An-Sing Chen

National Chung Cheng University - Department of Finance

Chia-Yi, Taiwan 621

China

SCHOLARLY PAPERS

9

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Top 4,923

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8,445

SSRN CITATIONS
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SSRN RANKINGS

Top 40,668

in Total Papers Citations

11

CROSSREF CITATIONS

2

Scholarly Papers (9)

1.

Application of Neural Networks to an Emerging Financial Market: Forecasting and Trading the Taiwan Stock Index

Number of pages: 42 Posted: 13 Aug 2001
An-Sing Chen, Hazem Daouk and Mark T. Leung
National Chung Cheng University - Department of Finance, Cornell University - School of Applied Economics and Management and University of Texas at San Antonio - Department of Management Science and Statistics
Downloads 3,452 (2,881)
Citation 11

Abstract:

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Emerging economy, forecasting, trading strategy, Neural Networks, Generalized Methods of Moments (GMM)

Forecasting Stock Indices: A Comparison of Classification and Level Estimation Models

Number of pages: 18 Posted: 24 Jan 2000
Mark T. Leung, Hazem Daouk and An-Sing Chen
University of Texas at San Antonio - Department of Management Science and Statistics, Cornell University - School of Applied Economics and Management and National Chung Cheng University - Department of Finance
Downloads 1,847 (8,224)
Citation 3

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Forecasting, Multivariate classification, Stock index, Trading strategy

Forecasting Stock Indices: A Comparison of Classification and Level Estimation Models

International Journal of Forecasting, Vol. 16, pp. 173-190
Posted: 28 Aug 2000
Mark T. Leung, Hazem Daouk and An-Sing Chen
University of Texas at San Antonio - Department of Management Science and Statistics, Cornell University - School of Applied Economics and Management and National Chung Cheng University - Department of Finance

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Forecasting, multivariate classification, neural networks, econometric time series analysis, stock index and return, trading strategy

Forecasting Exchange Rates Using General Regression Neural Networks

Number of pages: 35 Posted: 17 Jan 2000
Mark T. Leung, An-Sing Chen and Hazem Daouk
University of Texas at San Antonio - Department of Management Science and Statistics, National Chung Cheng University - Department of Finance and Cornell University - School of Applied Economics and Management
Downloads 1,697 (9,454)
Citation 1

Abstract:

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General regression neural networks, currency exchange rate, forecasting

Using Investment Portfolio Return to Combine Forecasts: A Multi-Objective Approach

Number of pages: 35 Posted: 21 Nov 2000
Mark T. Leung, Hazem Daouk and An-Sing Chen
University of Texas at San Antonio - Department of Management Science and Statistics, Cornell University - School of Applied Economics and Management and National Chung Cheng University - Department of Finance
Downloads 809 (29,131)

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Investment analysis, neural networks, econometric forecasting, goal programming, combining forecasts, multiobjective decision analysis

Using Investment Portfolio Return to Combine Forecasts: A Multi-Objective Approach

Forthcoming in European Journal of Operational Research
Posted: 18 Sep 2001
An-Sing Chen, Hazem Daouk and Mark T. Leung
National Chung Cheng University - Department of Finance, Cornell University - School of Applied Economics and Management and University of Texas at San Antonio - Department of Management Science and Statistics

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Investment analysis, goal programming, combining forecasts, multiobjective decision analysis, trading strategies

5.

Cointegration and Detectable Linear and Nonlinear Causality: Analysis Using the London Metal Exchange Lead Contract

EFMA 2003 Helsinki Meetings
Number of pages: 30 Posted: 16 May 2003
An-Sing Chen
National Chung Cheng University - Department of Finance
Downloads 408 (71,878)

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6.

Price Support in Stock Auctioned Ipos: Some Empirical Evidence

Number of pages: 29 Posted: 12 Mar 2002
National Chung Cheng University - Department of Finance, National Chung Cheng University - Department of Finance, University of Texas at San Antonio - Department of Management Science and Statistics and National Chung Hsing University
Downloads 232 (133,095)

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Initial public offerings; IPO underpricing; stock auction; price support; stabilization; Tobit limited dependent variable analysis, maximum rank correlation

7.

Performance Evaluation of Neural Network Architectures: The Case of Predicting Foreign Exchange Correlations

Journal of Forecasting, Vol. 24, pp. 403-420, 2006
Posted: 13 Aug 2006
An-Sing Chen and Mark T. Leung
National Chung Cheng University - Department of Finance and University of Texas at San Antonio - Department of Management Science and Statistics

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Time series forecasting, foreign exchange, implied correlation, neural networks, econometric testing

8.

Regression Neural Network for Error Correction in Foreign Exchange Forecasting and Trading

Computers and Operations Research, Vol. 31, pp. 1049-1068
Posted: 08 Aug 2006
An-Sing Chen and Mark T. Leung
National Chung Cheng University - Department of Finance and University of Texas at San Antonio - Department of Management Science and Statistics

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Neural networks, multivariate time series, exchange rate forecasting, foreign currency, investment strategies

9.

Application of Neural Networks to an Emerging Financial Market: Forecasting and Trading the Taiwan Stock Index

Computers & Operations Research, Vol. 30, pp. 901-923
Posted: 28 Jan 2002
Mark T. Leung, Hazem Daouk and An-Sing Chen
University of Texas at San Antonio - Department of Management Science and Statistics, Cornell University - School of Applied Economics and Management and National Chung Cheng University - Department of Finance

Abstract:

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emerging economy, index forecasting, trading strategy, neural networks, generalized gethods of moments (GMM)