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Journal Articles
- 2020
[j9]An-Sing Chen, Mark T. Leung, Shaotao Pan, Ching-Yun Chou:
Financial hedging in energy market by cross-learning machines. Neural Comput. Appl. 32(14): 10321-10335 (2020)- 2012
- [j8]An-Sing Chen, Mark T. Leung, Ling-Hua Wang:
Application of polynomial projection ensembles to hedging crude oil commodity risk. Expert Syst. Appl. 39(9): 7864-7873 (2012) - 2009
- [j7]Mark T. Leung, An-Sing Chen, Ruben Mancha:
Making trading decisions for financial-engineered derivatives: a novel ensemble of neural networks using information content. Intell. Syst. Account. Finance Manag. 16(4): 257-277 (2009) - 2008
- [j6]An-Sing Chen, Hung-Gay Fung, Erin H. C. Kao:
The dynamic relations among return volatility, trading imbalance, and trading volume in futures markets. Math. Comput. Simul. 79(3): 429-436 (2008) - 2004
- [j5]An-Sing Chen, Mark T. Leung:
Regression neural network for error correction in foreign exchange forecasting and trading. Comput. Oper. Res. 31(7): 1049-1068 (2004) - 2003
- [j4]An-Sing Chen, Mark T. Leung:
A Bayesian vector error correction model for forecasting exchange rates. Comput. Oper. Res. 30(6): 887-900 (2003) - [j3]An-Sing Chen, Mark T. Leung, Hazem Daouk:
Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index. Comput. Oper. Res. 30(6): 901-923 (2003) - 2001
- [j2]Mark T. Leung, Hazem Daouk, An-Sing Chen:
Using investment portfolio return to combine forecasts: A multiobjective approach. Eur. J. Oper. Res. 134(1): 84-102 (2001) - 2000
- [j1]Mark T. Leung, An-Sing Chen, Hazem Daouk:
Forecasting exchange rates using general regression neural networks. Comput. Oper. Res. 27(11-12): 1093-1110 (2000)
Coauthor Index
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