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A Directional-Change Events Approach for Studying Financial Time Series

Aloud, Monira Essa - 2011

Financial markets witness high levels of activity at certain times, but remain calm at others. This makes the flow of physical time discontinuous. Therefore using physical time scales for studying financial time series, runs the risk of missing important activities. An alternative approach is...

Persistent link: https://www.econbiz.de/10013117430

A directional-change events approach for studying financial time series

Aloud, Monira Essa; Tsang, Edward P. K.; Olsen, Richard; … - 2011

Persistent link: https://www.econbiz.de/10009235951

A directional-change event approach for studying financial time series

Aloud, Monira Essa; Tsang, Edward P. K.; Olsen, Richard; … - 2012

Financial markets witness high levels of activity at certain times but remain calm at others. This makes the flow of physical time discontinuous. Therefore, to use physical time scales for studying financial time series runs the risk of missing important activities. An alternative approach is to...

Persistent link: https://www.econbiz.de/10009621256

Market fraction hypothesis : a proposed test

Kampouridis, Michael; Chen, Shu-Heng; Tsang, Edward P. K. - In: International review of financial analysis 23 (2012), pp. 41-54

Persistent link: https://www.econbiz.de/10009690126

Evolutionary computation and artificial financial markets

Martinez-Jaramillo, Serafin; Tsang, Edward P. K. - In: Natural computing in computational finance : volume 2 ; …, (pp. 137-179). 2009

Persistent link: https://www.econbiz.de/10009515155

Evolutionary learning of the optimal pricing strategy in an artificial payment card market

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Empowerment scheduling for a field workforce

Alsheddy, Abdullah; Tsang, Edward P. K. - In: Journal of scheduling 14 (2011) 6, pp. 639-654

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Market microstructure: a self-organizing map approach to investigate behavior dynamics under an evolutionary environment

Kampouridis, Michael; Chen, Shu-Heng; Tsang, Edward P. K. - In: Natural computing in computational finance : volume 4, (pp. 181-197). 2011

Persistent link: https://www.econbiz.de/10009423545

Guided local search

Voudouris, Christos; Tsang, Edward P. K. - In: Handbook of metaheuristics, (pp. 185-218). 2003

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Editorial: risk analysis in complex systems : intelligent systems in finance

Serguieva, Antoaneta; Caporale, Guglielmo Maria; Tsang, … - In: Intelligent systems in accounting finance and … 16 (2009) 1/2, pp. 1-3

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