Education:

• 2000/07 - 2002/07, M. Sc., Computer Science, School of Computing, National University of Singapore, Singapore

• 1996/09 - 2000/07, B. Sc., Management Information System, Department of Management Science, School of Management, Fudan University, Shanghai, China

Working Experience:

        2002/09 - 2006/07, The Logistics Institute - Asia Pacific, Research Engineer, Singapore

Research Interest:

• Financial Engineering, Computational Finance

• Portfolio Risk Management

• Time Series Analysis and Forecast

• Logistics and Supply Chain Management

Publications:

• H.C. Lau, H. Song, C.T. See, S.Y. Cheng, "Evaluation of Time-Dependent Availability in Multi-Echelon Spare Parts Systems with Passivation", European Journal of Operational Research, 170(2006), 91-105

• H.C. Lau, H. Song, "Two-Echelon Repairable Item Inventory System with Limited Repair Capacity under Nonstationary Demands", Decision Science Institute (DSI), Boston MA, USA, November 2004

• H.C. Lau, H. Song, "Evaluation of Time-Varying Availability in Multi-Echelon Inventory System with Combat Damage", IEEE Conference on Automation Science & Engineering (IEEE – CASE), Edmonton AB, Canada, August 2005

• H. Song, H.C. Lau, "Periodic Resource Reallocation in Multi-Echelon Repairable Item Inventory Systems", EEE Conference on Automation Science & Engineering (IEEE – CASE), Shanghai, China, October 2006

• H.C. Lau, H. Song, "Integrated Spares and Resources Allocation for Corrective Maintenance under Nonstationary Demands", the 6^th Asia-Pacific Military Operations Research Symposium (AMORS), Singapore, 2002

Professional Memberships:

• 2003 - 2004, member, INFORMS (Institute for Operations Research and the Management Sciences)

• 2004 - 2005, member, DSI (Decision Science Institute)

Awards and Honors:

• STAR AWARD, National IQC (Innovative Quality Circle) 2006, Singapore

• NUS Research Scholarship, National University of Singapore, Singapore, 2000 – 2002

• Scholarships every semester for 4 years, Fudan University, Shanghai, China, 1996 – 2000

• Excellent Graduate Award, Fudan University, Shanghai, China, 2000

• Coca Cola Scholarship, Fudan University, Shanghai, China, 1999

• Xu Zengshou Scholarship, Fudan University, Shanghai, China, 1998

• The 3^rd prize of the 14^th AIME (American Invitational Mathematics Examination), Shanghai area, 1996

• The 3^rd prize of the "Hope Cup" National Mathematics Contest, China, 1994

Other links:

• Trading Strategies Analysis Tool with Options
  This is a trading strategy analysis tool with options investment for one asset vanilla options. By using a strategy, investors can combine a set of options to take advantage of the stock price movement and hedge risk.
• Master Project: Leaders-in-Logistics, Optimization of Resources for Corrective Maintenance for Airplane Systems
  I developed a new model and an algorithm. I implemented the system for inventory optimization in C++. Here is some part of Class Diagram
• Resource Optimization System
  The algorithm is implemented in C++. And I also developed a GUI in VB.NET. Here are some screenshots.
• National Science Foundation Award Search