Johnnie E. V. Johnson

Publication Activity (10 Years)

Years Active: 1995-2022
Publications (10 Years): 10

Top Topics

Survival Analysis

Investment Strategies

Top Venues

Eur. J. Oper. Res.

Expert Syst. Appl.

Publications

Luis Felipe Costa Sperb, Ming-Chien Sung, Tiejun Ma, Johnnie E. V. Johnson
Turning the heat on financial decisions: Examining the role temperature plays in the incidence of bias in a time-limited financial market. Eur. J. Oper. Res. 299 (3) (2022)
Tiejun Ma, P. A. F. Fraser-Mackenzie, Ming-Chien Sung, A. P. Kansara, Johnnie E. V. Johnson
Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate. Eur. J. Oper. Res. 299 (1) (2022)
Larry Olanrewaju Orimoloye, Ming-Chien Sung, Tiejun Ma, Johnnie E. V. Johnson
Comparing the effectiveness of deep feedforward neural networks and shallow architectures for predicting stock price indices. Expert Syst. Appl. 139 (2020)
Alisa Kim, Y. Yang, Stefan Lessmann, Tiejun Ma, Ming-Chien Sung, Johnnie E. V. Johnson
Can deep learning predict risky retail investors? A case study in financial risk behavior forecasting. Eur. J. Oper. Res. 283 (1) (2020)
Lawrence Green, Ming-Chien Sung, Tiejun Ma, Johnnie E. V. Johnson
To what extent can new web-based technology improve forecasts? Assessing the economic value of information derived from Virtual Globes and its rate of diffusion in a financial market. Eur. J. Oper. Res. 278 (1) (2019)
Ming-Chien Sung, David C. J. McDonald, Johnnie E. V. Johnson, Chung-Ching Tai, Eng-Tuck Cheah
Improving prediction market forecasts by detecting and correcting possible over-reaction to price movements. Eur. J. Oper. Res. 272 (1) (2019)
Valerio Restocchi, Frank McGroarty, Enrico Gerding, Johnnie E. V. Johnson
It takes all sorts: A heterogeneous agent explanation for prediction market mispricing. Eur. J. Oper. Res. 270 (2) (2018)
Ming-Wei Hsu, Stefan Lessmann, Ming-Chien Sung, Tiejun Ma, Johnnie E. V. Johnson
Bridging the divide in financial market forecasting: machine learners vs. financial economists. Expert Syst. Appl. 61 (2016)
Tiejun Ma, Leilei Tang, Frank McGroarty, Ming-Chien Sung, Johnnie E. V. Johnson
Time is money: Costing the impact of duration misperception in market prices. Eur. J. Oper. Res. 255 (2) (2016)
Ming-Chien Sung, David C. J. McDonald, Johnnie E. V. Johnson
Probabilistic forecasting with discrete choice models: Evaluating predictions with pseudo-coefficients of determination. Eur. J. Oper. Res. 248 (3) (2016)
Stefan Lessmann, Ming-Chien Sung, Johnnie E. V. Johnson, Tiejun Ma
A new methodology for generating and combining statistical forecasting models to enhance competitive event prediction. Eur. J. Oper. Res. 218 (1) (2012)
Stefan Lessmann, Ming-Chien Sung, Johnnie E. V. Johnson
Towards a methodology for measuring the true degree of efficiency in a speculative market. J. Oper. Res. Soc. 62 (12) (2011)
Stefan Lessmann, Ming-Chien Sung, Johnnie E. V. Johnson
Identifying winners of competitive events: A SVM-based classification model for horserace prediction. Eur. J. Oper. Res. 196 (2) (2009)
Johnnie E. V. Johnson, Owen Jones, Leilei Tang
Exploring Decision Makers' Use of Price Information in a Speculative Market. Manag. Sci. 52 (6) (2006)
Philip L. Powell, Johnnie E. V. Johnson
Gender and DSS design: the research implications. Decis. Support Syst. 14 (1) (1995)