Research at FAST

106 Department of Applied Mathematics Department of Applied Mathematics Qualification MSc (Dund; Lond) DPhil (Oxon) Postdoc (Oxon; UCL) ORCID ID 0000-0002-7523-4069 Prof. YIU Ka Fai Cedric Professor Associate Head of Department Research Areas Optimization and optimal control; Signal processing; Risk management Representative Publications Signal processing • On sparse beamformer design with reverberation. Applied Mathematical Modelling, 2018 • On a new SDP-SOCP method for acoustic source localization problem, ACM T Sensor Networks, 2016 • Performance limit of broadband beamformer designs in space and frequency, J Optim Theory and Applications, 2015 • FPGA multi-filter system for speech enhancement via multi-criteria optimization, Applied Soft Computing, 2014 • On the indoor beamformer design with reverberation, IEEE T Audio Speech and Language Processing, 2014 • Enhancement of speech recognitions for control automation using an intelligent par ticle swarm optimization, IEEE T Industrial Informatics, 2012 • Placement design of microphone arrays in near-field broadband beamformers. IEEE T Signal processing, 2012 • Reconfigurable FPGA-based robust frequency-domain echo canceller with applications to voice control device, Digital Signal Processing, 2012 • A two-stage method for the design of near-field broadband beamformers, IEEE T Signal Processing, 2011 Financial risk management and optimal control • Optimal inventory control with jump diffusion and nonlinear dynamics in the demand, SIAM J Control and Optimization, 2018 • Delayed optimal control of stochastic LQ problem. SIAM J Control and Optimization, 2017 • Optimal switching for linear quadratic problem of switched systems in discrete time, Automatica, 2017 • Optimality of (s, S) policies with nonlinear processes, Discrete and Continuous Dynamical Systems - Series B, 2017 • Optimal Investment of an Insurer with Regime-Switching and Risk Constraint, Scandinavian Actuarial Journal, 2014 • Optimal investment-reinsurance with dynamic risk constraint and regime switching, Scandinavian Actuarial Journal, 2013 • Optimal investment with a value-at-risk constraint, Journal of Industrial and Management Optimization, 2012 • Optimal Portfolios with Regime-Switching and Value-at- Risk Constraint, Automatica, 2010 Awards and Achievements • Third prize in Chongqing Natural Science Foundation Award 2014 • Best Paper Award, CSO2012 2012 Patent • Beamforming using a microphone array, US9049503 2015