Publications

Jump Detection in Financial Time Series using Machine Learning Algorithms

Published in Soft Computing, 2019

Recommended citation: Jay, F. K., Yeung, A., Wei, Z. K., Chan, K. Y., Henry, Y. K., Lau, K. F., & Yiu, C .(2019). “Jump Detection in Financial Time Series using Machine Learning Algorithms.” Soft Computing. 1(1).

Recommended citation: Jay, F. K., Yeung, A., Wei, Z. K., Chan, K. Y., Henry, Y. K., Lau, K. F., & Yiu, C .(2019). "Jump Detection in Financial Time Series using Machine Learning Algorithms." Soft Computing. 1(1).

A Novel Multivariate Volatility Modeling for Risk Management in Stock Markets

Published in International Journal of Fuzzy Systems, 2018

Recommended citation: Wei, Z. K., Yiu, K. F. C., Wong, H., & Chan, K. Y. (2018). “A Novel Multivariate Volatility Modeling for Risk Management in Stock Markets.” International Journal of Fuzzy Systems. 1(2).

Recommended citation: Wei, Z. K., Yiu, K. F. C., Wong, H., & Chan, K. Y. (2018). "A Novel Multivariate Volatility Modeling for Risk Management in Stock Markets." International Journal of Fuzzy Systems. 1(2).

Copulas-based algorithmic trading strategy and its risk measurement

Published in Statistics and Decision, 2014

Recommended citation: Zhang K., Wei Z.K. (2014). “Copulas-based algorithmic trading strategy and its risk measurement, Statistics and Decision.” Statistics and Decision. 56-58(16).

Recommended citation: Zhang K., Wei Z.K. (2014). "Copulas-based algorithmic trading strategy and its risk measurement, Statistics and Decision." Statistics and Decision. 56-58(16).

Report on the innovation and development of China’s special economic zones, Annual Report on the Development of China’s Special Economic Zones (2013)

Published in Social Science Academic Press (CHINA), 2014

Recommended citation: Zhang K., Wei Z.K. (2014). “Report on the innovation and development of China’s special economic zones, Annual Report on the Development of China’s Special Economic Zones (2013)” Social Science Academic Press (CHINA). 68-96 (1).

Recommended citation: Zhang K., Wei Z.K. (2014). "Report on the innovation and development of China's special economic zones, Annual Report on the Development of China's Special Economic Zones (2013)" Social Science Academic Press (CHINA). 68-96 (1).