Items where Author is "Lon Ng, Wing"
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Vella, Vince and Lon Ng, Wing (2016) Improving risk-adjusted performance in high frequency trading using interval type-2 fuzzy logic. Expert Systems with Applications, 55. pp. 70-86. DOI https://doi.org/10.1016/j.eswa.2016.01.056
Malik, Azeem and Lon Ng, Wing (2014) Intraday liquidity patterns in limit order books. Studies in Economics and Finance, 31 (1). pp. 46-71. DOI https://doi.org/10.1108/sef-11-2011-0093