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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:14/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2018/10/30
Chart Patterns  Domain-specific Language  Primitive Shapes  Financial Time Series  
Investor Attention and Global Stock Returns Journal article
JOURNAL OF BEHAVIORAL FINANCE, 2017,Volume: 18,Issue: 3,Page: 358-372
Authors:  Chen, Tao
Favorite | View/Download:21/0 | TC[WOS]:6 TC[Scopus]:0 | Submit date:2018/10/30
Investor Attention  Stock Returns  Google Search Volume  Geography  
The impact of data normalization on stock market prediction: Using SVM and technical indicators Conference paper
Communications in Computer and Information Science
Authors:  Pan J.;  Zhuang Y.;  Fong S.
Favorite | View/Download:5/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/02/13
Data normalization  Stock market prediction  Support vector machine (SVM)  Technical indicator  
A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation Journal article
IEEE Access, 2016,Volume: 4,Page: 8035-8043
Authors:  Gan M.;  Chen L.;  Zhang C.-Y.;  Peng H.
Favorite | View/Download:11/0 | TC[WOS]:1 TC[Scopus]:0 | Submit date:2019/02/13
Asset Allocation  Financial Markets  Market Microstructure Model  Monte Carlo Particle Filter  Self-organizing State Space Model  
On the Relationship between Investor Sentiment, VIX and Trading Volume Journal article
Risk Governance and Control, 2016,Volume: 4,Issue: 1,Page: 114-122
Authors:  Simon M. S. So;  Violet U. T. Lei
Favorite | View/Download:5/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/10/24
Sentiment  Volatility  Trading Volume  
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:8/0 | TC[WOS]:14 TC[Scopus]:0 | Submit date:2018/10/30
Financial Time Series  Head-and-shoulders  Pattern Matching  Segmentation  Technical Pattern  
Realized skewness at high frequency and link to conditional market premium Conference paper
proceedings of Asian Finance Association (AsFA) 2013 Conference, Nanchang, China, 15‐17 JULY 2013
Authors:  Zhi Liu;  Kent Wang;  Junwei Liu
Favorite | View/Download:11/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/06/10
High-frequency  Jump  Microstructure Noise  Realized Skewness  Stock Return Prediction  
Study on the Diversification Ability of Fine Wine Investment Journal article
The Journal of Investing, 2014,Volume: 23,Issue: 1,Page: 123 – 139
Authors:  Patrick Kuok Kun Chu
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Granger Causality Analysis  Liv-ex Fine Wine Index  Stock Market Index  Cointegration Analysis  Johansen Approach  
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:9/0 | TC[WOS]:1 TC[Scopus]:0 | Submit date:2019/02/14
Financial Time Series  Segmentation  Subsequence Pattern Matching  Technical Pattern  
Stochastic dominance relationships between stock and stock index futures markets: International evidence Journal article
Economic Modelling, 2013,Issue: 33,Page: 552-559
Authors:  Zhuo Qiao;  Wing-Keung Wong;  Joseph K.W. Fung
Favorite | View/Download:7/0 | TC[WOS]:7 TC[Scopus]:0 | Submit date:2019/11/01
Stochastic Dominance  Risk Averter  Risk Seeker  Stock  Index Futures