Items where Author is "Vella, Vince"

Article

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

Vella, Vince and Ng, Wing Lon (2015) A Dynamic Fuzzy Money Management Approach for Controlling the Intraday Risk‐Adjusted Performance of AI Trading Algorithms. Intelligent Systems in Accounting, Finance and Management, 22 (2). pp. 153-178. DOI https://doi.org/10.1002/isaf.1359

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. DOI https://doi.org/10.1016/j.neucom.2014.03.026

Conference or Workshop Item

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), 2014-03-27 - 2014-03-28, London.