Wing Lon Ng

Publication Activity (10 Years)

Years Active: 2010-2016
Publications (10 Years): 2

Top Topics

Financial Time Series

Threshold Accepting

Top Venues

Intell. Syst. Account. Finance Manag.

Stat. Methods Appl.

Publications

Amer Bakhach, Edward P. K. Tsang, Wing Lon Ng, Venkata L. Raju Chinthalapati
Backlash Agent: A trading strategy based on Directional Change. SSCI (2016)
Vince Vella, Wing Lon Ng
Improving risk-adjusted performance in high frequency trading using interval type-2 fuzzy logic. Expert Syst. Appl. 55 (2016)
Yuri Salazar, Wing Lon Ng
Nonparametric estimation of general multivariate tail dependence and applications to financial time series. Stat. Methods Appl. 24 (1) (2015)
Vince Vella, Wing Lon Ng
A Dynamic Fuzzy Money Management Approach for Controlling the Intraday Risk-Adjusted Performance of AI Trading Algorithms. Intell. Syst. Account. Finance Manag. 22 (2) (2015)
Minh Khoa Nguyen, Steve Phelps, Wing Lon Ng
Simulation based calibration using extended balanced augmented empirical likelihood. Stat. Comput. 25 (6) (2015)
Manuel Kleinknecht, Wing Lon Ng
Minimizing Basel III Capital Requirements with Unconditional Coverage Constraint. Intell. Syst. Account. Finance Manag. 22 (4) (2015)
Vince Vella, Wing Lon Ng
Enhancing risk-adjusted performance of stock market intraday trading with Neuro-Fuzzy systems. Neurocomputing 141 (2014)
Manuel Kleinknecht, Wing Lon Ng
Improving portfolio risk profile with threshold accepting. CIFEr (2014)
Steve Phelps, Wing Lon Ng
A Simulation Analysis of Herding and Unifractal Scaling Behaviour. Intell. Syst. Account. Finance Manag. 21 (1) (2014)
Vince Vella, Wing Lon Ng
Enhancing intraday trading performance of Neural Network using dynamic volatility clustering fuzzy filter. CIFEr (2014)
Yuri Salazar, Wing Lon Ng
Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns. Commun. Stat. Simul. Comput. 42 (3) (2013)
Iacopo Giampaoli, Wing Lon Ng, Nick Constantinou
Periodicities of Foreign Exchange Markets and the Directional Change Power Law. Intell. Syst. Account. Finance Manag. 20 (3) (2013)
Imon Palit, Steve Phelps, Wing Lon Ng
Can a zero-intelligence plus model explain the stylized facts of financial time series data? AAMAS (2012)
Alexander Guarin, Xiaoquan Liu, Wing Lon Ng
Enhancing credit default swap valuation with meshfree methods. Eur. J. Oper. Res. 214 (3) (2011)
Jian Jiang, Wing Lon Ng
Capturing order book dynamics with Kalman filters. NCM (2010)