Terms
Co-authors
Related authors
Research data
Click on the author name for her/his data, if available
List of co-authors associated with the respective author. The font size represents the frequency of co-authorship.
Click on a term to reduce result list
The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.
Leung, Mark T. Lin, James Wuh Cheng, Lee-Young Daouk, Hazem Hung, Pi-Hsia Liaw, Gwohorng Ang, James S. Hong, Bi-Shia Zhang, Tai-wei Fang, Shih-chuan Yueh-Chung, Chu Castillo Quintana, Rolando Mancha, Ruben Cheng, Kuang-Fu Chih, Shu-wei Cheng, Kuang-fu Cheng, Lee-young Lin, Shih-chieh Huong Thi Nguyen Yang, Che-Ming Wu, Yun-Lin Liu, Chinpiao Yang, Wayne Tu, Hsing-Yu Chang, Chong-Chuo Lin, Shih-kuei Hsu, Chih-Chen Chang, Hung-Chou Pham Tuan Anh Cheng, Miao-Sih Chu, Hsiang-Hui Shen, Po-Wei Yang, H. W. Wayne Lin, Timothy H. All co-authors models network trading neural kapitaleinkommen level stock forecasting classification market performance return prognoseverfahren prices analysis investment linear nonlinear causality exchange börsenkurs returns cointegration evidence information empirical direction price option strategies architectures predicting index volatility based forecasts tests anlageverhalten volatilität effects financial time model driven using taiwan evaluation prediction movement multivariate relative threshold rules cash
Composed terms capital income neural network level estimation forecasting model share price linear nonlinear classification models estimation models nonlinear causality behavioural finance portfolio management portfolio selection stock market mean reversion network architectures threshold trading trading rules cash prices forecasting stock stock indices indices comparison comparison classification classification level cointegration detectable detectable linear analysis using london metal metal exchange granger causality neural networks exponential smoothing time series stock index forecast error feedforward neural time series analysis option pricing theory neuronale netze capital structure option prices causality analysis using london exchange lead lead contract private equity performance evaluation evaluation neural architectures case case predicting predicting foreign foreign exchange exchange correlations empirical evaluation option pricing trading strategies prediction currency
Single terms
INCLUDE
EXCLUDE b
In addition, you can search in EconBiz.de for this author and selected terms. Search EconBiz
Related articles from HBS Working Knowledge. HBS
Clear
Match by: author Name author GND exclude author
RD
Sort by: Relevance Year ↓ Year ↑
Records: 10 25 100 All
Citations loading...
The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
An-sing Chen B: 1963 Biblio: Tätig an der National Chung Cheng Univ., Chia-Yi, Taiwan; Tätig an der Indiana Univ.
Q133722363