Capturing order book dynamics with Kalman filters. - Jian Jiang; Wing Lon Ng (NCM, 2010)

Enhancing credit default swap valuation with meshfree methods. - Alexander Guarin; Xiaoquan Liu; Wing Lon Ng (Eur. J. Oper. Res., 2011)

Can a zero-intelligence plus model explain the stylized facts of financial time series data? - Imon Palit; Steve Phelps; Wing Lon Ng (AAMAS, 2012)

Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns. - Yuri Salazar; Wing Lon Ng (Commun. Stat. Simul. Comput., 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)

Improving portfolio risk profile with threshold accepting. - Manuel Kleinknecht; Wing Lon Ng (CIFEr, 2014)

Enhancing intraday trading performance of Neural Network using dynamic volatility clustering fuzzy filter. - Vince Vella; Wing Lon Ng (CIFEr, 2014)

Enhancing risk-adjusted performance of stock market intraday trading with Neuro-Fuzzy systems. - Vince Vella; Wing Lon Ng (Neurocomputing, 2014)

A Simulation Analysis of Herding and Unifractal Scaling Behaviour. - Steve Phelps; Wing Lon Ng (Intell. Syst. Account. Finance Manag., 2014)

Minimizing Basel III Capital Requirements with Unconditional Coverage Constraint. - Manuel Kleinknecht; Wing Lon Ng (Intell. Syst. Account. Finance Manag., 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)

Simulation based calibration using extended balanced augmented empirical likelihood. - Minh Khoa Nguyen; Steve Phelps; Wing Lon Ng (Stat. Comput., 2015)

Nonparametric estimation of general multivariate tail dependence and applications to financial time series. - Yuri Salazar; Wing Lon Ng (Stat. Methods Appl., 2015)

Backlash Agent: A trading strategy based on Directional Change. - Amer Bakhach; Edward P. K. Tsang; Wing Lon Ng; Venkata L. Raju Chinthalapati (SSCI, 2016)

Improving risk-adjusted performance in high frequency trading using interval type-2 fuzzy logic. - Vince Vella; Wing Lon Ng (Expert Syst. Appl., 2016)