Wing Lon Ng

According to our database, Wing Lon Ng authored at least 15 papers between 2010 and 2016.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2016

Improving risk-adjusted performance in high frequency trading using interval type-2 fuzzy logic.

Vince Vella, Wing Lon Ng

Expert Syst. Appl., 2016

Backlash Agent: A trading strategy based on Directional Change.

Amer Bakhach, Edward P. K. Tsang, Wing Lon Ng, Venkata L. Raju Chinthalapati

Proceedings of the 2016 IEEE Symposium Series on Computational Intelligence, 2016

2015

Nonparametric estimation of general multivariate tail dependence and applications to financial time series.

Yuri Salazar, Wing Lon Ng

Stat. Methods Appl., 2015

Simulation based calibration using extended balanced augmented empirical likelihood.

Minh Khoa Nguyen, Steve Phelps, Wing Lon Ng

Stat. Comput., 2015

A Dynamic Fuzzy Money Management Approach for Controlling the Intraday Risk-Adjusted Performance of AI Trading Algorithms.

Vince Vella, Wing Lon Ng

Intell. Syst. Account. Finance Manag., 2015

Minimizing Basel III Capital Requirements with Unconditional Coverage Constraint.

Manuel Kleinknecht, Wing Lon Ng

Intell. Syst. Account. Finance Manag., 2015

2014

A Simulation Analysis of Herding and Unifractal Scaling Behaviour.

Steve Phelps, Wing Lon Ng

Intell. Syst. Account. Finance Manag., 2014

Enhancing risk-adjusted performance of stock market intraday trading with Neuro-Fuzzy systems.

Vince Vella, Wing Lon Ng

Neurocomputing, 2014

Enhancing intraday trading performance of Neural Network using dynamic volatility clustering fuzzy filter.

Vince Vella, Wing Lon Ng

Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014

Improving portfolio risk profile with threshold accepting.

Manuel Kleinknecht, Wing Lon Ng

Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014

2013

Periodicities of Foreign Exchange Markets and the Directional Change Power Law.

Iacopo Giampaoli, Wing Lon Ng, Nick Constantinou

Intell. Syst. Account. Finance Manag., 2013

Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns.

Yuri Salazar, Wing Lon Ng

Commun. Stat. Simul. Comput., 2013

2012

Can a zero-intelligence plus model explain the stylized facts of financial time series data?

Imon Palit, Steve Phelps, Wing Lon Ng

Proceedings of the International Conference on Autonomous Agents and Multiagent Systems, 2012

2011

Enhancing credit default swap valuation with meshfree methods.

Alexander Guarin, Xiaoquan Liu, Wing Lon Ng

Eur. J. Oper. Res., 2011

2010

Capturing order book dynamics with Kalman filters.

Jian Jiang, Wing Lon Ng

Proceedings of the International Conference on Networked Computing and Advanced Information Management, 2010