Mining Profitable High Frequency Pairs Trading Forex Signal Using Copula and Deep Neural Network. - Carlin C. F. Chu; Po Kin Chan (SNPD, 2018)

A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series. - Carlin C. F. Chu; Simon S. W. Li (Comput. Manag. Sci., 2024)