Ting Yu, PhD, CFA


Risk Manager, Westpac Australia

Honorary Research Fellow, School of Physics, University of Sydney, Australia

Email: tingyu.sz@gmail.com


Research Interest:  

Machine learning (deep learning and reinforcement learning), econometric forecasting, credit risk modelling, and portfolio management



PhD in Computing Science, Faculty of Information Technology, University of Technology, Sydney, Australia
Thesis: “Incorporating Prior Domain Knowledge into Inductive Machine Learning -- Its implementation in contemporary capital markets”




  1. Ting Yu, Nitesh Chawla, Simeon Simoff (Editors), Computational Intelligent Data Analysis for Sustainable Development, Chapman&Hall/CRC Data Mining and Knowledge Discovery Series, Taylor&Francis, USA, Apr 2013

Book Chapters

  1. Ting Yu, Manfred Lenzen, and Chris Dey, Large-scale Computational Modeling for Environmental Impact Assessment, Environmental Modeling for Sustainable Regional Development: System Approaches and Advanced Methods, Olej Vladimír, Obrsalova Ilona, Krupka Jiri, IGI Global, 2011
  2. Ting Yu, Simeon J. Simoff and Donald Stokes, Incorporating Prior Domain Knowledge into a Kernel Based Feature Selection. Advances in Knowledge Discovery and Data Mining, Lecture Notes in Artificial Intelligece, Volume 4426, May 2007.
  3. Ting Yu, John Debenham, Tony Jan, and Simeon Simoff, Combine Vector Quantization and Support Vector Machine for Imbalanced Datasets, in International Federation Information Processing, Volume 217, Artificial Intelligence in Theory and Practice, ed. M. Bramer, Boston: Springer, pp. 81-88, 2006.

Refereed Journal Articles

  1. Ting Yu, Julien Ugon, Wei Yu, A Modified Parallel Optimization System for Updating Large-size Time-evolving Flow Matrix, Information Sciences, Elsevier, 2012 (Impact Factor: 3.643, ERA Journal Ranking: B)
  2. Ting Yu, Simeon Simoff, and Tony Jan, VQSVM: A Case Study for Incorporating Prior Domain Knowledge into Inductive Machine Learning, Neurocomputing, Vol 73, Issues 13-15, pp. 2614-2623, Elsevier, August 2010 (Impact Factor: 1.634, ERA Journal Ranking: B)
  3. Ting Yu, Distributed Intelligence for Constructing Economic Models, International Journal of Organizational and Collective Intelligence, Vol 1, No 3, IGI Global, 2010

Refereed Conference Papers and other articles

  1. Ting Yu, A Case Study Of Risk Quantification in Mesoscopic Modelling Of Public Transport, The 36th Australasian Transport Research Forum (ATRF), Brisbane, 2-4 October, 2013 (ERA Conference Ranking: A)
  2. Ting Yu, Julien Ugon, and Manfred Lenzen, A Simple Parallel Projection Optimization Algorithm Estimating a Large-sized Input-Output Table for Environmental Impact Assessment, SIAM Conference on Data Mining (SDM10), Columbus Ohio, USA, 2010 (ERA Conference Ranking: A)
  3. Ting Yu, Manfred Lenzen, Chris Dey and Jeremy Badcock, Automatically Estimating and Updating Input-output Tables, 13th International Conference on Knowledge-Based and Intelligent Information & Engineering Systems (KES 2009), Santiago, Chile, 28-30 September 2009 (ERA Conference Ranking: B)
  4. Ting Yu, Manfred Lenzen and Blanca Gallego, An Intelligent System for Estimating a Large-size Matrix for Environmental Accounting, 23rd European Conference on Operational Research (Euro Conference) in Bonn, 2nd Jun 2009
  5. Ting Yu, Longbing Cao, Yuming Ou and Chengqi Zhang. Segmentation Algorithms in High Frequency Time-series Data. 6th International Conference on Computational Intelligence in Economics & Finance, The 2007 International Joint Conference on Information Science (JCIS 2007), Salt Lake City, Utah, USA, July 18 -24, 2007 (ERA Conference Ranking: C)
  6. Ting Yu, Simeon J. Simoff and Donald Stokes, Incorporating Prior Domain Knowledge into a Kernel Based Feature Selection. The 11th Pacific-Asia Conference on Knowledge Discovery and Data Mining (PAKDD 2007), Nanjing, China, 22-25 May 2007 (ERA Conference Ranking: A)
  7. Ting Yu, Tony Jan, Simeon Simoff and John Debenham. A Hierarchical VQSVM for Imbalanced Data Sets. The 2007 International Joint Conference on Neural Networks (IJCNN 2007) with IEEE Computational Intelligence Society, Orlando, Florida, USA, August 12-17, 2007 (ERA Conference Ranking: A)
  8. Ting Yu, Tony Jan, John Debenham and Simeon Simoff. Classify Unexpected News Impacts to Stock Price by Incorporating Time Series Analysis into Support VectorMachine. The 2006 International Joint Conference on Neural Networks (IJCNN 2006), 2006 IEEE World Congress on Computational Intelligence, 16-21 July, Vancouver, BC, Canada (ERA Conference Ranking: A)


Google Scholar http://scholar.google.com.au/citations?user=kFoOrUAAAAAJ&hl=en