Lanz Chan

Finamatrix Investments Pte. Ltd.

Director

Singapore

http://www.finamatrix.com

Beijing Institute of Technology - Zhuhai Campus

Professor

Tangjia Bay

Zhuhai, Guangdong

China

  • Finamatrix Investments Pte. Ltd.

  • Beijing Institute of Technology - Zhuhai Campus

SCHOLARLY PAPERS

10

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2,394

CITATIONS

1

Scholarly Papers (10)

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1.

Automated Trading with Genetic-Algorithm Neural-Network Risk Cybernetics: An Application on FX Markets

Finamatrix Journal, February 2012
Number of pages: 28 Posted: 05 Oct 2010 Last Revised: 08 Aug 2015
Lanz Chan and Wing-Keung Wong
Finamatrix Investments Pte. Ltd. and Asia University, Department of Finance
Downloads 1,277 (13,904)
Citation 1

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Automation, Autobot, Genetic-Algorithm Neural-Network, Risk-Pricing, Risk Cybernetics, Expert Advisor

2.

Expert Advisor Development on MT4/MT5 for Automated Algorithmic Trading on EURUSD M1 Data

Finamatrix Journal, September 2013
Number of pages: 4 Posted: 02 Sep 2013 Last Revised: 20 Jun 2014
Lanz Chan and Wing-Keung Wong
Finamatrix Investments Pte. Ltd. and Asia University, Department of Finance
Downloads 578 (43,195)

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expert advisor, automated algorithms, metatrader, quantitative trading

3.

Automated Gold Trading with MT4

Wong Manyat, Chan LCWJ and Wong WK (2014) Automated Gold Trading with MT4. Finamatrix Journal, Jun 2014.
Number of pages: 6 Posted: 25 Jun 2014 Last Revised: 21 Apr 2015
Manyat Wong, Lanz Chan and Wing-Keung Wong
Finamatrix Investments Pte. Ltd., Finamatrix Investments Pte. Ltd. and Asia University, Department of Finance
Downloads 287 (99,630)

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gold trading, expert advisor, automated algorithms, metatrader, quantitative trading, black box

4.

Lucky 13? Does the Singapore Equities Market Move in 13-Year Cycles?

Market Technician Journal, Vol. 54, pp.3-4, 2005
Number of pages: 2 Posted: 05 Sep 2007
Wing-Keung Wong and Lanz Chan
Asia University, Department of Finance and Finamatrix Investments Pte. Ltd.
Downloads 112 (231,536)

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Singapore, equities, cycles, spectrum analysis

5.

Atomic Portfolio Selection: MVSK Utility Optimization of Global Real Estate Securities

Finamatrix, July 2011
Number of pages: 152 Posted: 23 Jan 2011 Last Revised: 05 Sep 2013
Lanz Chan
Finamatrix Investments Pte. Ltd.
Downloads 98 (254,032)

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co-variance, co-skewness, co-kurtosis, anti-moment, bi-moments, tri-moments, time-varying Kalman Filter

6.

Fix Risk-Cybernetics Protocol

Number of pages: 4 Posted: 05 Feb 2018
Lanz Chan and Wing-Keung Wong
Finamatrix Investments Pte. Ltd. and Asia University, Department of Finance
Downloads 42 (394,222)

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blockchain, risk-cybernetics protocol, options pricing, digital exchange, cryptocurrency, delta-hedged portfolio, volatility arbitrage

7.

Machine-Learning Fully Automated FX Trading System for Superior Returns with Risk Cybernetics Artificial Intelligence Framework

Posted: 25 May 2015 Last Revised: 29 Jul 2017
Lanz Chan
Finamatrix Investments Pte. Ltd.

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artificial intelligence, automated trading systems, algorithmic trading, cybernetics, machine-learning

8.

Mean Reversion of Singapore Property Stock Prices Towards Their Fundamental Values

Journal of Property Investment and Finance, Vol. 20, No. 4, pp. 374-387, 2002
Posted: 23 Jan 2011 Last Revised: 25 Jan 2011
Tien Foo Sing, Kim Hiang Liow and Lanz Chan
National University of Singapore (NUS) - Department of Real Estate, National University of Singapore (NUS) - Department of Real Estate and Finamatrix Investments Pte. Ltd.

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Property, Value, Singapore

9.

Co-Skewness and Co-Kurtosis in Global Real Estate Securities

Journal of Property Research, Vol. 22, No. 2 & 3, pp. 163-203, June 2005
Posted: 23 Jan 2011 Last Revised: 25 Jan 2011
Lanz Chan
Finamatrix Investments Pte. Ltd.

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Higher-moment CAPM, co-skewness, co-kurtosis, time-varying, risk premia

10.

Global Brand Value as a Financial Performance Indicator

Finamatrix Journal, December 2010
Posted: 22 Jan 2011 Last Revised: 04 Sep 2013
Lanz Chan
Finamatrix Investments Pte. Ltd.

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Global brand value, financial performance indicator, return on assets, total asset turnover

Other Papers (2)

Total Downloads: 28    Citations: 0
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1.

Research Note: U.S. Macro News Surprises on EURUSD for Algo-Trading

Finamatrix, October 2016
Number of pages: 1 Posted: 07 Oct 2016 Last Revised: 30 Dec 2016
Lanz Chan and Ye Chengkui
Finamatrix Investments Pte. Ltd. and Independent
Downloads 22

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2.

Case Discussion: Singapore CDL Hospitality Trust – Integrated Investment Solutions within Hotel Services

Number of pages: 2 Posted: 05 Jan 2017
Lanz Chan
Finamatrix Investments Pte. Ltd.
Downloads 6

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integrated investment solutions, hotel services