A Novel Multivariate Volatility Modeling for Risk Management in Stock Markets. - Zi-Kai Wei; Ka-Fai Cedric Yiu; Heung Wong; Kit Yan Chan (Int. J. Fuzzy Syst., 2018)

Jump detection in financial time series using machine learning algorithms. - Jay F. K. Au Yeung; Zi-Kai Wei; Kit Yan Chan; Henry Y. K. Lau; Ka-Fai Cedric Yiu (Soft Comput., 2020)