Ming-Chien Sung

13 papers Journal 13
YearRankTypeTitle / Venue / Authors
2022 J jnl
Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate.
Eur. J. Oper. Res.
Tiejun Ma, P. A. F. Fraser-Mackenzie, Ming-Chien Sung, A. P. Kansara, Johnnie E. V. Johnson
2022 J jnl
Turning the heat on financial decisions: Examining the role temperature plays in the incidence of bias in a time-limited financial market.
Eur. J. Oper. Res.
Luis Felipe Costa Sperb, Ming-Chien Sung, Tiejun Ma, Johnnie E. V. Johnson
2020 J jnl
Can deep learning predict risky retail investors? A case study in financial risk behavior forecasting.
Eur. J. Oper. Res.
Alisa Kim, Yaodong Yang, Stefan Lessmann, Tiejun Ma, Ming-Chien Sung, Johnnie E. V. Johnson
2020 J jnl
Comparing the effectiveness of deep feedforward neural networks and shallow architectures for predicting stock price indices.
Expert Syst. Appl.
Larry Olanrewaju Orimoloye, Ming-Chien Sung, Tiejun Ma, Johnnie E. V. Johnson
2019 J jnl
Improving prediction market forecasts by detecting and correcting possible over-reaction to price movements.
Eur. J. Oper. Res.
Ming-Chien Sung, David C. J. McDonald, Johnnie E. V. Johnson, Chung-Ching Tai, Eng-Tuck Cheah
2019 J jnl
To what extent can new web-based technology improve forecasts? Assessing the economic value of information derived from Virtual Globes and its rate of diffusion in a financial market.
Eur. J. Oper. Res.
Lawrence Green, Ming-Chien Sung, Tiejun Ma, Johnnie E. V. Johnson
2016 J jnl
Bridging the divide in financial market forecasting: machine learners vs. financial economists.
Expert Syst. Appl.
Ming-Wei Hsu, Stefan Lessmann, Ming-Chien Sung, Tiejun Ma, Johnnie E. V. Johnson
2016 J jnl
Probabilistic forecasting with discrete choice models: Evaluating predictions with pseudo-coefficients of determination.
Eur. J. Oper. Res.
Ming-Chien Sung, David C. J. McDonald, Johnnie E. V. Johnson
2016 J jnl
Time is money: Costing the impact of duration misperception in market prices.
Eur. J. Oper. Res.
Tiejun Ma, Leilei Tang, Frank McGroarty, Ming-Chien Sung, Johnnie E. V. Johnson
2012 J jnl
A new methodology for generating and combining statistical forecasting models to enhance competitive event prediction.
Eur. J. Oper. Res.
Stefan Lessmann, Ming-Chien Sung, Johnnie E. V. Johnson, Tiejun Ma
2012 J jnl
Save the best for last? The treatment of dominant predictors in financial forecasting.
Expert Syst. Appl.
Ming-Chien Sung, Stefan Lessmann
2011 J jnl
Towards a methodology for measuring the true degree of efficiency in a speculative market.
J. Oper. Res. Soc.
Stefan Lessmann, Ming-Chien Sung, Johnnie E. V. Johnson
2009 J jnl
Identifying winners of competitive events: A SVM-based classification model for horserace prediction.
Eur. J. Oper. Res.
Stefan Lessmann, Ming-Chien Sung, Johnnie E. V. Johnson