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High-frequency exchange-rate prediction with an artificial neural network

Choudhry, Taufiq; McGroarty, Frank; Peng, Ke; Shiyun, Wang - In: Intelligent systems in accounting finance and … 19 (2012) 3, pp. 170-178

Persistent link: https://www.econbiz.de/10009667075

High-frequency exchange-rate prediction with an artificial neural network

Choudhry, Taufiq; McGroarty, Frank; Peng, Ke; Wang, Shiyun - In: Intelligent systems in accounting finance and … 19 (2012) 3, pp. 170-178

Persistent link: https://www.econbiz.de/10010048269

Time varying prediction of UK asset returns

Liu, Jiang (contributor); Peng, Ke (contributor); … - 2003

Persistent link: https://www.econbiz.de/10001959350

The momentum and mean reversion of Nikkei index futures : a Markov chain analysis

Peng, Ke; Shiyun, Wang - In: Advances in quantitative analysis of finance and … 6 (2008), pp. 239-251

Persistent link: https://www.econbiz.de/10003733886

The momentum and mean reversion of Nikkei index futures : a Markov chain analysis

Peng, Ke; Wang, Shiyun - In: Advances in quantitative analysis of finance and … 6 (2008), pp. 239-251

Persistent link: https://www.econbiz.de/10009924769

Time-varying beta and the Asian financial crisis : evidence from the Asian industrial sectors

Choudhry, Taufiq; Lu, Lin; Peng, Ke - In: Japan and the world economy : international journal of … 22 (2010) 4, pp. 228-234

Persistent link: https://www.econbiz.de/10009272684

Common stochastic trends among Far East stock prices : effects of the Asian financial crisis

Choudhry, Taufiq; Lin, Lu; Peng, Ke - In: International review of financial analysis 16 (2007) 3, pp. 242-261

Persistent link: https://www.econbiz.de/10003510454

Finding the projection onto the intersection of a closed half-space and a variable box

Liu, Yong-jin; Wang, Shiyun; Sun, Juhe - In: Operations research letters 41 (2013) 3, pp. 259-264

Persistent link: https://www.econbiz.de/10009757356

The impact of revenue diversification on bank profitability and stability : empirical evidence from South Asian countries

Nisar, Shoaib; Peng, Ke; Wang, Susheng; Ashraf, Badar Nadeem - In: International Journal of Financial Studies : open … 6 (2018) 2, pp. 1-25

This paper is a contribution to the ongoing debate on the benefits and drawbacks of bank revenue diversification. Revenue diversification may benefit banks if diversified activities are inherently less risky and possess high returns, while it may hurt banks if diversified activities are more...

Persistent link: https://www.econbiz.de/10011883276

Banking sector profitability, before, during and after global financial crisis : evidence from a developing economy

Nisar, Shoaib; Peng, Ke; Wang, Susheng; Ahmed, Jaleel - In: International journal of finance & banking studies : JJFBS 6 (2017) 3, pp. 22-38

Persistent link: https://www.econbiz.de/10011765015