Performance evaluation of neural network architectures: the case of predicting foreign exchange correlations

Stochastic properties and predictability of intraday Taiwan exchange rates

Chen, An-Sing, (1998)

Modeling time series information into option prices: An empirical evaluation of statistical projection and GARCH option pricing model

Chen, An-Sing, (2005)

Stock auction bidding behavior and information asymmetries: An empirical analysis using the discriminatory auction model framework

Chen, An-Sing, (2003)