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  • Dr. Chu Chun Fai Carlin 朱振輝博士

    BEng (Hons) CUHK, MPhil CUHK, PhD CUHK
    CStat, MIEEE
    Assistant Professor
    School of Science and Technology
    Tel: 27686876

    Biography

    Carlin received his B.Eng. (Systems Eng & Eng Mgt, first class honor), M.Phil. (Decision Sciences & Managerial Economics), and Ph.D. (Systems Eng & Eng Mgt) from the Chinese University of Hong Kong respectively. He worked in an IT outsourcing company for banking industry before starting his teaching career as a Lecturer in 2001. His research interests include Data mining, Financial modeling (high-frequency intraday volatility) and Statistical computations. 

    Other Professional Certifications
    • SAS Certified Predictive Modeler using SAS Enterprise Miner
    • Practicing Certificate – Securities & Derivatives (Hong Kong Security Institute)
    • Oracle Certified Professional(DBA)
    • Sun Certified Programmer for Java
    • Microsoft Certified Professional
    Honours and Awards
    • Outstanding supervisor award, Contemporary Undergraduate Mathematical Contest in Modelling 中国大学生数学建模竞赛 in 2017 (Organizer: CSIAM & Mathworks)
    • SSRN Top Ten download (Behavioral & Experimental Finance) in Feb 2017
    • Outstanding supervisor award, IBM Mainframe Program Contest in Dec 2012
    Publications (Journal article & Conference Proceeding/Presentation)
    • Carlin CF Chu and PK Chan, “Mining profitable high frequency pairs trading Forex signal using copula and deep neural network”, 19th IEEE/ACIS International Conference on Software Engineering, Artificial Intelligence, Networking and Parallel/Distributed Computing (SNPD), 27-29 Jun 2018.
    • PK Chan and Carlin CF Chu, “Copula Method for High Frequency Pair Trading - A Case Study of Forex Market”. 17th Asia-Pacific Conference on Global Business, Economics, Finance & Social Sciences, 19-20 Jan 2018
    • Carlin CF Chu, “Big Data and Machine Learning Models in Quantitative Finance”. Invited Lecture, 17th Asia-Pacific Conference on Global Business, Economics, Finance & Social Sciences, 19-20 Jan 2018.
    • Carlin CF Chu, “Asymmetry between uptrend and downtrend identification: a tale of moving average trading strategy”. International Journal of Applied Business and Economic Research, Vol. 15, 2017: 163-176.
    • 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 International Conference on Intelligent Sustainable Systems (ICISS), 7-8 Dec 2017.
    • Nathan Wan, Rongle Liang, Kevin Hung, Sheung-On Choy, Carlin Chu, Douglas Ng, Ho-Yuen Cheung, and Daniel H.K. Chow , “Development and Evaluation of a Haptic-based Upper-limb Orthosis for Rehabilitation”. 5th IEEE ICICI-BME International Conference on Instrumentation, Communication, Information Technology, and Biomedical Engineering, 6-7 Nov 2017.
    • Liang Rongle, Nathan Wan, Kevin Hung, Sheung-On Choy, Carlin Chu, Douglas Ng and Daniel H.K. Chow, “Development of an Upper-limb Orthosis with Force Haptic Feedback for Rehabilitation”. 11th IEEE EMBS International Summer School and Symposium on Medical Devices and Biosensors, 8-10 Jul 2017.
    • Carlin CF Chu, SC Yuen, “Prediction of Chlorophyll-a concentration using Artificial Neural Network and Long Short-Term Memory network”. International Conference on Engineering and Applied Sciences (ICEAS 2017), 4-6 Jul 2017.
    • Carlin CF Chu, “On deep machine learning & time series models: A case study with the use of Keras”. 1st International Conference on Econometrics and Statistics (EcoSta2017), 15-17 Jun 2017.
    • Carlin CF Chu, “Emerging Trends and Models in Quantitative Finance”. Invited Lecture, 10th Asia-Pacific Conference on Global Business, Economics, Finance and Social Sciences, 20-22 Jan 2017.
    • Carlin CF Chu, “A Tale of moving average technical trading strategy - an empirical study on developed financial markets”. 10th Asia-Pacific Conference on Global Business, Economics, Finance and Social Sciences, 20-22 Jan 2017.
    • Kevin Hung, Nathan Wan, Sheung-On Choy, Carlin Chu, Daniel H.K. Chow , “Design of an Exergaming System with Haptic Feedback for the Investigation of Energy Expenditure and Muscle Activities”. IEEE International Conference on Industrial Informatics, 18-21 Jul 2016.
    • Carlin CF Chu and PK Chan, “Feature extractions with ICA and PCA on financial signals for modeling stock market volatilities”. International Conference on Engineering and Applied Sciences, 8-10 Jun 2016, Hong Kong.
    • 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) Conference 2015, 15-18 Dec 2015, Sydney.
    • James Caldwell, Carlin Chu and Douglas Ng, “Numerical Solution of Stefan Problems by Variable Space Grid Method”. The 8th International Congress on Industrial & Applied Mathematics, 10-14 Aug 2015, Beijing.

    Teaching Areas & Research Interests

    • Data Mining
    • Financial Engineering
    • Optimization
    • Intraday volatility modeling

    Selected Professional & Community Services

    • Journal articale reviewer: Econometrics and Statistics (2017), Applied Economics (2015 & 2017), Asia-Pacific Financial Markets (2015-16), Applied Financial Economics (2013-14), Journal of International Financial Markets, Institutions & Money (2011)
    • Organizer of IIDS research workshops on Financial and Economic Analytics
    • Technical committee of 10th International Conference on E-Education, E-Business, E-Management and E-Learning (IC4E) 2019
    • Invited Lecture: Big Data and Machine Learning Models in Quantitative Finance, 17th Asia-Pacific Conference on Global Business, Economics, Finance & Social Sciences, 2018
    • Technical committee of 4th International Conference on Industrial and Business Engineering (ICIBE) 2018
    • Technical committee of International Conference on E-business and Mobile Commerce (ICEMC) 2018
    • Scientific Advisory & Review Board member of 17th Asia-Pacific Conference on Global Business, Economics, Finance & Social Sciences 2018
    • Technical committee of International Conference on Software and e-Business (ICSEB) 2017, 2018
    • Invited Lecture: Emerging Trends and Models in Quantitative Finance, 10th Asia-Pacific Conference on Global Business, Economics, Finance and Social Sciences, 2017

    Further Information

    Link to personal homepage

    Modified Date: Feb 25, 2019
    Edit Profile

    Home > People > Dr. Chu Chun Fai Carlin 朱振輝博士

    Dr. Chu Chun Fai Carlin 朱振輝博士

    BEng (Hons) CUHK, MPhil CUHK, PhD CUHK
    CStat, MIEEE

    Assistant Professor
    School of Science and Technology

    Email: ccfchu@ouhk.edu.hk
    Tel: 27686876

    Biography

    Carlin received his B.Eng. (Systems Eng & Eng Mgt, first class honor), M.Phil. (Decision Sciences & Managerial Economics), and Ph.D. (Systems Eng & Eng Mgt) from the Chinese University of Hong Kong respectively. He worked in an IT outsourcing company for banking industry before starting his teaching career as a Lecturer in 2001. His research interests include Data mining, Financial modeling (high-frequency intraday volatility) and Statistical computations. 

    Other Professional Certifications
    • SAS Certified Predictive Modeler using SAS Enterprise Miner
    • Practicing Certificate – Securities & Derivatives (Hong Kong Security Institute)
    • Oracle Certified Professional(DBA)
    • Sun Certified Programmer for Java
    • Microsoft Certified Professional
    Honours and Awards
    • Outstanding supervisor award, Contemporary Undergraduate Mathematical Contest in Modelling 中国大学生数学建模竞赛 in 2017 (Organizer: CSIAM & Mathworks)
    • SSRN Top Ten download (Behavioral & Experimental Finance) in Feb 2017
    • Outstanding supervisor award, IBM Mainframe Program Contest in Dec 2012
    Publications (Journal article & Conference Proceeding/Presentation)
    • Carlin CF Chu and PK Chan, “Mining profitable high frequency pairs trading Forex signal using copula and deep neural network”, 19th IEEE/ACIS International Conference on Software Engineering, Artificial Intelligence, Networking and Parallel/Distributed Computing (SNPD), 27-29 Jun 2018.
    • PK Chan and Carlin CF Chu, “Copula Method for High Frequency Pair Trading - A Case Study of Forex Market”. 17th Asia-Pacific Conference on Global Business, Economics, Finance & Social Sciences, 19-20 Jan 2018
    • Carlin CF Chu, “Big Data and Machine Learning Models in Quantitative Finance”. Invited Lecture, 17th Asia-Pacific Conference on Global Business, Economics, Finance & Social Sciences, 19-20 Jan 2018.
    • Carlin CF Chu, “Asymmetry between uptrend and downtrend identification: a tale of moving average trading strategy”. International Journal of Applied Business and Economic Research, Vol. 15, 2017: 163-176.
    • 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 International Conference on Intelligent Sustainable Systems (ICISS), 7-8 Dec 2017.
    • Nathan Wan, Rongle Liang, Kevin Hung, Sheung-On Choy, Carlin Chu, Douglas Ng, Ho-Yuen Cheung, and Daniel H.K. Chow , “Development and Evaluation of a Haptic-based Upper-limb Orthosis for Rehabilitation”. 5th IEEE ICICI-BME International Conference on Instrumentation, Communication, Information Technology, and Biomedical Engineering, 6-7 Nov 2017.
    • Liang Rongle, Nathan Wan, Kevin Hung, Sheung-On Choy, Carlin Chu, Douglas Ng and Daniel H.K. Chow, “Development of an Upper-limb Orthosis with Force Haptic Feedback for Rehabilitation”. 11th IEEE EMBS International Summer School and Symposium on Medical Devices and Biosensors, 8-10 Jul 2017.
    • Carlin CF Chu, SC Yuen, “Prediction of Chlorophyll-a concentration using Artificial Neural Network and Long Short-Term Memory network”. International Conference on Engineering and Applied Sciences (ICEAS 2017), 4-6 Jul 2017.
    • Carlin CF Chu, “On deep machine learning & time series models: A case study with the use of Keras”. 1st International Conference on Econometrics and Statistics (EcoSta2017), 15-17 Jun 2017.
    • Carlin CF Chu, “Emerging Trends and Models in Quantitative Finance”. Invited Lecture, 10th Asia-Pacific Conference on Global Business, Economics, Finance and Social Sciences, 20-22 Jan 2017.
    • Carlin CF Chu, “A Tale of moving average technical trading strategy - an empirical study on developed financial markets”. 10th Asia-Pacific Conference on Global Business, Economics, Finance and Social Sciences, 20-22 Jan 2017.
    • Kevin Hung, Nathan Wan, Sheung-On Choy, Carlin Chu, Daniel H.K. Chow , “Design of an Exergaming System with Haptic Feedback for the Investigation of Energy Expenditure and Muscle Activities”. IEEE International Conference on Industrial Informatics, 18-21 Jul 2016.
    • Carlin CF Chu and PK Chan, “Feature extractions with ICA and PCA on financial signals for modeling stock market volatilities”. International Conference on Engineering and Applied Sciences, 8-10 Jun 2016, Hong Kong.
    • 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) Conference 2015, 15-18 Dec 2015, Sydney.
    • James Caldwell, Carlin Chu and Douglas Ng, “Numerical Solution of Stefan Problems by Variable Space Grid Method”. The 8th International Congress on Industrial & Applied Mathematics, 10-14 Aug 2015, Beijing.

    Teaching Areas & Research Interests

    • Data Mining
    • Financial Engineering
    • Optimization
    • Intraday volatility modeling

    Selected Professional & Community Services

    • Journal articale reviewer: Econometrics and Statistics (2017), Applied Economics (2015 & 2017), Asia-Pacific Financial Markets (2015-16), Applied Financial Economics (2013-14), Journal of International Financial Markets, Institutions & Money (2011)
    • Organizer of IIDS research workshops on Financial and Economic Analytics
    • Technical committee of 10th International Conference on E-Education, E-Business, E-Management and E-Learning (IC4E) 2019
    • Invited Lecture: Big Data and Machine Learning Models in Quantitative Finance, 17th Asia-Pacific Conference on Global Business, Economics, Finance & Social Sciences, 2018
    • Technical committee of 4th International Conference on Industrial and Business Engineering (ICIBE) 2018
    • Technical committee of International Conference on E-business and Mobile Commerce (ICEMC) 2018
    • Scientific Advisory & Review Board member of 17th Asia-Pacific Conference on Global Business, Economics, Finance & Social Sciences 2018
    • Technical committee of International Conference on Software and e-Business (ICSEB) 2017, 2018
    • Invited Lecture: Emerging Trends and Models in Quantitative Finance, 10th Asia-Pacific Conference on Global Business, Economics, Finance and Social Sciences, 2017

    Further Information

    Link to personal homepage

    Modified Date: Feb 25, 2019
    Edit Profile

     
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