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

Article

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. DOI https://doi.org/10.1002/isaf.1346

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

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

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.