CLARENCE N. W. TAN

 
 
 
 

Telephone

Work
 +61 (0) 7 5595 3366
Fax
 +61 (0) 7 5595 3320
A/H
 +61 (0) 4 1998 8982

Send email:ctan@computer.org

You are visitor number  since March 25, 1997
Please Sign My Guestbook         View My GuestbookGuestbook by Lpage

Academic Qualifications; Professional Affilations;Work Experience

Skills Research Grant and List of Publications

 Return to Clarence Tan's Personal Home Page Return to Clarence Tan's Work Home Page 

          B. CHAPTERS IN THE BOOK ( REFEREED )

        1. Martin, V. and, Tan, C., "Artificial Neural Networks", Nonlinear Economic Models: Cross-sectional, Time Series and Neural Network Applications, Edward Elgar, UK, Ch. 12 pp. 213-240, ISBN 1-85898-637-0,1997.

          2.  
        2. Tan, C., "A Study on Using Artificial Neural Networks to Develop

          3. An Early Warning Predictor for Credit Union Financial Distress with Comparison to the Probit Model", Neural Networks in Finance and Investing edited by Trippi and Turban, Irwin, USA, Ch. 15 pp. 329-365, ISBN 1-55738-919-6, 1996.
           
        3. Wong, F. and Tan, C., "Hybrid Neural, Genetic and Fuzzy Systems", Trading On The Edge: Neural, Genetic and Fuzzy Systems for Chaotic Financial Markets edited by G. J. Deboek, John Wiley and Sons Inc., USA, Ch. 14 pp. 243-261, ISBN 0-471-31100-6, 1994.

       
          C. PUBLISHED PAPERS ( REFEREED )
          * paper has also been published as a School of Information Technology, Bond University, Working Paper Series.
           
           
        1. Tsoi A.C., Tan, C.N.W., Lawrence, S., Financial Time Series Forecasting: Application of Artificial Neural Network Techniques 1, Proceedings of the December 5-10 1993 International Symposium on Nonlinear Theory and its Applications, ed. S. I. Amari and H. Kuh, Hawaii, USA, pp. 1039-1044, 1993.

          2.  
        2. Tsoi A.C., Tan, C.N.W., Lawrence, S., Financial Time Series Forecasting: Application of Recurrent Artificial Neural Network Techniques 2, Proceedings of the First International Workshop Neural Networks in the Capital Markets November 18-19 1993, ed. A. N. Refenes, London Business School, London, United Kingdom,.1993.

          3.  
        3. Tan, C.N.W, Hypothetical Trading Result with a Simple Artificial Neural Network-based Financial Trading System, The Third International Workshop on Artificial Intelligence in Economics and Management, Portland State University, Portland, Oregon, USA, August 25-27, 1993, Publication of Proceedings TBA.

          4.  
        4. *Tan, C.N.W., Incorporating Artificial Neural Network into a Rule-based Financial Trading System, The First New Zealand International Two Stream Conference on Artificial Neural Networks and Expert Systems (ANNES), University of Otago, Dunedin, New Zealand, November 24-26, 1993, IEEE Computer Society Press, ISBN 0-8186-4260-2, 1993.

          5.  
        5. *Tan, C.N.W., Trading a NYSE-Stock with a Simple Artificial Neural Network-based Financial Trading System, The First New Zealand International Two Stream Conference on Artificial Neural Networks and Expert Systems (ANNES), University of Otago, Dunedin, New Zealand, November 24-26, 1993, IEEE Computer Society Press, ISBN 0-8186-4260-2, 1993.

          6.  
        6. *Tan, C.N.W., Wittig, G. E., A Study of the Parameters of a Backpropagation Stock Price Prediction Model, The First New Zealand International Two Stream Conference on Artificial Neural Networks and Expert Systems (ANNES), University of Otago, Dunedin, New Zealand, November 24-26, 1993, IEEE Computer Society Press, ISBN 0-8186-4260-2, 1993a.

          7.  
        7. Haynes, J., Tan, C.N.W., An Artificial Neural Network Real Estate Price Simulator, The First New Zealand International Two Stream Conference on Artificial Neural Networks and Expert Systems (ANNES) (Addendum), University of Otago, Dunedin, New Zealand, November 24-26, 1993, IEEE Computer Society Press, ISBN 0-8186-4260-2, 1993b.

          8.  
        8. Tan, C.N.W., Wittig, G. E., Parametric Variation Experimentation on a Backpropagation Stock Price Prediction Model, The First Australia and New Zealand Intelligent Information System (ANZIIS) Conference, University of Western Australia, Perth, Australia, December 1-3, 1993, IEEE Western Australia Press, 1993.

          9.  
        9. Sinha, T. and Tan C., "ANN - A Good Little Learner", JASSA" The Journal of the Securities Institute of Australia", No. 3, pp. 30-31, September 1994.

          10.  
        10. Sinha, Tapen and Tan, C., "Using Artificial Neural Networks", Professional Investor, United Kingdom, October 1994.

          11.  
        11. Tan, C., "Using Artificial Neural Networks as a Financial Trading Tool: A Foreign Exchange Market Example with Transactions Costs", Abstracts of INFORMS '95, Singapore, June 1995a.

          12.  
        12. Kumar, K.,  Tan, C. and Ghosh, R., "Detecting Chaos in Capital Market and prediction using ARIMA and ANN", 14th Australian Statistical Society Conference, Gold Coast, Queensland, Australia, July 1998.

          13.  
        13. Tan, C., "Applying Artificial Neural Networks in Finance: A Foreign Exchange Market Trading System Example with Transactions Costs", Proceedings of the Ph.D. Conference in Economics and Finance, Perth, Western Australia, Australia,  November 1995b.

          14.  
        14. Kumar, K.,  Tan, C. and Ghosh, R., "Detecting Chaos in Financial Market", 1999 International Conference on Computational Intelligence for Modelling, Control and Automation - CIMCA'99, Vienna, Austria, 17-19 February 1999.

          15.  
           
           
        Return to Clarence Tan's Home Page

        Page design courtesy of Windy's Fashionable Design

        This page hosted by  All Rights Reserved © Copyright Clarence Tan, 1997