Forecasting price volatility cluster of commodity futures index by using standard deviation with dynamic data sampling based on significant interval mined from historical data. - Kwan-Hua Sim; Kwan Yong Sim; Patrick Hang Hui Then (CoDIT, 2014)

Forecasting Price Volatility Range of Crude Palm Oil by Mining the Historical Data Using Hybrid Range Model. - Kwan-Hua Sim; Isaac Yung Shen Goh; Kwan Yong Sim; Yiing Chee Tan (ICS, 2014)

Dynamic Time Interval Data Representation in Scalable Financial Time Series Pattern Recognition. - Kwan-Hua Sim; Kwan Yong Sim; Nicholas Bong (CSAI/ICIMT, 2018)

Dynamic Time Series Data Reduction for NILM Appliance Identification. - Saad Tariq; Kwan-Hua Sim; Kwan Yong Sim (ICIAI, 2022)

A review of scalable time series pattern recognition. - Kwan-Hua Sim; Kwan Yong Sim; Valliappan Raman (Int. J. Bus. Intell. Data Min., 2022)