Kelvin K. Kan

Publication Activity (10 Years)

Years Active: 2018-2021
Publications (10 Years): 5

Top Topics

Integer Program

Set Covering Problem

Top Venues

J. Math. Imaging Vis.

SIAM J. Sci. Comput.

Algorithmic Finance

Publications

Kelvin K. Kan, Samy Wu Fung, Lars Ruthotto
PNKH-B: A Projected Newton-Krylov Method for Large-Scale Bound-Constrained Optimization. SIAM J. Sci. Comput. 43 (5) (2021)
Kelvin K. Kan, James G. Nagy, Lars Ruthotto
Avoiding The Double Descent Phenomenon of Random Feature Models Using Hybrid Regularization. CoRR (2020)
Raymond H. Chan, Kelvin K. Kan, Mila Nikolova, Robert J. Plemmons
A two-stage method for spectral-spatial classification of hyperspectral images. J. Math. Imaging Vis. 62 (6-7) (2020)
Kelvin K. Kan, Samy Wu Fung, Lars Ruthotto
PNKH-B: A Projected Newton-Krylov Method for Large-Scale Bound-Constrained Optimization. CoRR (2020)
Raymond H. Chan, Kelvin K. Kan, Alfred K. Ma
An integer programming based strategy for Asian-style futures arbitrage over the settlement period. Algorithmic Finance 7 (1-2) (2018)