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Evolving decision rules to discover patterns in financial data sets
García-Almanza, Alma Lilia; Tsang, Edward P. K.; … - In: Computational methods in financial engineering : essays …, (pp. 239-255). 2008
Persistent link: https://www.econbiz.de/10003669651
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A directional-change event approach for studying financial time series
Aloud, Monira Essa; Tsang, Edward P. K.; Olsen, Richard; … - 2012
Financial markets witness high levels of activity at certain times but remain calm at others. This makes the flow of physical time discontinuous. Therefore, to use physical time scales for studying financial time series runs the risk of missing important activities. An alternative approach is to...
Persistent link: https://www.econbiz.de/10009621256
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A directional-change events approach for studying financial time series
Aloud, Monira Essa; Tsang, Edward P. K.; Olsen, Richard; … - 2011
Financial markets witness high levels of activity at certain times, but remain calm at others. This makes the flow of physical time discontinuous. Therefore using physical time scales for studying financial time series, runs the risk of missing important activities. An alternative approach is...
Persistent link: https://www.econbiz.de/10009235951
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Nowcasting directional change in high frequency FX markets
Tsang, Edward P. K.; Ma, Shuai; Chinthalapati, V. L. Raju - In: Intelligent systems in accounting, finance & management 31 (2024) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10014530799
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A directional-change events approach for studying financial time series
Aloud, Monira; Tsang, Edward; Olsen, Richard; Dupuis, … - 2011
Financial markets witness high levels of activity at certain times, but remain calm at others. This makes the flow of physical time discontinuous. Therefore using physical time scales for studying financial time series, runs the risk of missing important activities. An alternative approach is...
Persistent link: https://www.econbiz.de/10010305978
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A directional-change event approach for studying financial time series
Aloud, Monira; Tsang, Edward; Olsen, Richard; Dupuis, … - In: Economics: The Open-Access, Open-Assessment E-Journal 6 (2012) 2012-36, pp. 1-17
Financial markets witness high levels of activity at certain times but remain calm at others. This makes the flow of physical time discontinuous. Therefore, to use physical time scales for studying financial time series runs the risk of missing important activities. An alternative approach is to...
Persistent link: https://www.econbiz.de/10010310507
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A Directional-Change Events Approach for Studying Financial Time Series
Aloud, Monira - 2011
Financial markets witness high levels of activity at certain times, but remain calm at others. This makes the flow of physical time discontinuous. Therefore using physical time scales for studying financial time series, runs the risk of missing important activities. An alternative approach is...
Persistent link: https://www.econbiz.de/10013117430