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Kelvin Kan
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A two-stage method for spectral–spatial classification of hyperspectral images
RH Chan, KK Kan, M Nikolova, RJ Plemmons
Journal of Mathematical Imaging and Vision 62 (6), 790–807, 2020
312020
Learning quantile functions without quantile crossing for distribution-free time series forecasting
Y Park, D Maddix, FX Aubet, K Kan, J Gasthaus, Y Wang
International Conference on Artificial Intelligence and Statistics, 8127-8150, 2022
202022
Multivariate quantile function forecaster
K Kan, FX Aubet, T Januschowski, Y Park, K Benidis, L Ruthotto, ...
International Conference on Artificial Intelligence and Statistics, 10603-10621, 2022
122022
PNKH-B: A Projected Newton-Krylov Method for Large-Scale Bound-Constrained Optimization
K Kan, SW Fung, L Ruthotto
SIAM Journal on Scientific Computing 43 (5), S704-S726, 2021
102021
Avoiding The Double Descent Phenomenon of Random Feature Models Using Hybrid Regularization
K Kan, JG Nagy, L Ruthotto
arXiv preprint arXiv:2012.06667, 2020
22020
An upper bound for ex-post Sharpe ratio with application in performance measurement
RH Chan, KK Kan, AK Ma
The Journal of Performance Measurement 22 (1), 7-19, 2017
12017
Computation of Implementation Shortfall for Algorithmic Trading by Sequence Alignment
R Chan, K Kan, A Ma
The Journal of Financial Data Science 1 (3), 88-97, 2019
2019
An integer programming based strategy for Asian-style futures arbitrage over the settlement period
RH Chan, KK Kan, AK Ma
Algorithmic Finance 7 (1-2), 31-42, 2018
2018
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Articles 1–8