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Trend-based forecast of cryptocurrency returns Journal article
Tan,Xilong, Tao,Yubo. Trend-based forecast of cryptocurrency returns[J]. Economic Modelling, 2023, 124, 106323.
Authors:  Tan,Xilong;  Tao,Yubo
Favorite | TC[WOS]:3 TC[Scopus]:4  IF:4.2/4.2 | Submit date:2023/08/03
Covid-19  Cryptocurrency  Investment Horizon  Machine Learning  Return Predictability  Technical Analysis  
Trend following with contrarian strategy and firefly optimization Algorithm Conference paper
Mei Zhao, Yain-Whar Si. Trend following with contrarian strategy and firefly optimization Algorithm[C]:IEEE, 2020, 818-824.
Authors:  Mei Zhao;  Yain-Whar Si
Favorite | TC[WOS]:0 TC[Scopus]:0 | Submit date:2021/12/06
Algorithmic Trading  Contrarian Strategy  Technical Analysis  Technical Indicators  Trend Following  
Mining subsequent trend patterns from financial time series Journal article
Wan,Yuqing, Lau,Raymond Yiu Keung, Si,Yain Whar. Mining subsequent trend patterns from financial time series[J]. International Journal of Wavelets Multiresolution and Information Processing, 2020, 18(3).
Authors:  Wan,Yuqing;  Lau,Raymond Yiu Keung;  Si,Yain Whar
Favorite | TC[WOS]:7 TC[Scopus]:8  IF:0.9/1.1 | Submit date:2021/03/11
Chart Patterns  Financial Time Series  Subsequent Trend Patterns  Technical Analysis  
Value premium and technical analysis: Evidence from the China stock market Journal article
Lam, Keith S.K., Dong, Liang, Yu, Bo. Value premium and technical analysis: Evidence from the China stock market[J]. Economies, 2019, 7(3).
Authors:  Lam, Keith S.K.;  Dong, Liang;  Yu, Bo
Favorite | TC[WOS]:2 TC[Scopus]:4  IF:2.1/2.2 | Submit date:2022/05/17
China Stock Market  Moving Average  Technical Analysis  Value Premium  
Value Premium and Technical Analysis: Evidence from the China Stock Market Journal article
Keith S. K. Lam, Liang Dong, Bo Yu. Value Premium and Technical Analysis: Evidence from the China Stock Market[J]. ECONOMIES, 2019, 7(3).
Authors:  Keith S. K. Lam;  Liang Dong;  Bo Yu
Favorite | TC[WOS]:2 TC[Scopus]:4  IF:2.1/2.2 | Submit date:2020/07/14
Value Premium  Technical Analysis  Moving Average  China Stock Market  
Trend following in financial time series with multi-objective optimization Journal article
Jingyuan Liu, Yain-Whar Si, Defu Zhang, Ligang Zhou. Trend following in financial time series with multi-objective optimization[J]. APPLIED SOFT COMPUTING, 2018, 66, 149-167.
Authors:  Jingyuan Liu;  Yain-Whar Si;  Defu Zhang;  Ligang Zhou
Favorite | TC[WOS]:5 TC[Scopus]:6  IF:7.2/7.0 | Submit date:2018/10/30
Financial Time Series  Technical Analysis  Trend Following  Particle Swarm Optimization  Simulated Annealing  
Trend following in financial time series with multi-objective optimization Journal article
Liu,Jingyuan, Si,Yain Whar, Zhang,Defu, Zhou,Ligang. Trend following in financial time series with multi-objective optimization[J]. APPLIED SOFT COMPUTING, 2018, 66, 149-167.
Authors:  Liu,Jingyuan;  Si,Yain Whar;  Zhang,Defu;  Zhou,Ligang
Favorite | TC[WOS]:5 TC[Scopus]:6  IF:7.2/7.0 | Submit date:2021/03/11
Financial Time Series  Particle Swarm Optimization  Simulated Annealing  Technical Analysis  Trend Following  
Surplus agricultural labour and China's Lewis turning point Journal article
Kwan,Fung, Wu,Yanrui, Zhuo,Shuaihe. Surplus agricultural labour and China's Lewis turning point[J]. China Economic Review, 2018, 48, 244-257.
Authors:  Kwan,Fung;  Wu,Yanrui;  Zhuo,Shuaihe
Favorite | TC[WOS]:36 TC[Scopus]:41 | Submit date:2019/06/18
Chinese Agricultural Labour  Lewis Turning Point  Stochastic Frontier Analysis  Technical Efficiency  
A formal approach to chart patterns classification in financial time series Journal article
Yuqing Wan, Yain-Whar Si. A formal approach to chart patterns classification in financial time series[J]. Information Sciences, 2017, 411, 151-175.
Authors:  Yuqing Wan;  Yain-Whar Si
Favorite | TC[WOS]:27 TC[Scopus]:28  IF:0/0 | Submit date:2018/10/30
Chart Patterns  Formal Specification  Pattern Matching  Financial Time Series  Technical Analysis  
A novel forecasting method based on multi-order fuzzy time series and technical analysis Journal article
Furong Ye, Liming Zhang, Defu Zhang, Hamido Fujita, Zhiguo Gong. A novel forecasting method based on multi-order fuzzy time series and technical analysis[J]. Information Sciences, 2016, 367-368, 41-57.
Authors:  Furong Ye;  Liming Zhang;  Defu Zhang;  Hamido Fujita;  Zhiguo Gong
Favorite | TC[WOS]:80 TC[Scopus]:101  IF:0/0 | Submit date:2019/02/12
Financial Forecasting  Fuzzy Time Series  Genetic Algorithm  Technical Analysis