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High-frequency exchange-rate prediction with an artificial neural network

Choudhry, Taufiq; McGroarty, Frank; Peng, Ke; Shiyun, Wang - In: Intelligent systems in accounting finance and … 19 (2012) 3, pp. 170-178

Persistent link: https://www.econbiz.de/10009667075

The momentum and mean reversion of Nikkei index futures : a Markov chain analysis

Peng, Ke; Shiyun, Wang - In: Advances in quantitative analysis of finance and … 6 (2008), pp. 239-251

Persistent link: https://www.econbiz.de/10003733886

Time varying prediction of UK asset returns

Liu, Jiang (contributor); Peng, Ke (contributor); … - 2003

Persistent link: https://www.econbiz.de/10001959350

Time varying prediction of UK asset returns

Liu, Jiang; Peng, Ke; Wang, Shiyun - 2004

This paper studies the economic significance of stock and bond return predictability in UK market over period February 1991 to May 2002, based on a real-time investment simulation with only publicly available information. We use ten macroeconomic and financial variables as the predicting...

Persistent link: https://www.econbiz.de/10009458284

Time Varying Prediction of UK Asset Returns

Liu, Jiang - 2003

Persistent link: https://www.econbiz.de/10012786575

HIGH‐FREQUENCY EXCHANGE‐RATE PREDICTION WITH AN ARTIFICIAL NEURAL NETWORK

Choudhry, Taufiq; McGroarty, Frank; Peng, Ke; Wang, Shiyun - In: Intelligent Systems in Accounting, Finance and Management 19 (2012) 3, pp. 170-178

Persistent link: https://www.econbiz.de/10011005833

HIGH‐FREQUENCY EXCHANGE‐RATE PREDICTION WITH AN ARTIFICIAL NEURAL NETWORK

Choudhry, Taufiq; McGroarty, Frank; Peng, Ke; Wang, Shiyun - In: International journal of intelligent systems in … 19 (2012) 3, pp. 170-179

Persistent link: https://www.econbiz.de/10010022568

High-frequency exchange-rate prediction with an artificial neural network

Choudhry, Taufiq; McGroarty, Frank; Peng, Ke; Wang, Shiyun - In: Intelligent systems in accounting finance and … 19 (2012) 3, pp. 170-178

Persistent link: https://www.econbiz.de/10010048269

Finding the projection onto the intersection of a closed half-space and a variable box

Liu, Yong-jin; Wang, Shiyun; Sun, Juhe - In: Operations research letters 41 (2013) 3, pp. 259-264

Persistent link: https://www.econbiz.de/10009757356

Time-varying beta and the Asian financial crisis : evidence from the Asian industrial sectors

Choudhry, Taufiq; Lu, Lin; Peng, Ke - In: Japan and the world economy : international journal of … 22 (2010) 4, pp. 228-234

Persistent link: https://www.econbiz.de/10009272684