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Modeling time series information into option prices: An empirical evaluation of statistical projection and GARCH option pricing model
Chen, An-Sing; Leung, Mark T. - In: Journal of banking & finance 29 (2005) 12, pp. 2947-2970
Persistent link: https://www.econbiz.de/10005879750
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Performance evaluation of neural network architectures: the case of predicting foreign exchange correlations
Chen, An-Sing; Leung, Mark T. - In: Journal of forecasting 24 (2005) 6, pp. 403-420
Persistent link: https://www.econbiz.de/10006875254
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Using investment portfolio return to combine forecasts: A multiobjective approach
Leung, Mark T.; Daouk, Hazem; Chen, An-Sing - In: European journal of operational research : EJOR 134 (2001) 1, pp. 84-102
Persistent link: https://www.econbiz.de/10006658423
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Restructuring Work and Employment in Europe. Managing Change in Era of Globalisation, B. Gazier, F. Bruggerman eds
Leung, Mark T.; Chen, An-Sing; Mancha, Ruben - In: Ekonomista : czasopismo poświe̜cone nauce i potrzebom … 109 (2009) 5, pp. 670-670
Persistent link: https://www.econbiz.de/10008338548
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Making trading decisions for financial-engineered derivatives : a novel ensemble of neural networks using information content
Leung, Mark T.; Chen, An-sing; Mancha, Ruben - In: Intelligent systems in accounting finance and … 16 (2009) 4, pp. 257-277
Persistent link: https://www.econbiz.de/10009889342
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Make-to-order product demand forecasting : exponential smoothing models with neural network correction
Leung, Mark T.; Quintana, Rolando; Chen, An-sing - In: Advances in business and management forecasting 6 (2009), pp. 249-266
Persistent link: https://www.econbiz.de/10009897729
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Stochastic Properties and Predictability of Intraday Taiwan Exchange Rates
Chen, An-Sing; Leung, Mark T. - In: International review of financial analysis 7 (1998) 3, pp. 207-220
Persistent link: https://www.econbiz.de/10007188885
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Forecasting stock indices: a comparison of classification and level estimation models
Leung, Mark T.; Daouk, Hazem; Chen, An-Sing - In: International journal of forecasting 16 (2000) 2, pp. 173-190
Persistent link: https://www.econbiz.de/10006980897
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Enhancing productivity in manual electronics assembly and inspection through illumination design
Quintana, Rolando; Leung, Mark T.; Chen, An-Sing - In: The international journal of productivity and … 57 (2008) 4, pp. 297-315
Persistent link: https://www.econbiz.de/10008045981
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Enhancing productivity in manual electronics assembly and inspection through illumination design
Quintana, Rolando; Leung, Mark T.; Chen, An-Sing - In: The international journal of productivity and … 57 (2008) 3-4, pp. 297-315
Persistent link: https://www.econbiz.de/10008060925