An-Sing Chen - researchr alias

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Viewing Publication 1 - 11 from 11

2020

Financial hedging in energy market by cross-learning machinesAn-Sing Chen, Mark T. Leung, Shaotao Pan, Ching-Yun Chou. nca, 32(14):10321-10335, 2020. [doi]

2012

Application of polynomial projection ensembles to hedging crude oil commodity riskAn-Sing Chen, Mark T. Leung, Ling-Hua Wang. eswa, 39(9):7864-7873, 2012. [doi]

2009

The forecasting ability of Internet-based virtual futures marketAn-Sing Chen, Jyun-Cheng Wang, Shu Ching Yang, David C. Yen. eswa, 36(10):12578-12584, 2009. [doi]

Making trading decisions for financial-engineered derivatives: a novel ensemble of neural networks using information contentMark T. Leung, An-Sing Chen, Ruben Mancha. isafm, 16(4):257-277, 2009. [doi]

2008

The dynamic relations among return volatility, trading imbalance, and trading volume in futures marketsAn-Sing Chen, Hung-Gay Fung, Erin H. C. Kao. mcs, 79(3):429-436, 2008. [doi]

2004

Regression neural network for error correction in foreign exchange forecasting and tradingAn-Sing Chen, Mark T. Leung. cor, 31(7):1049-1068, 2004. [doi]

2003

A Bayesian vector error correction model for forecasting exchange ratesAn-Sing Chen, Mark T. Leung. cor, 30(6):887-900, 2003. [doi]

Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock IndexAn-Sing Chen, Mark T. Leung, Hazem Daouk. cor, 30(6):901-923, 2003. [doi]

2002

Constructing Internet Futures Exchange for Teaching Derivatives Trading in Financial MarketsAn-Sing Chen, Jyun-Cheng Wang, Shu Ching Yang. ICCE 2002: 1392-1393

2001

Using investment portfolio return to combine forecasts: A multiobjective approachMark T. Leung, Hazem Daouk, An-Sing Chen. eor, 134(1):84-102, 2001. [doi]

2000

Forecasting exchange rates using general regression neural networksMark T. Leung, An-Sing Chen, Hazem Daouk. cor, 27(11-12):1093-1110, 2000. [doi]

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