Wing Lon Ng

15 papers A 1Journal 10Unranked 4
YearRankTypeTitle / Venue / Authors
2016 — conf
Backlash Agent: A trading strategy based on Directional Change.
SSCI
Amer Bakhach, Edward P. K. Tsang, Wing Lon Ng, Venkata L. Raju Chinthalapati
2016 J jnl
Improving risk-adjusted performance in high frequency trading using interval type-2 fuzzy logic.
Expert Syst. Appl.
Vince Vella, Wing Lon Ng
2015 J jnl
A Dynamic Fuzzy Money Management Approach for Controlling the Intraday Risk-Adjusted Performance of AI Trading Algorithms.
Intell. Syst. Account. Finance Manag.
Vince Vella, Wing Lon Ng
2015 J jnl
Minimizing Basel III Capital Requirements with Unconditional Coverage Constraint.
Intell. Syst. Account. Finance Manag.
Manuel Kleinknecht, Wing Lon Ng
2015 J jnl
Nonparametric estimation of general multivariate tail dependence and applications to financial time series.
Stat. Methods Appl.
Yuri Salazar, Wing Lon Ng
2015 J jnl
Simulation based calibration using extended balanced augmented empirical likelihood.
Stat. Comput.
Minh Khoa Nguyen, Steve Phelps, Wing Lon Ng
2014 J jnl
A Simulation Analysis of Herding and Unifractal Scaling Behaviour.
Intell. Syst. Account. Finance Manag.
Steve Phelps, Wing Lon Ng
2014 — conf
Enhancing intraday trading performance of Neural Network using dynamic volatility clustering fuzzy filter.
CIFEr
Vince Vella, Wing Lon Ng
2014 J jnl
Enhancing risk-adjusted performance of stock market intraday trading with Neuro-Fuzzy systems.
Neurocomputing
Vince Vella, Wing Lon Ng
2014 — conf
Improving portfolio risk profile with threshold accepting.
CIFEr
Manuel Kleinknecht, Wing Lon Ng
2013 J jnl
Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns.
Commun. Stat. Simul. Comput.
Yuri Salazar, Wing Lon Ng
2013 J jnl
Periodicities of Foreign Exchange Markets and the Directional Change Power Law.
Intell. Syst. Account. Finance Manag.
Iacopo Giampaoli, Wing Lon Ng, Nick Constantinou
2012 A conf
Can a zero-intelligence plus model explain the stylized facts of financial time series data?
AAMAS
Imon Palit, Steve Phelps, Wing Lon Ng
2011 J jnl
Enhancing credit default swap valuation with meshfree methods.
Eur. J. Oper. Res.
Alexander Guarin, Xiaoquan Liu, Wing Lon Ng
2010 — conf
Capturing order book dynamics with Kalman filters.
NCM
Jian Jiang, Wing Lon Ng