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Li, Shengnan and Tsang, Edward PK and O'Hara, John (2022) Measuring relative volatility in high‐frequency data under the directional change approach. Intelligent Systems in Accounting, Finance and Management, 29 (2). pp. 86-102. DOI https://doi.org/10.1002/isaf.1510

Kleinknecht, Manuel and Ng, Wing Lon (2015) Minimizing Basel III Capital Requirements with Unconditional Coverage Constraint. Intelligent Systems in Accounting, Finance and Management, 22 (4). pp. 263-281. DOI https://doi.org/10.1002/isaf.1370

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

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

Giampaoli, Iacopo and Ng, Wing Lon and Constantinou, Nick (2013) PERIODICITIES OF FOREIGN EXCHANGE MARKETS AND THE DIRECTIONAL CHANGE POWER LAW. Intelligent Systems in Accounting, Finance and Management, 20 (3). pp. 189-206. DOI https://doi.org/10.1002/isaf.1343