Associate Professor Vincent Lee
BBus(Hons), BEng, MSc(EE),MBA,MBus(Accountancy), PhD,GCHE

Associate Professor


Phone +61 3 990 52360
Fax +613-99055159
Email
Homepage http://www.infotech.monash.edu.au/about/staff/Vincent-Lee
Vincent Lee

Teaching Commitment:

  1. FIT5159- IT for Finance Systems
  2. FIT3130- Network design and deployment
  3. FIT3051-Decision support for finance
  4. FIT2011-Decision support system fundamentals

Professional association:

  1. AAANZ (Australia)
  2. MSIM (Singapore)
  3. PEng(Singapore)
  4. C Eng (UK)

Research interest:

  1. Design and Analysis of Intelligent Data and Text Mining Algorithms;
  2. Decision Support and Business Intelligence Systems Design and Development;
  3. Evolutionary Computational Finance for Adaptive Portfolio Management;
  4. Multicriterion Decision Analysis and constrained optimization/satisficing;
  5. Inter-enterprise Risk Management System in Supply Chain Network (service science, service systems and service management);
  6. Study of Corporate Governance, Executive Compensation and Intellectual Capital.

Research publication:

  1. Barnes, M. B., Lee, V. C. S. (2007). An empirical study of AI-based multiple domain models for selecting attributes that drive company wealth, Soft Computing Journal, vol. 11, No. 12 (A Fusion of Foundations, Methodologies and Applications, 20 March (online first), ISSN 1432-7643(print October) 1433-7479, pp.1193-1198.
  2. Barnes, M. B., Lee, V. C. S. (2007). Feature Selection Techniques, Company Wealth Asessment and Intra-Sectoral Firm Behaviours, LNCS 4681-Advanced Intelligent Computing Theories and Applications, edited by De-Shuang Huang, Laurent Heutte, Marco Loog, ISSN 0302-9743, August, pp.134-146.
  3. Lee, V. C. S., Wong, H. T. (2007). A Multivariate Neurofuzzy System for Multicurrency Risk Management Decision Making, Neuro-Computing Journal, vol. 70, Issues 4-6, pp.942-951.
  4. Wan,Li, Ng, Wee-Keong, Han, Shuguo, Lee, V. C. S. (2007). Privacy-Preservation for Gradient Descent Methods, in Proceedings of 13th ACM SIGKDD International Conference on Knowledge Discovery for Gradient Descent Methods, KDD2007 Research Track Paper, Auguist 12-15, 2007, San Jose, CA, USA pp 775-783.
  5. Lee, V. C. S., Shao, Linyi (2006). Estimating Potential IT security level - An alternative quantitative approach, IEEE Security and Privacy Magazine, vol. 4, issue 6, 2006, pp.44-52.
  6. Kwok, T., Tan, T.Y, Lee, V.C. S. (2006). An Evolutionary finance approach to long-term equity portfolio strategy - some Australian evidence, Journal of Investment Strategy, vol. 2, pp. 43-48.
  7. Wu, Weiping, Lee, V. C. S., Tan, T. Y. (2006). Data preprocessing and data parsimony in corporate failure forecast modelsevidence from Australian materials industry, Accounting and Finance Journal, vol. 46, no.2, June 2006, pp. 327-345.
  8. Lee, V. C. S., Yang, Xingjian (2005). Development and Test of an Artificial Immune Abnormal Trading Detection System for Financial Market, Advances in Intelligent Computing, Lecture Notes in Computer Science, edited by De-Shuang Huang et al, August, ISSN 0302-9743, 10 pages.
  9. Lee, V. C. S., Sim, A. T. H., (2005). A Hybrid Artificial Intelligent-Based Criteria-Matching with Classification Algorithm, in forthcoming proceeding of ICNC-FSKD, Lecture Notes in Artificial Intelligence, LNAI, vol., ISSN 0302-9743, 10 pages.
  10. Fang, V., Lee, V. C. S., Lim, Y. C. (2005). Volatility Transmission between Stock and Bond Markets: Evidence from US and Australia, in forthcoming proceedings of International Conference on Intelligent Data Engineering and Automated Learning, Lecture Notes in Computer Science, ISSN 0302-9743, 8 pages.
  11. Wu, Weiping, Lee, V. C. S., Tan, T. Y. (2004). Data-preprocessing in AI-based Classification Models: Contributions of Domain Knowledge and Stacking Generalization, Lecture Notes in Artificial Intelligence, LNAI, vol. 3339, ISSN 0302-9743, pp.1049-1054.
  12. Lee, V. C. S., Sim, A. T. H. (2004). A Hybrid Fuzzy-Neuro Model for Preference-based Decision Analysis, proceedings of 5th International Conference on Intelligent Data Engineering and Automated Learning, Exeter in UK, Lecture Notes in Computer Science, LNCS 3177, ISSN 0302-9743, pp. 449-456.
  13. Phua, C., Alahakoon, D., Lee, V. C. S. (2004). Minority Report in Fraud Detection: Classification of Skewed Data, SIGKDD Explorations, Volume 6, Issue 1, pp. 50-59.
  14. Lee, V. C. S., Sim, A. T. H., (2004). An Algorithm for AI-based Model adaptation to Dynamic Data to appear in Lecture Notes in Computer Science, proceedings of 5th International Conference on Intelligent Data Engineering and Automated Learning, Exeter in UK, LNCS 3177, ISSN 0302-9743, pp. 232-240.
  15. Fang, V., Lee, V. C. S., (2004). Credit Risks of Interest Rate Swap - A Comparative Study of CIR and Monte Carlo Simulation Approach, Lecture Notes in Computer Science, proceedings of 5th International Conference on Intelligent Data Engineering and Automated Learning, Exeter in UK, LNCS 3177, ISSN 0302-9743, pp. 780-787.
  16. Denny, Lee, V.C. S., (2004). An Alternative Methodology for Mining Seasonal Pattern Using Self-Organising Map, PAKDD, LNAI 3056, Springer, ISSN 0302-9743, pp.424- 430.
  17. Fang, V., Lee, V. C. S., (2003). Testing the Expectations Hypothesis for interest rate term structure: Some Australian Evidence, Lecture Notes in Computer Science, ISSN 0302-9743, Springer, ISBN 3-540-40156-3, vol. 2669, pp.189-198.
  18. Lin, H. C., Lee, C. S., (2001). Enhanced FFT based parametric algorithm for simultaneous multiple harmonics analysis, IEE proceedings-Generation, Transmission and Distribution, ISSN 1350-2360, Institution of Electrical Engineers, London, UK, Vol. 148, May 2001, pp.209-214.
  19. Lee, C. S. ,Lin, H. C., (2001). An interactive framework for teaching power system harmonics, International Journal of Electrical Engineering Education, ISSN 0020-7209, Manchester, UK, Vol. 38/1, January, pp.45-53.
  20. Plus 90+ (from years 1987 to 2000)SCI/SSCI journal articles and refereed SCI-expanded conference proceedings(not listed here).

Biography:

Associate Professor Lee received his tertiary education in engineering (computer, adaptive signal processing, and telecommunications systems), business administration (strategic and operational IS planning and implementation strategy), and accountancy and finance in Australia, Singapore and United Kingdom. In his PhD research, he developed several data-driven algorithms for adaptive filtering (optimum signal processing using operations research and linear algebra techniques) of spurious time series and cross sectional data. In May 1973, he was awarded a joint merit scholarship by Ministry of Defence, Singapore and UK governments for one year full time specialised Avionic Systems Training at Royal Air Force College, Cranwell in UK.

Prior to starting his academic career, he has had 13 years of professional engineering, strategic and operational business management experience. He worked as business systems and technology consultant, and corporate planning managers for General Electric (USA), General Motors (USA), Delco Electronics (USA), Jardine Matheson (S.E.A), Ministry of Defence (Singapore and UK), Singapore National Productivity Board, and Singapore National Computer Board, mostly in Singapore. His industrial experience includes planning, design, and implementation avionic systems (radar, navigational and computer-controlled weapons) fitted on board military aircraft, IT and telecommunications networks (architecture and topology), adaptive interference rejection and capacity enhancement for mobile communications systems, business process re-engineering projects, accounting information systems, electronic production systems, and financial/business risk management with and without financial derivatives.

Before joining the School of Business Systems of Monash University in Semester 2, 2001, he has had 15 years of tertiary teaching with three other universities in Australia and Singapore, research and supervision of research masters and PhD students from inception to completion. He has taught courses for industrial professionals, undergraduate and postgraduate students on adaptive signal processing, telecommunications network design and management, information theory and applied coding, financial accounting, financial modelling, computational intelligence techniques for investments and portfolio management, Internet Protocol for computer and communication internetworking, and technology management.

He is one of teaching and research active academic staff. His current research includes: complex (interdisciplinary multiparadigm) adaptive systems (including artificial immune systems) for operational and financial risk management, data and text mining of business intelligence, multicriterion intelligent (hybrid intelligent system techniques - GA, GP, NN, SVM, EC, and Fuzzy Logic - for integration of knowledge extraction, data and text mining) decision support systems, behavioural based asset pricing models, evolutionary portfolio theory (dynamic asset valuation and allocation) in finance, information security investment modelling and evaluation. His teaching philosophy focuses on the use of problem-solving methodology.

Lee is first Chief Investigator(CI) for one ARC DP and two ARC Linkage grants.

-------------------------------------------------------------------------------- Email vincent.lee@infotech.monash.edu.au, Phone +61 3 9905 2360 Fax +61 3 9905 5159 Location Building 63 - Room 133A

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