|Research InterestsSelected PublicationsSelected Professional ServicesResearch GrantSelected Awards|
|Machine Learning, Statistical Computing, Data Mining, Time series modelling, Operations Research|
- Carlin CF Chu and PK Chan. “Feature selection using approximated high-order interaction components of the Shapley value for boosted tree classifier”, IEEE Access, Vol. 8: 112742-112750 (2020).
- Simon SW Li, Carlin CF Chu and Daniel HK Chow. “EMG-based lumbosacral joint compression force prediction using a support vector machine”, Medical Engineering and Physics, Vol. 74: 115–120 (2019).
- TH Cheng, KL Li, CL Wong, SY Lau, CL Ng and Carlin CF Chu. “Identification of pairs trading opportunities using copula-based conditional probabilities and machine learning models”, 3rd Int Conf on Econometrics and Statistics (EcoSta2019), 25-27 June (2019).
- Carlin CF Chu and PK Chan. “Decomposition of high frequency Forex signals for Copula based pairs trading strategy with Support Vector Regression”, 12th Int Conf on Computational and Financial Econometrics, 14-16 Dec (2018).
- Carlin CF Chu and PK Chan. “Mining profitable high frequency pairs trading Forex signal using copula and deep neural network”, 19th IEEE/ACIS Int Conf on Software Engineering, Artificial Intelligence, Networking and Parallel/Distributed Computing (SNPD), 27-29 Jun (2018).
- Carlin CF Chu, SC Yuen and YK Wong. “Deep neural network for marine water quality classification with the consideration of coastal current circulation effect”, IEEE Int Conf on Intelligent Sustainable Systems (ICISS), 7-8 Dec (2017).
- Carlin CF Chu and SC Yuen, “Prediction of Chlorophyll-a concentration using Artificial Neural Network and Long Short-Term Memory network”, Int Conf on Engineering and Applied Sciences, 4-6 Jul (2017).
- Carlin CF Chu. “On deep machine learning & time series models: A case study with the use of Keras”, 1st Intl Conf on Econometrics and Statistics (EcoSta2017), 15-17 Jun (2017).
- Carlin CF Chu. “Does information from cross-listed markets help modeling stock volatility? An empirical study on companies listed on Hong Kong, Shanghai and NYSE”, Quantitative Methods in Finance (QMF) Conf, Sydney 15-18 Dec (2015).
- James Caldwell, Carlin Chu and Douglas Ng. “Numerical Solution of Stefan Problems by Variable Space Grid Method”, 8th Int Congress on Industrial & Applied Mathematics, Beijing10-14 Aug (2015).
|TopSelected Professional Services|
- Reviewer for several international journals including IEEE Access, Applied Economics, Econometrics and Statistics, and Journal of International Financial Markets, Institutions & Money, etc. Technical committee members for 10+ international conferences.
- Invited speaker, “Big Data and Machine Learning Models in Quantitative Finance”, 17th Asia-Pacific Conference on Global Business, Economics, Finance & Social Sciences, 19-20 Jan 2018.
- Invited speaker, “Emerging Trends and Models in Quantitative Finance”, 10th Asia-Pacific Conference on Global Business, Economics, Finance and Social Sciences, 20-22 Jan 2017.
- Co-I, “Recent Developments in Business Analytics and New Research Directions”, Research Grant Committee, Project No: UGC/IIDS14/P01/17. HKD 403,750, Aug 2017 - 2018
- PI, “Investigation of Algal Bloom Prediction Models on Hong Kong Marine Zones Using Unevenly-spaced Data”, Katie Shu Sui Pui Charitable Trust Research and Publication Fund, Project No: KS2016/2.1. HKD 99,998, Sep 2017 - Aug 2018
- Co-I, “Development of an Exergaming System with Haptic Feedback for the Investigation of Energy Expenditure and Muscle Activities during Sports Training”, Research Grant Committee, Project No: UGC/FDS16/M02/14. HKD 663,000, Jan 2016 -Dec 2017
- Co-I, “Development of an Android-based Smart-Tablet-Aided Diagnosis / Evaluation Programme for Intensity-Modulated Radiotherapy Treatment Planning”, OUHK research and development grant, Project No: 2015/1.12. HKD 125,000, Feb 2016 - Sep 2017
- Outstanding supervisor award, CUMCM contest, 2017
- Outstanding supervisor award, IBM Programming contest, 2012
- The most student-caring teacher award, 2003