Research Repository

Items where Division is "Faculty of Science and Health > Computer Science and Electronic Engineering, School of > Centre for Computational Finance and Economic Agents" and Year is 2014

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Creators | Item Type | No Grouping
Jump to: K | N | P | V
Number of items: 6.

K

Kleinknecht, Manuel and Ng, Wing Lon (2014) Improving portfolio risk profile with threshold accepting. In: 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr), 27-28 March 2014, London.

N

Nguyen, Minh Khoa and Phelps, Steve and Ng, Wing Lon (2014) 'Simulation based calibration using extended balanced augmented empirical likelihood.' Statistics and Computing, 25 (6). pp. 1093-1112. ISSN 0960-3174

P

Phelps, Steve and Ng, Wing Lon (2014) 'A simulation analysis of herding and unifractal scaling behaviour.' Intelligent Systems in Accounting, Finance and Management, 21 (1). pp. 39-58. ISSN 1055-615X

V

Vella, Vince and Ng, Wing Lon (2014) Enhancing intraday trading performance of Neural Network using dynamic volatility clustering fuzzy filter. In: 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr), 27-28 March 2014, London.

Vella, Vince and Ng, Wing Lon (2014) 'Enhancing risk-adjusted performance of stock market intraday trading with Neuro-Fuzzy systems.' Neurocomputing, 141. pp. 170-187. ISSN 0925-2312

Vella, Vince and Ng, Wing Lon (2014) 'A dynamic fuzzy money management approach for controlling the intraday risk-adjusted performance of ai trading algorithms.' Intelligent Systems in Accounting, Finance and Management. ISSN 1055-615X

This list was generated on Tue Sep 19 16:23:33 2017 BST.