KC Chang

Publication Activity (10 Years)

Years Active: 2010-2019
Publications (10 Years): 13

Top Topics

Asset Allocation

Portfolio Optimization

Trading Strategies

Top Venues

Publications

Jiayang Yu, Tuan Le, KC Chang, Sabyasachi Guharay
Fusing Economic Indicators for Portfolio Optimization - A Simulation-Based Approach. FUSION (2019)
Shozo Mori, Chee-Yee Chong, KC Chang
Distributed Multiple Hypothesis Tracking in Finite Point Process Formalism: A Simple Two Station Case. FUSION (2019)
Sabyasachi Guharay, KC Chang, Jie Xu
Flexible Expected Shortfall Estimation Using Parametric & Non-Parametric Methods with Applications in Finance, Insurance & Climatology. FUSION (2019)
Ran Ji, KC Chang, Zhenlong Jiang
Risk-Aversion Adjusted Portfolio Optimization with Predictive Modeling. FUSION (2019)
Sabyasachi Guharay, KC Chang, Jie Xu
Estimation of Value-at-Risk Using Mixture Copula Model for Heavy-Tailed Operational Risk Losses in Financial, Insurance & Climatological Data. FUSION (2018)
Sabyasachi Guharay, KC Chang, Jie Xu
Flexible estimation of risk metric using copula model for the joint severity-frequency loss framework. FUSION (2017)
KC Chang, Zhi Tian, Jiayang Yu
Dynamic asset allocation - Chasing a moving target. FUSION (2017)
KC Chang, Zhi Tian
Optimal asset allocation with mutual information. FUSION (2016)
Sabyasachi Guharay, KC Chang, Jie Xu
Robust estimation of value-at-risk through correlated frequency and severity model. FUSION (2016)
Sabyasachi Guharay, KC Chang
Application of bayesian simulation framework in quantitatively measuring presence of competition in living species. WSC (2015)
Kelin Lu, KC Chang, Rui Zhou
The exact algorithm for multi-sensor asynchronous track-to-track fusion. FUSION (2015)
KC Chang, Zhi Tian
Market analysis and trading strategies with Bayesian networks. FUSION (2015)
Sabyasachi Guharay, KC Chang
An application of data fusion techniques in quantitative operational risk management. FUSION (2015)
Feng Lin, Chunyan Zhou, KC Chang
Convergence rate analysis of allied genetic algorithm. CDC (2010)