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Periodicities of foreign exchange markets and the directional change power law
Giampaoli, Iacopo; Wing Lon Ng; Constantinou, Nick - In: Intelligent systems in accounting finance and … 20 (2013) 3, pp. 189-206
Persistent link: https://www.econbiz.de/10010196979
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A dynamic fuzzy money management approach for controlling the intraday risk-adjusted performance of AI trading algorithms
Vella, Vince; Wing Lon Ng - In: Intelligent systems in accounting finance and … 22 (2015) 2, pp. 153-178
Persistent link: https://www.econbiz.de/10011407132
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Minimizing Basel III capital requirements with unconditional coverage constraint
Kleinknecht, Manuel; Wing Lon Ng - In: Intelligent systems in accounting finance and … 22 (2015) 4, pp. 263-281
Persistent link: https://www.econbiz.de/10011536590
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A simulation analysis of herding and unifractal scaling behaviour
Phelps, Steve; Wing Lon Ng - In: Intelligent systems in accounting finance and … 21 (2014) 1, pp. 39-58
Persistent link: https://www.econbiz.de/10010339785