Projects per year
Personal profile
Personal profile
Mei Choi obtained her BSc degree in Mathematical Sciences from Hong Kong Baptist University, MPhil degree in Mathematics from Hong Kong University of Science and Technology (HKUST), and PhD degree in Systems Engineering and Engineering Management (SEEM) from the Chinese University of Hong Kong (CUHK). Her work experience includes postdoctoral fellowship at SEEM of CUHK, research associate at Department of Statistics of CUHK, visiting scholar at Department of Mathematics of HKUST, and part-time consultant for the MSc degree program in Financial Mathematics and Statistics of HKUST. She joined Hong Kong Institute of Education as a lecturer in 2012.
Research interests
Mei Choi is interested in the application of stochastic optimal control, stochastic processes and probability theory to Mathematical Finance and Operational Research.
External Appointments
- Mei Choi was invited to serve as External Examiner for MPhil Thesis in 2018.
- Mei Choi was invited to serve as External Examiner for PhD Thesis in 2017.
- Mei Choi was invited to serve as External Examiner for MPhil Thesis in 2016.
Professional information
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Dive into the research topics where Mei Choi 徐美彩 CHIU is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Artificial Intelligence for Risk Management and Insurance
CHIU, M. C. (PI)
03/04/23 → 02/04/26
Project: Research project
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Artificial Intelligence for Risk Management and Insurance (RMG)
CHIU, M. C. (PI)
03/04/23 → 02/04/26
Project: Research project
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Stochastic Optimal Control Problems in Finance with Non-linear Cointegration: Thresholding and Regime-switching
CHIU, M. C. (PI)
01/01/15 → 31/12/18
Project: Research project
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Developing and Evaluating a Learning Analytics Platform to Support University Teachers for Pedagogical Decision-making in Fostering Reflective Engagement of Students
KONG, S. C. (PI), LIM, C. P. (CoI), CHIU, M. C. (CoI), POON, W. Y. I. (CoI), Wong, Y. W. E. (CoI), James, P. (CoI), MOK, M. M. C. (CoI), LI, P. (CoI), Clement, L. (CoI), WONG, K. W. G. (CoI), SONG, Y. (PI), LING, M. H. A. (CoI) & POON, K. M. (PI)
01/07/14 → 30/12/17
Project: Research project
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Mean-variance Portfolio Selection and Asset-liability Management with the Wishart Process
CHIU, M. C. (PI)
01/08/13 → 31/01/17
Project: Research project
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Optimal expansion of business opportunity
WANG, L., CHEN, K., CHIU, M. C. & WONG, H. Y., Aug 2023, In: European Journal of Operational Research. 309, 1, p. 432-445Research output: Contribution to journal › Articles › peer-review
2 Citations (Scopus) -
Portfolio liquidation with delayed information
YAN, T., CHIU, M. C. & WONG, H. Y., Sept 2023, In: Economic Modelling. 126, 106398.Research output: Contribution to journal › Articles › peer-review
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Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate
WANG, L., CHIU, M. C. & WONG, H. Y., 2023, In: Scandinavian Actuarial Journal. 2023, 2, p. 123-152Research output: Contribution to journal › Articles › peer-review
2 Citations (Scopus) -
Pairs trading under delayed cointegration
YAN, T., CHIU, M. C. & WONG, H. Y., 2022, In: Quantitative Finance. 22, 9, p. 1627-1648Research output: Contribution to journal › Articles › peer-review
7 Citations (Scopus) -
FFT-network for bivariate Lévy option pricing
CHIU, M. C., WANG, W. & WONG, H. Y., Feb 2021, In: Japan Journal of Industrial and Applied Mathematics. 38, p. 323-352Research output: Contribution to journal › Articles › peer-review
1 Citation (Scopus)
Prizes
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The IMA Journal of Management Mathematics 2018 Best Paper Prize
CHIU, M. C. (Recipient) & WONG, H. Y. (Recipient), Nov 2018
Prize: Prizes / Awards