Department of Economics and Finance | Staff List

Prof. TUNG Kwong Kwai Humphrey (董廣貴博士)

PhD - Theoretical High Energy Physics
BSc - Physics

Adjunct Professor

E-mail:
humphrey@cityu.edu.hk

Journal Publications and Reviews
Tung, Humphrey K.K. / Pricing American Put Options Using the Mean Value Theorem. August 2016; In: Journal of Futures Markets. Vol. 36, No. 8, pp. 793-815 Tung, Humphrey KK; Wong, Michael CS / On the formulation of credit barrier model using radial basis functions. September 2014; In: Journal of the Operational Research Society. Vol. 65, No. 9, pp. 1437-1452 Tung, H. K K; Wong, M. C S / Financial risk forecasting with nonlinear dynamics and support vector regression. May 2009; In: Journal of the Operational Research Society. Vol. 60, No. 5, pp. 685-695

Journal Publications and Reviews

Tung, Humphrey K.K. / Pricing American Put Options Using the Mean Value Theorem. August 2016; In: Journal of Futures Markets. Vol. 36, No. 8, pp. 793-815
Tung, Humphrey KK; Wong, Michael CS / On the formulation of credit barrier model using radial basis functions. September 2014; In: Journal of the Operational Research Society. Vol. 65, No. 9, pp. 1437-1452
Tung, H. K K; Wong, M. C S / Financial risk forecasting with nonlinear dynamics and support vector regression. May 2009; In: Journal of the Operational Research Society. Vol. 60, No. 5, pp. 685-695

Chapters, Conference Papers, Creative and Literary Works
Tung, Humphrey K. K.; Wong, Michael C. S. / Financial Risk Forecasting with Non-Stationarity. 2011; Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models. pp. 28-50

Scholarly Books, Monographs, Reports and Case Studies
LAI, Chi Fai; TUNG, Kwong Kwai; WONG, Chak Sham Michael; Ng, Stephen / Professional Financial Computing Using Excel & VBA. June 2010;