A synergy of econometrics and computational methods (GARCH-RNFS) for volatility forecasting. - Ronald Tor Das; Kai Keng Ang; Chai Quek (IEEE Congress on Evolutionary Computation, 2010)

ieRSPOP: A novel incremental rough set-based pseudo outer-product with ensemble learning. - Ronald Tor Das; Kai Keng Ang; Chai Quek (Appl. Soft Comput., 2016)