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On the partitioning of dynamic workforce scheduling problems

Borenstein, Yossi; Shah, Nazaraf; Tsang, Edward P. K.; … - In: Journal of scheduling 13 (2010) 4, pp. 411-425

Persistent link: https://www.econbiz.de/10008658393

Market microstructure: a self-organizing map approach to investigate behavior dynamics under an evolutionary environment

Kampouridis, Michael; Chen, Shu-Heng; Tsang, Edward P. K. - In: Natural computing in computational finance : volume 4, (pp. 181-197). 2011

Persistent link: https://www.econbiz.de/10009423545

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

Market fraction hypothesis : a proposed test

Kampouridis, Michael; Chen, Shu-Heng; Tsang, Edward P. K. - In: International review of financial analysis 23 (2012), pp. 41-54

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Editorial: risk analysis in complex systems : intelligent systems in finance

Serguieva, Antoaneta; Caporale, Guglielmo Maria; Tsang, … - In: Intelligent systems in accounting finance and … 16 (2009) 1/2, pp. 1-3

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Evolutionary computation and artificial financial markets

Martinez-Jaramillo, Serafin; Tsang, Edward P. K. - In: Natural computing in computational finance : volume 2 ; …, (pp. 137-179). 2009

Persistent link: https://www.econbiz.de/10009515155

Evolutionary learning of the optimal pricing strategy in an artificial payment card market

Alexandrova-Kabadjova, Biliana; Tsang, Edward P. K.; … - In: Natural computing in computational finance ; [the …, (pp. 233-251). 2008

Persistent link: https://www.econbiz.de/10009515166

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

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

Guided local search

Voudouris, Christos; Tsang, Edward P. K. - In: Handbook of metaheuristics, (pp. 185-218). 2003

Persistent link: https://www.econbiz.de/10003440329