报告人：   Dr. Wai-Ki CHING

报告时间：2008年10月31日（周五） 上午9：00-10：30

报告地点：主楼301

报告题目：Hidden Markov Models and Their Applications in Problems in Management Sciences

邀请人：    系统工程研究所 黄敏教授

报告摘要：

HMMs are very useful models and have a lot of applications in different area such as Speech Recognitions, Computer Vision and Bioinformatics. Recently applications to Management Sciences and Finance can also be found in literature. In this talk, I will introduce the basic idea of Hidden Markov Models (HMMs). Apart from the standard HMM, I will also introduce two more variations of HMMs. A number of applications including machine failure detection, customers classification and analysis of default data in a network of sectors of bonds will be discussed.

主讲人简介： 

Dr. Wai-Ki CHING现任教于香港大学数学系。他于香港大学获学士和硕士学位，于香港中文大学获博士学位。曾在英国剑桥大学做博士后研究，并任教于英国南安普敦大学（University of Southampton）。在国际期刊和会议上发表论文160余篇。任 Mathematical Modeling and Applied Computing主编和 Journal of Applied Mathematics and Decision Sciences副主编。他的主要研究方向为:

   Stochastic models in production and service industry.

   Optimization: numerical algorithms and applications.

   Mathematical and Computational Biology.

   Computational Finance.