Prof. Ka Chun MA

Adjunct Associate Professor / Lecturer (Part-time)
BSc, MPhil (CUHK);
PhD (Columbia University)

[Teacher's name in full]
Email:
kcma@math.cuhk.edu.hk

Fields of Interest:
Financial Engineering

Selected Publications:
  1. Iyengar, Garud; Ma, Alfred Ka Chun; Fast gradient descent method for mean-CVaR optimization, Annals of Operations Research, 205, No.1, 203-212, (2013), Springer US.
  2. Iyengar, Garud; Ma, Alfred Ka Chun; Cash flow matching: a risk management approach, North American Actuarial Journal, 13, No.3, 370-378, (2009), Taylor & Francis.
  3. Iyengar, Garud; Ma, Alfred Ka Chun; A robust optimization approach to pension fund management, Asset management, , No., 339-363, (2016), Palgrave Macmillan, Cham.
  4. Li, Guoyin; Ma, Alfred Ka Chun; Pong, Ting Kei; Robust least square semidefinite programming with applications, Computational Optimization and Applications, 58, No.2, 347-379, (2014), Springer US.
  5. Iyengar, Garud; Ma, Alfred Ka Chun; A behavioral finance-based tick-by-tick model for price and volume, The Journal of Computational Finance, 14, No.1, 57, (2010), Incisive Media Limited.
  6. Chan, Chun-Hin; Ma, Alfred Ka Chun; Order-based manipulation: evidence from Hong Kong stock market, Journal of Financial Crime, , No., , (2014), Emerald Group Publishing Limited.
  7. Chan, Raymond H; Ma, Alfred Ka Chun; Pan, Hao; EMD-CANDLESTICK: METHODOLOGY AND APPLICATIONS., Journal of Technical Analysis, , No.69, , (2016), .
  8. Chan, Brian Sing Fan; Cheng, Andy Cheuk Hin; Ma, Alfred Ka Chun; Stock market volatility and trading volume: A special case in Hong Kong with stock connect turnover, Journal of Risk and Financial Management, 11, No.4, 76, (2018), MDPI.
  9. Chan, Raymond; Kan, Kelvin; Ma, Alfred; Computation of Implementation Shortfall for Algorithmic Trading by Sequence Alignment, The Journal of Financial Data Science, 1, No.3, 88-97, (2019), Institutional Investor Journals Umbrella.
  10. Ma, Alfred; Profitability of technical trading strategies under market manipulation, Financial Innovation, 8, No.1, 44805, (2022), SpringerOpen.

Courses

Course Code Course Title Academic Year Term
MMAT5250 Financial Mathematics 2022/23 1
MMAT5310 Financial Analytics 2022/23 2