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Make-to-order product demand forecasting : exponential smoothing models with neural network correction

Leung, Mark T.; Castillo Quintana, Rolando; Chen, An-sing - In: Advances in business and management forecasting 6 (2009), pp. 249-266

Persistent link: https://www.econbiz.de/10003850404

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/10003922203

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. 2947-2969

Persistent link: https://www.econbiz.de/10003203805

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/10003101570

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/10001476882

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/10001356592

Dynamic foreign currency trading guided by adaptive forecasting

Chen, An-sing; Leung, Mark T. - In: Review of Pacific Basin financial markets and policies 1 (1998) 3, pp. 383-418

Persistent link: https://www.econbiz.de/10001367327

Stock auction bidding behavior and information asymmetries : an empirical analysis using the discriminatory auction model framework

Chen, An-sing; Liaw, Gwohorng; Leung, Mark T. - In: Journal of banking & finance 27 (2003) 5, pp. 867-889

Persistent link: https://www.econbiz.de/10001752329

Option straddle trading : financial performance and economic significance of direct profit forecast and conventional strategies

Chen, An-sing; Leung, Mark T. - In: Applied economics letters 10 (2003) 8, pp. 493-498

Persistent link: https://www.econbiz.de/10001770597

Using Investment Portfolio Return to Combine Forecasts : A Multi-Objective Approach

Leung, Mark T. - 2006

This study investigates the usefulness and efficacy of a multiobjective decision method for financial trading guided by a set of seemingly diverse analysts' forecasts. The paper proposes a goal programming (GP) approach which combines various forecasts based on the performance of their previous...

Persistent link: https://www.econbiz.de/10012735690

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