13. LI, L.K.,  Learning with New Error Function for Single-Hidden-Layer Feedforward Neural Network. International Symposium on Teaching and Applications of Engineering Mathematics, Hong Kong, 8-11 January 2001, pp.71-72, 2001.

14. SPIRING, F.A.  and  LEUNG, P.K.,  A Proposed Measure of Process Capability for Non-Normal Distributions. International Symposium on Teaching and Applications of Engineering Mathematics, Hong Kong, 8 - 11 January 2001, pp.101-104, 2001.

15. SPIRING, F.A.,  LEUNG, P.K.  and  NG, L.,  A Procedure to Selecting Appropriate Process Capability Indices. International Symposium on Teaching and Applications of Engineering Mathematics, Hong Kong, 8 - 11 January 2001, pp.105-108, 2001.

16. SPIRING, F.A.,  YEUNG, A.  and  LEUNG, P.K.,  The Relationship of Process Capability Indices to Weighted Squared Error Loss. International Symposium on Teaching and Applications of Engineering Mathematics, Hong Kong, 8 -11 January 2001, pp.109-112, 2001.

2002

1.         YU, K.F.,  LAU, K.S.  and  CHAN, C.K.,  Large Eddy Simulation of Particle-laden Flow Over a Backward-facing Step. Conference on Computational and Mathematical Methods on Science and Engineering, Vol. 2, Alicante, Spain, September 2002, pp.361-370, 2002.

2.         QI, L.Q.,  Semismoothness Properties and Applications of an Integral Function. In A. Tamura and H. Ito, eds., Proceedings of the Fourteenth RAMP Symposium, RAMP, Kyoto, 24 and 25 September 2002, pp.103-114, 2002.

2003

1. DONTCHEV, A.L.,  QI, H.D.  and  QI, L.Q.,  Quadratic Convergence of Newton's Method for Constrained Interpolation to appear in the Proceeding of Approximation Theory X, Charles K. Chui, Larry L. Schumaker, and Joachim Stoeckler (eds.) Vanderbilt University Press, Nashville, TN, (to appear).

2. LAI, C.K.Y.,  CHOW, S.K.Y.,  WONG, T.K.S.,  HO, J.Y.L.,  KONG, T.K.,  NG, R.L.M.  and  CHAN, C.K.,  Validation of the Cantonese version of the morse fall scale, Eleventh Annual Congress of Gerontology, Hong Kong, November 29, 2003, pp. 46.

3. LAI, C.K.Y.,  CHUNG, J.C.C.,  WONG, T.K.S.,  FAULKNER, L.W.,  NG, L.  and LAU, L.K.P.,  A collaborative project profiling the wandering behaviour of people with dementia  and search strategies by caregivers in the community, 37^th Biennial Convention of the Sigma Theta Tau International Honor Society of Nursing, Toronto, Canada, November 1-5, 2003, pp. 24.

4. LIU, M.,  CHAN, C.K.,  ZHANG, H.Q.  and  LIN, W.Y.  Analysis of a Multi-lattice Deterministic Trajectory Model for Dense Two-phase Flow. In Bathe K.J., ed., Second MIT Conference on Computational Fluid and Solid Mechanics, Cambridge, Mass, USA, 17-20 June 2003, pp.143, 2003.

5. QI, L.Q.  and  TSANG, P.,  Almost Smooth Functions. In W. Takahashi and T. Tanaka, eds., Nonlinear Analysis and Convex Analysis 2001, Hirosaki, Japan, July 30 - 2 August 2001, Yokohama Publishing Co., pp.405-413, 2003.

6. RONG, Y.,  CUI, J.L.  ZHANG, H.Q.,  WANG, X.L.  and  CHAN, C.K.,  Experimental Investigation of Particle-Laden Two-phase Round Jet, Fifth International Symposium on Coal Combustion, Nanjing, China, 18-21 August 2003, pp. 83-86.

7. ZOU, J.Q.,  FUNG, E.H.K.  and  LEE, H.W.J.,  Dynamic Analysis of a Flexible Manipulator with Passive Constrained Layer Damping, Proceeding of the 2003 ASME International Mechanical Engineering Congress and Exposition, Vol. 2, Washington, DC. USA, 15-21 November, 2003.

2004

1. LAI, C.K.Y.,  WONG, T.K.S.,  HO, J.Y.L.,  KONG, T.K.,  NG, R.L.M.,  WONG, I.Y.C.,  CHAN, C.K.,  CHOW, S.K.Y.,  SUEN, L.K.P.  and  KONG-WONG, S.K.F.,  the use of physical restraint in cognitive impaired patients in rehabilitation settings, Key to Positive Living: Self-Managing Health and Chronic Disease – Conference and Workshops, Hong Kong, March 5-9, 2004, Hong Kong Society of Rehabilitation, Community Rehabilitation Network, pp. 31.

2. QI, L.Q.,  Semismooth Newton Methods for Shape-preserving Interpolation, Option Price and Semi-infinite Programs, In Giannessi F. and Maugeri A., eds., Variational Analysis and Applications, Erice, Sicily, Italy, June 20-July 1, 2003, Kluwer Academic Publisher, Nowell, MA. USA, pp. 905-919.

7.         CONSULTANCY & PROFESSIONAL SERVICES

            In addition to offering statistical consultancy and advisory services to staff and students of the University, the Statistical Advisory Unit (StatAU) within the Department also plays a prominent role in establishing links with the industry.  In particular, the Unit has established a partnership with MVA Hong Kong Limited, a market research consultancy firm, to bid for consultancy projects in the open market.

            The Department delivers tailor-made specialized courses to meet the community needs.  Such courses include “Statistical Methods” to statistical officers of the Census and Statistics Department of HKSAR Government, a one-day seminar on Option-Pricing Theory and Investment Guarantees for members of the Actuarial Society of Hong Kong, and “Statistical Methods and Packages for Research” to staff of Department of Nursing and Health Science of the University.

            The Department encourages its staff to offer professional services to the community and professional bodies.  These include services to the Actuarial Society of Hong Kong, Hong Kong Examinations Authority, Hong Kong Education Department, Hong Kong Institute of Bankers, Hong Kong Mathematical Society, Hong Kong Statistical Society, Open University of Hong Kong, and PRC Actuarial Examination Committee on Asset and Liability Management.

            A list of consultancy projects is given below.

Investigator(s)	Project Title	Year	Amount in HK$
Ip, W.C. and Kwan, Y.K.	Thematic household survey in the first quarter commissioned by The Statistics and Census Department of HKSAR	2001	50,000
Ip, W.C.	Household survey for the study of the impact of information technology on planning commissioned by Planning Department of HKSAR	2001	10,000
Ip, W.C. and Lui, P.K. (APSS)	Thematic household survey in the fourth quarter commissioned by Statistics and Census Department of HKSAR	2001	20,000
Ip, W.C., Kwan, Y.K., Kwan, P.Y.K., Chiu, L.L. and Yu, C.W. (EE)	Household energy consumption study 2001 commissioned by Electrical and Mechanical Services Department of HKSAR	2002	200,000
Ip, W.C.	Thematic household survey in the fourth quarter commissioned by Statistics and Census Department of HKSAR	2002	10,000
Ip, W.C.	Transport energy consumption  survey commissioned by Electrical and Mechanical Services Department of HKSAR	2002	10,000
Ip, W.C. and Chiu, L.L.	Updating energy indices to most recent demographic data commissioned by Electrical and Mechanical Services Department of HKSAR	2002	6,000
Ip, W.C., Kwan, Y.K., Kwan, P.Y.K. and Chiu, L.L.	Overall Study on Reviewing the Progress and Evaluating the Information Technology in Education (ITEd) Projects 1998/2003	2002 – 2004	300,000
Yang, X.Q. and Zhou, X.	Development of operations research models for the feasibility study of automated passenger / vehicle clearance projects	2002	460,000
Kwan, Y.K. and Ip, W.C.	Vertification of the confidence level of sampling strategy – China Light & Power Co. Ltd.	2002	4,290
Chan, C.K. and Leung, P.K.	Classification of grades in the plan do check act cycle – ISO9004	2003	30,000
Ip, W.C. and Kwan, Y.K.	Advice on market survey conducted in Hong Kong in relation to trade marks “XXX Cigarettes Lable” and “YYY” commissioned by a legal firm	2003	5,000
Ip, W.C., Kwan, P.Y.K. and Chiu, L.L.	Factorization analysis and development of energy models commissioned by Electrical and Mechanical Services Department of HKSAR	2003	93,600
Kwan, P.Y.K., Kwan, Y.K., Ip, W.C. and Chiu, L.L.	Estimation of number of metering irregularity cases from the whole CLP power accounts and their annual revenue loss for Domestic Tariff; General Service Tariff and Bulk Tariff – China Light & Power Co. Ltd.	2003	15,600
Ip, W.C.	Provision of private housing recurrent survey	2004	10,000
Ip, W.C.	Provision of survey on waiting list applicants	2004	10,000
Ip, W.C.	Provision of customer satisfaction on FEHD public toilets	2004	10,000

8 June 2005