Concepedia

Shu Tong Tse

ST

5

Publications

250

Citations

5

H-Index

2010

Active since

Affiliations

University of Waterloo(Current)

Morgan Stanley (United States)

Shu Tong Tse is an author at University of Waterloo specializing in engineering, approximation theory, and mathematical programming.

Top concepts

EngineeringFinanceBusinessEconomicsData ScienceInverse ProblemsOperations ResearchApproximation TheoryMathematical ProgrammingUncertainty Quantification

Publications per year

2010–2014

5

Publications

5

Optimal trade execution: A mean quadratic variation approach

Peter Forsyth, J. S. Kennedy, Shu Tong Tse et al. · Journal of Economic Dynamics and Control · 2012 · 165 citations

Mathematical Programming, Economics, Engineering +10

Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies

Shu Tong Tse, Peter Forsyth, J. S. Kennedy et al. · Applied Mathematical Finance · 2013 · 41 citations

Liquidation Profiles, Portfolio Choice, Financial Mathematics +21

Preservation of Scalarization Optimal Points in the Embedding Technique for Continuous Time Mean Variance Optimization

Shu Tong Tse, Peter Forsyth, Yuying Li · SIAM Journal on Control and Optimization · 2014 · 17 citations

Mathematical Programming, Large-scale Global Optimization, Engineering +17

Low-bias simulation scheme for the Heston model by Inverse Gaussian approximation

Shu Tong Tse, Justin W. L. Wan · Quantitative Finance · 2012 · 15 citations

Numerical Analysis, Engineering, Accurate Sampling +18

Local behavior of smooth functions for the energy Laplacian on the Sierpinski gasket

Robert S. Strichartz, Shu Tong Tse · Analysis · 2010 · 12 citations

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