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