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A Language for Financial Chart Patterns Journal article
International Journal of Information Technology & Decision Making, 2018,Volume: 17,Issue: 5,Page: 1537-1560
Authors:  Jiajun Zhu;  Yuqing Wan;  Yain-Whar Si
Favorite  |  View/Download:2/0  |  Submit date:2018/10/30
Chart Patterns  Domain-specific Language  Primitive Shapes  Financial Time Series  
A formal approach to chart patterns classification in financial time series Journal article
INFORMATION SCIENCES, 2017,Volume: 411,Page: 151-175
Authors:  Yuqing Wan;  Yain-Whar Si
Favorite  |  View/Download:6/0  |  Submit date:2018/10/30
Chart Patterns  Formal Specification  Pattern Matching  Financial Time Series  Technical Analysis  
A hybrid swarm optimization for neural network training with application in stock price forecasting Conference paper
2016 IEEE International Conference on Systems, Man, and Cybernetics, SMC 2016 - Conference Proceedings, Budapest, Hungary, 9-12 Oct. 2016
Authors:  Jianjia Pan;  Yuan Yan Tang;  Yulong Wang;  Xianwei Zheng;  Huiwu Luo;  Haoliang Yuan;  Patrick Shen Pei Wang
Favorite  |  View/Download:4/0  |  Submit date:2019/02/11
Effect of segmentation on financial time series pattern matching Journal article
Applied Soft Computing, 2016,Volume: 38,Page: 346
Authors:  Yuqing Wan;  Xueyuan Gong;  Yain-Whar Si
Favorite  |  View/Download:5/0  |  Submit date:2018/10/30
Financial Time Series  Head-and-shoulders  Pattern Matching  Segmentation  Technical Pattern  
The long-term performance of index additions and deletions: Evidence from the Hang Seng Index Journal article
International Review of Financial Analysis, 2015,Volume: 42,Page: 407-420
Authors:  Kot,Hung Wan;  Leung,Harry K.M.;  Tang,Gordon Y.N.
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Analyst coverage  G10  G14  Hang Seng Index  Index revisions  Long-term performance  Operating performance  
Comparison of subsequence pattern matching methods for financial time series Conference paper
2013 Ninth International Conference on Computational Intelligence and Security, Leshan, China, 14-15 Dec. 2013
Authors:  Xueyuan Gong;  Yain-Whar Si
Favorite  |  View/Download:3/0  |  Submit date:2019/02/14
Financial Time Series  Segmentation  Subsequence Pattern Matching  Technical Pattern  
A novel instantaneous frequency algorithm and its application in stock index movement prediction Journal article
IEEE Journal on Selected Topics in Signal Processing, 2012,Volume: 6,Issue: 4,Page: 311-318
Authors:  Zhang L.;  Liu N.;  Yu P.
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Α-counting If  Backpropagation (Bp) Neural Network  Empirical Mode Decomposition (Emd)  Instantaneous Frequency (If)  Intrinsic Mode Function (Imf)  Radial Basis Function (Rbf) Neural Network  Stock Price Movement Prediction  
Relationship between Macroeconomic Variables and Net Asset Values (NAV) of Equity Funds: Cointegration Evidence and Vector Error Correction Model of the Hong Kong Mandatory Provident Funds (MPFs) Journal article
JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, 2011,Volume: 21,Issue: 5,Page: 792-810
Authors:  Patrick Kuok-KunChu
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Pension Fund  Causality Test  Cointegration Analysis  Unit Root Test  
The Price Linkages between the Equity Fund Price Levels and the Stock Markets: Evidences from Cointegration Approach and Causality Analysis of Hong Kong Mandatory Provident Fund (MPF) Journal article
International Review of Financial Analysis, 2010,Volume: 19,Issue: 4,Page: 281-288
Authors:  Patrick Kuok-Kun Chu
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Pension Fund  Causality Test  Cointegration Analysis  Unit Root Test  
The profitability of simple technical trading strategies: the case of Hong Kong Conference paper
Proceedings of the 20th Australasian Finance and Banking Conference, Sydney, Australia, 12-14 December 2007
Authors:  Keith S.K. Lam;  H. F. Yeung;  W. Cheung
Favorite  |  View/Download:0/0  |  Submit date:2019/11/27
Fixed Moving Average  Technical Trading Rules  Variable Moving Average