W. Ng

发表

Valuation of American Options with Meshfree Methods

Alexander Guarín, Xiaoquan Liu, W. Ng, 2012 .

Reducing Basel III Capital Requirements with Dynamic Conditional Correlation and Monte Carlo Simulation

W. Ng, Manuel Kleinknecht, 2016 .

Intraday high-frequency FX trading with adaptive neuro-fuzzy inference systems

Wing Lon Ng, Abdalla Kablan, W. Ng, 2011 .

Default Risk from CDS Spreads with a Nonlinear Filter 2012

Alexander Guarín, Xiaoquan Liu, W. Ng, 2012 .

1 Forecasting Directional Changes in Financial Markets

E. Tsang, W. Ng, Amer Bakhach, 2015 .

DYNAMIC ORDER SUBMISSION AND HERDING BEHAVIOR IN ELECTRONIC TRADING

W. Ng, 2010 .

Analysing liquidity and absorption limits of electronic markets with volume durations

W. Ng, 2008 .

High-frequency Index Returns: The Stylized Facts Revised∗

W. Ng, 2008 .

Wing Lon Ng Analyzing Liquidity and Absorption Limits of Electronic Markets with Volume Durations October 2007 Analyzing Liquidity and Absorption Limits of Electronic Markets with Volume Durations

W. Ng, Mark Trede, M. Trede, 2007 .

Precise time-matching in chimpanzee allogrooming does not occur after a short delay

Mirco Musolesi, Wing Lon Ng, Steve Phelps, 2018, PloS one.

Improving risk-adjusted performance prole of intraday trading models with Neuro-Fuzzy techniques and moving average high-frequency price signals

W. Ng, Vince Vella, 2013 .

Simulation Based Estimation Using Empirical Likelihood

S. Phelps, W. Ng, M. K. Nguyen, 2013 .

Centre for Computational Finance and Economic Agents Working Paper Series WP 072-13 Minh Khoa

S. Phelps, W. Ng, W. Nga, 2013 .

Duration and Order Type Clusters

W. Ng, 2004 .

Analysing financial contagion and asymmetric market dependence with volatility indices via copulas

Yue Peng, W. Ng, 2011, Annals of Finance.

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

W. Ng, Yuri Salazar, 2014, Statistical Methods & Applications.

Simulation based calibration using extended balanced augmented empirical likelihood

S. Phelps, W. Ng, Minh Khoa Nguyen, 2014, Statistics and Computing.

The Effect of the Real Estate Downturn on the Link between REITs and the Stock Market

W. Ng, Steven C. J. Simon, 2009 .

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

Wing Lon Ng, Vince Vella, W. Ng, 2014, 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr).

Minimizing Basel III Capital Requirements with Unconditional Coverage Constraint

Wing Lon Ng, Manuel Kleinknecht, W. Ng, 2015, Intell. Syst. Account. Finance Manag..

Improving portfolio risk profile with threshold accepting

Wing Lon Ng, Manuel Kleinknecht, W. Ng, 2014, 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr).

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

Wing Lon Ng, Vince Vella, W. Ng, 2016, Expert Syst. Appl..

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

Wing Lon Ng, Vince Vella, W. Ng, 2014, Neurocomputing.

Centre for Computational Finance and Economic Agents Working Paper Series Wp021-08 Nonlinearities in Stochastic Clocks: Trades and Volume as Subordinators of Electronic Markets Nonlinearities in Stochastic Clocks: Trades and Volume as Subordinators of Electronic Markets

W. Ng, Rafael Velasco–Fuentes, Wing Lon Ng, 2022 .

Analysis of ultra-high-frequency financial data using advanced Fourier transforms

Wing Lon Ng, Nick Constantinou, Iacopo Giampaoli, 2009 .

Cross-sectional volatility index as a proxy for the VIX in an Asian market

W. Ng, J. O'Hara, Futeri Jazeilya Md Fadzil, 2017 .

Optimising Order Splitting and Execution with Fuzzy Logic Momentum Analysis

Wing Lon Ng, Abdalla Kablan, W. Ng, 2011 .

Enhancing High-Frequency Order Placement Strategies with Fuzzy Logic and Fuzzy Inference

Wing Lon Ng, Abdalla Kablan, W. Ng, 2010 .

High Frequency Trading using Fuzzy Momentum Analysis

W. Ng, A. Kablan, 2010 .

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

Wing Lon Ng, Yuri Salazar, W. Ng, 2013, Commun. Stat. Simul. Comput..

Analysing financial contagion and asymmetric market dependence with volatility indices via copulas

Wing Lon Ng, Yue Peng, W. Ng, 2012 .

A Simulation Analysis of Herding and Unifractal Scaling Behaviour

Wing Lon Ng, Steve Phelps, S. Phelps, 2014, Intell. Syst. Account. Finance Manag..

The Signalling Properties of the Shape of the Credit Default Swap Term Structure

N. Constantinou, W. Ng, J. Castellanos, 2015 .

Overreaction and Multiple Tail Dependence at the High-frequency Level — The Copula Rose

W. Ng, 2006 .

High-frequency Index Returns: The Stylized Facts Revised

W. Ng, M. Trede, 2010 .

Analysis of Ultra-High-Frequency Financial Data Using Advanced Fourier Transforms 1

N. Constantinou, W. Ng, Iacopo Giampaoli, 2008 .

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

Wing Lon Ng, Vince Vella, W. Ng, 2015, Intell. Syst. Account. Finance Manag..

Nonlinearities in stochastic clocks: trades and volume as subordinators of electronic markets

W. Ng, Rafael Velasco–Fuentes, 2011 .

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

Wing Lon Ng, Yuri Salazar, W. Ng, 2015, Stat. Methods Appl..

Financial News Analytics

W. Ng, Liutauras Petrucionis, 2015 .

Simulation based calibration using extended balanced augmented empirical likelihood

Wing Lon Ng, Minh Khoa Nguyen, Steve Phelps, 2015, Stat. Comput..

The Scod Model: Analyzing Durations with a Semiparametric Copula Approach

W. Ng, C. Savu, 2005 .

Periodicities of FX Markets in Intrinsic Time

Wing Lon Ng, Nick Constantinou, Iacopo Giampaoli, 2010 .

Frequencies in Ultra-high-frequent Trading

Wing Lon Ng, W. Ng, 2007 .

Enhancing credit default swap valuation with meshfree methods

Wing Lon Ng, Xiaoquan Liu, Alexander Guarin, 2011, Eur. J. Oper. Res..