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Article

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

Bakhach, Amer and Chinthalapati, Venkata and Tsang, Edward and El Sayed, Abdul (2018) Intelligent Dynamic Backlash Agent: A Trading Strategy Based on the Directional Change Framework. Algorithms, 11 (11). p. 171. DOI https://doi.org/10.3390/a11110171

Aloud, Monira and Fasli, Maria and Tsang, Edward and Dupuis, Alexander and Olsen, Richard (2017) Modeling the High-Frequency FX Market: An Agent-Based Approach. Computational Intelligence, 33 (4). pp. 771-825. DOI https://doi.org/10.1111/coin.12114

Tsang, Edward PK and Tao, Ran and Serguieva, Antoaneta and Ma, Shuai (2017) Profiling high-frequency equity price movements in directional changes. Quantitative Finance, 17 (2). pp. 217-225. DOI https://doi.org/10.1080/14697688.2016.1164887

Wang, Pu and Tang, Ke and Weise, Thomas and Tsang, EPK and Yao, Xin (2014) Multiobjective genetic programming for maximizing ROC performance. Neurocomputing, 125. pp. 102-118. DOI https://doi.org/10.1016/j.neucom.2012.06.054

Bernardo, Dario and Hagras, Hani and Tsang, Edward (2013) A genetic type-2 fuzzy logic based system for the generation of summarised linguistic predictive models for financial applications. Soft Computing, 17 (12). pp. 2185-2201. DOI https://doi.org/10.1007/s00500-013-1102-y

MASRY, S and DUPUIS, A and OLSEN, RB and TSANG, E (2013) Time zone normalization of FX seasonality. Quantitative Finance, 13 (7). pp. 1115-1123. DOI https://doi.org/10.1080/14697688.2013.773458

Tsang, Edward and Olsen, Richard and Masry, Shaimaa (2013) A formalization of double auction market dynamics. Quantitative Finance, 13 (7). pp. 981-988. DOI https://doi.org/10.1080/14697688.2013.774459

Rashidi, Hassan and Tsang, Edward PK (2013) Novel constraints satisfaction models for optimization problems in container terminals. Applied Mathematical Modelling, 37 (6). pp. 3601-3634. DOI https://doi.org/10.1016/j.apm.2012.07.042

Aloud, M and Fasli, M and Tsang, E and Dupuis, A and Olsen, R (2013) Stylized Facts of the FX Market Transactions Data: An Empirical Study. Journal of Finance and Investment Analysis, 2 (4). pp. 145-183.

Alsheddy, Abdullah and Tsang, Edward PK (2011) Empowerment scheduling for a field workforce. Journal of Scheduling, 14 (6). pp. 639-654. DOI https://doi.org/10.1007/s10951-011-0232-2

Rashidi, Hassan and Tsang, Edward PK (2011) A complete and an incomplete algorithm for automated guided vehicle scheduling in container terminals. Computers & Mathematics with Applications, 61 (3). pp. 630-641. DOI https://doi.org/10.1016/j.camwa.2010.12.009

Borenstein, Yossi and Shah, Nazaraf and Tsang, Edward and Dorne, Raphael and Alsheddy, Abdullah and Voudouris, Christos (2010) On the partitioning of dynamic workforce scheduling problems. Journal of Scheduling, 13 (4). pp. 411-425. DOI https://doi.org/10.1007/s10951-009-0152-6

Qingfu Zhang and Wudong Liu and Tsang, Edward and Virginas, Botond (2010) Expensive Multiobjective Optimization by MOEA/D With Gaussian Process Model. IEEE Transactions on Evolutionary Computation, 14 (3). pp. 456-474. DOI https://doi.org/10.1109/tevc.2009.2033671

Jin, Nanlin and Tsang, Edward and Li, Jin (2009) A constraint-guided method with evolutionary algorithms for economic problems. Applied Soft Computing, 9 (3). pp. 924-935. DOI https://doi.org/10.1016/j.asoc.2008.11.006

Martinez-Jaramillo, Serafin and Tsang, Edward PK (2009) An Heterogeneous, Endogenous and Coevolutionary GP-Based Financial Market. IEEE Transactions on Evolutionary Computation, 13 (1). pp. 33-55. DOI https://doi.org/10.1109/tevc.2008.2011401

Monograph

Kampouridis, M and Chen, S and Tsang, E (2011) CES-511 The Market Fraction Hypothesis under different GP algorithms. UNSPECIFIED. CES-511, University of Essex, Colchester.

Kampouridis, M and Chen, S and Tsang, E (2010) CES-509 Market Microstructure: Can Dinosaurs Return? A Self-Organizing Map Approach under an Evolutionary Framework. UNSPECIFIED. CES-509, University of Essex, Colchester.

Kampouridis, M and Chen, S and Tsang, E (2010) The Market Fraction Hypothesis under different GP algorithms. UNSPECIFIED. CES-511, University of Essex, Colchester.

Mills, P and Tsang, E and Zhang, Q and Ford, JA (2004) CSM-416 A survey of AI-based meta-heuristics for dealing with local optima in local search. UNSPECIFIED. CSM-416, University of Essex, Colchester.

Gosling, T and Jin, N and Tsang, E (2004) CSM-401 - Population based Incremental Learning vesus Genetic Algorithms: Iterated Prisoners Dilemma. UNSPECIFIED. CSM-401, University of Essex, Colchester.

Tsang, E (2003) CSM-385 Cooperation in Competitions - Constraint Propagation Strategies in Chain-bargaining. UNSPECIFIED. CSM-385, University of Essex, Colchester.

Tsang, E and Kwan, A (1993) CSM-198 Mapping Constraint Satisfaction Problems to Algorithms and Heuristics. UNSPECIFIED. CSM-197, University of Essex, Colchester.

Gosling, T and Tsang, E CSM-392 PhD in Open Constraint Satisfaction Technical Report 1: The Simple Supply Chain Model (SSCM). UNSPECIFIED. CSM-392, University of Essex, Colchester.

Conference or Workshop Item

Tsang, EPK (2017) Directional Changes: A New Way to Look at Price Dynamics. In: Computational Intelligence, Communications, and Business Analytics. CICBA 2017., 2017-03-24 - 2017-03-25, Kolkata, India.

Bakhach, A and Tsang, EPK and Jalalian, H (2017) Forecasting directional changes in the FX markets. In: IEEE Symposium Series on Computational Intelligence, SSCI 2016, 2016-12-06 - 2016-12-09, Athens, Greece.

Bakhach, Amer and Tsang, Edward and Wing Lon Ng and Chinthalapati, VL Raju (2016) Backlash Agent: A trading strategy based on Directional Change. In: 2016 IEEE Symposium Series on Computational Intelligence (SSCI), 2016-12-06 - 2016-12-09.

Alhindi, Ahmad and Zhang, Qingfu and Tsang, Edward (2014) Hybridisation of decomposition and GRASP for combinatorial multiobjective optimisation. In: 2014 14th UK Workshop on Computational Intelligence (UKCI), 2014-09-08 - 2014-09-10.

Aluko, Babatunde and Smonou, Dafni and Kampouridis, Michael and Tsang, Edward (2014) Combining different meta-heuristics to improve the predictability of a Financial Forecasting algorithm. In: 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr), 2014-03-27 - 2014-03-28.

Shao, Ming and Smonou, Dafni and Kampouridis, Michael and Tsang, Edward (2014) Guided Fast Local Search for speeding up a financial forecasting algorithm. In: 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr), 2014-03-27 - 2014-03-28.

Bernardo, Dario and Hagras, Hani and Tsang, Edward (2013) A Genetic Type-2 fuzzy logic based system for financial applications modelling and prediction. In: 2013 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE), 2013-07-07 - 2013-07-10.

Smonou, Dafni and Kampouridis, Michael and Tsang, Edward (2013) Metaheuristics application on a financial forecasting problem. In: 2013 IEEE Congress on Evolutionary Computation (CEC), 2013-06-20 - 2013-06-23.

Zhang, Qingfu and Li, Hui and Maringer, Dietmar and Tsang, Edward (2010) MOEA/D with NBI-style Tchebycheff approach for portfolio management. In: 2010 IEEE Congress on Evolutionary Computation (CEC), 2010-07-18 - 2010-07-23.

Liu, Wudong and Zhang, Qingfu and Tsang, Edward and Virginas, Botond (2009) Fuzzy clustering based Gaussian Process Model for large training set and its application in expensive evolutionary optimization. In: 2009 IEEE Congress on Evolutionary Computation (CEC), 2009-05-18 - 2009-05-21.

Wudong Liu and Qingfu Zhang and Tsang, Edward and Virginas, Botond (2008) Tchebycheff approximation in Gaussian Process model composition for multi-objective expensive black box. In: 2008 IEEE Congress on Evolutionary Computation (CEC), 2008-06-01 - 2008-06-06.

Book

Alexandrova-Kabadjova, B and Martinez-Jaramillo, S and Garcia-Almanza, AL and Tsang, E (2012) Simulation in Computational Finance and Economics Tools and Emerging Applications. IGI Global. ISBN 9781466620117. Official URL: https://www.igi-global.com/book/simulation-computa...

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Serafin, Martinez Jaramillo and Tsang, Edward PK and Markose, Sheri Co evolution of Genetic Programming Based Agents in an Artificial Stock Market. [["eprint_typename_scholarly-edition" not defined]]