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1

A Dynamic Fuzzy Money Management Approach for Controlling the Intraday Risk-Adjusted Performance of AI Trading Algorithms

Vella, Vince, Ng, Wing Lon

Journal:

Intelligent Systems in Accounting, Finance and Management

Year:

2015

Language:

english

File:

PDF, 1.62 MB

english, 2015

2

Intraday high-frequency FX trading with adaptive neuro-fuzzy inference systems

Kablan, Abdalla, Ng, Wing Lon

Journal:

International Journal of Financial Markets and Derivatives

Year:

2011

Language:

english

File:

PDF, 713 KB

english, 2011

3

Intraday liquidity patterns in limit order books

Malik, Azeem, Lon Ng, Wing

Journal:

Studies in Economics and Finance

Year:

2014

Language:

english

File:

PDF, 658 KB

english, 2014

4

Improving Risk-adjusted Performance in High Frequency Trading Using Interval Type-2 Fuzzy Logic

Vella, Vince, Lon Ng, Wing

Journal:

Expert Systems with Applications

Year:

2016

Language:

english

File:

PDF, 9.94 MB

english, 2016

5

Minimizing Basel III Capital Requirements with Unconditional Coverage Constraint

Kleinknecht, Manuel, Ng, Wing Lon

Journal:

Intelligent Systems in Accounting, Finance and Management

Year:

2015

Language:

english

File:

PDF, 2.95 MB

english, 2015

6

Nonlinearities in stochastic clocks: trades and volume as subordinators of electronic markets

Velasco–Fuentes, Rafael, Ng, Wing Lon

Journal:

Quantitative Finance

Year:

2011

Language:

english

File:

PDF, 1.01 MB

english, 2011

7

PERIODICITIES OF FOREIGN EXCHANGE MARKETS AND THE DIRECTIONAL CHANGE POWER LAW

Giampaoli, Iacopo, Ng, Wing Lon, Constantinou, Nick

Journal:

Intelligent Systems in Accounting, Finance and Management

Year:

2013

Language:

english

File:

PDF, 2.72 MB

english, 2013

8

[IEEE 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - London, UK (2014.3.27-2014.3.28)] 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - Enhancing intraday trading performance of Neural Network using dynamic volatility clustering fuzzy filter

Vella, Vince, Ng, Wing Lon

Year:

2014

Language:

english

File:

PDF, 1.14 MB

english, 2014

9

Analysing financial contagion and asymmetric market dependence with volatility indices via copulas

Yue Peng, Wing Lon Ng

Journal:

Annals of Finance

Year:

2012

Language:

english

File:

PDF, 1.14 MB

english, 2012

10

Analysis of ultra-high-frequency financial data using advanced Fourier transforms

Iacopo Giampaoli, Wing Lon Ng, Nick Constantinou

Journal:

Finance Research Letters

Year:

2009

Language:

english

File:

PDF, 308 KB

english, 2009

11

Analysing liquidity and absorption limits of electronic markets with volume durations

Journal:

Quantitative Finance

Year:

2008

Language:

english

File:

PDF, 546 KB

english, 2008

12

Enhancing risk-adjusted performance of stock market intraday trading with Neuro-Fuzzy systems

Vella, Vince, Ng, Wing Lon

Journal:

Year:

2014

Language:

english

File:

PDF, 3.35 MB

english, 2014

13

Nonparametric estimation of general multivariate tail dependence and applications to financial time series

Salazar, Yuri, Ng, Wing Lon

Journal:

Statistical Methods & Applications

Year:

2015

Language:

english

File:

PDF, 543 KB

english, 2015

14

Enhancing credit default swap valuation with meshfree methods

Alexander Guarin, Xiaoquan Liu, Wing Lon Ng

Journal:

European Journal of Operational Research

Year:

2011

Language:

english

File:

PDF, 1.05 MB

english, 2011

15

The SCoD Model: Analyzing Durations with a Semiparametric Copula Approach

CORNELIA SAVU, WING LON NG

Journal:

International Review of Finance

Year:

2005

Language:

english

File:

PDF, 210 KB

english, 2005

16

DYNAMIC ORDER SUBMISSION AND HERDING BEHAVIOR IN ELECTRONIC TRADING

Journal:

Journal of Financial Research

Year:

2010

Language:

english

File:

PDF, 541 KB

english, 2010

17

Modeling duration clusters with dynamic copulas

Journal:

Finance Research Letters

Year:

2008

Language:

english

File:

PDF, 118 KB

english, 2008

18

Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns

Salazar, Yuri, Ng, Wing Lon

Journal:

Communications in Statistics - Simulation and Computation

Year:

2013

Language:

english

File:

PDF, 595 KB

english, 2013

19

Recovering default risk from CDS spreads with a nonlinear filter

Guarin, Alexander, Liu, Xiaoquan, Ng, Wing Lon

Journal:

Journal of Economic Dynamics and Control

Year:

2014

Language:

english

File:

PDF, 1.49 MB

english, 2014

20

[IEEE 2009 International Conference on Information and Financial Engineering, ICIFE - Singapore, Singapore (2009.04.17-2009.04.20)] 2009 International Conference on Information and Financial Engineering - Revealing Intraday Market Efficiency -- Estimating Diurnal Price Densities in Limit Order Books

Jiang, Jian, Ng, Wing Lon

Year:

2009

Language:

english

File:

PDF, 1.66 MB

english, 2009

21

A SIMULATION ANALYSIS OF HERDING AND UNIFRACTAL SCALING BEHAVIOUR

Phelps, Steve, Ng, Wing Lon

Journal:

Intelligent Systems in Accounting, Finance and Management

Year:

2014

Language:

english

File:

PDF, 1.32 MB

english, 2014

22

Simulation based calibration using extended balanced augmented empirical likelihood

Nguyen, Minh Khoa, Phelps, Steve, Ng, Wing Lon

Journal:

Statistics and Computing

Year:

2015

Language:

english

File:

PDF, 579 KB

english, 2015

23

[IEEE 2016 IEEE Symposium Series on Computational Intelligence (SSCI) - Athens, Greece (2016.12.6-2016.12.9)] 2016 IEEE Symposium Series on Computational Intelligence (SSCI) - Backlash Agent: A trading strategy based on Directional Change

Bakhach, Amer, Tsang, Edward, Wing Lon Ng,, Chinthalapati, V L Raju

Year:

2016

Language:

english

File:

PDF, 412 KB

english, 2016

24

Cross-sectional volatility index as a proxy for the VIX in an Asian market

Md Fadzil, Futeri Jazeilya, O’Hara, John G., Ng, Wing Lon, McMillan, David

Journal:

Cogent Economics & Finance

Year:

2017

Language:

english

File:

PDF, 890 KB

english, 2017

25

Precise time-matching in chimpanzee allogrooming does not occur after a short delay

Phelps, Steve, Ng, Wing Lon, Musolesi, Mirco, Russell, Yvan I., Bard, Kim A.

Journal:

Year:

2018

Language:

english

File:

PDF, 2.11 MB

english, 2018

26

The Effect of the Real Estate Downturn on the Link between REITs and the Stock Market

Simon, Steven, Ng, Wing Lon

Journal:

Journal of Real Estate Portfolio Management

Year:

2009

File:

PDF, 399 KB

2009

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