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Writing Author

5 articles

Ken Yiu

2017

  1. Transforming a QP Problem to an SOCP Problem SuanShu · Ken Yiu

2013

  1. Solving the "Corner Solution Problem" of Portfolio Optimization AlgoQuant · Ken Yiu
  2. Mean-Variance Portfolio Optimization When Means And Covariances Are Unknown AlgoQuant · Ken Yiu

2012

  1. Bloomberg Tick-By-Tick Data Download AlgoQuant · Ken Yiu
  2. Using SuanShu on Amazon EC2 SuanShu · Ken Yiu