Leung Mark T.

Mark T. Leung

Information about the author Mark T. Leung will soon be added to the site.
Found 6 papers in total
Performance evaluation of neural network architectures: the case of predicting foreign exchange correlations
Performance evaluation of neural network architectures: the case of predicting foreign exchange correlations
2005
In the last decade, neural networks have emerged from an esoteric instrument in...
Regression neural network for error correction in foreign exchange forecasting and trading
Regression neural network for error correction in foreign exchange forecasting and trading
2004
Predicting exchange rates has long been a concern in international finance as most...
A Bayesian vector error correction model for forecasting exchange rates
A Bayesian vector error correction model for forecasting exchange rates
2003
This paper develops a new method called Bayesian Vector Error Correction Model...
Application of neural networks to an emerging financial market: Forecasting and trading the Taiwan stock index
Application of neural networks to an emerging financial market: Forecasting and trading the Taiwan stock index
2003
In this study, we attempt to model and predict the direction of return on market index...
Using investment portfolio return to combine forecasts: A multiobjective approach
Using investment portfolio return to combine forecasts: A multiobjective approach
2001
This study investigates the usefulness and efficacy of a multiobjective decision...
Forecasting exchange rates using general regression neural networks
Forecasting exchange rates using general regression neural networks
2000
In this study, we examine the forecastability of a specific neural network...
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