← All authors Tiejun Ma University of Southampton (from arXiv:2006.15491, 2020) · ORCID · OpenAlex
18 papers in scope · 18 published · 1 on the econ.EM arXiv · 541 citations · h-index 8 (over the papers listed here)
Papers (1 of 18)
Spatial-temporal stock movement prediction and portfolio selection based on the semantic company relationship graph
published 2025 · Quantitative Finance · 2 citations · first circulated 2024
with Chang Luo, He He, Mihai Cucuringu
Learn to Rank Risky Investors: A Case Study of Predicting Retail Traders’ Behaviour and Profitability
published 2025 · ACM Transactions on Information Systems
with Weixian Waylon Li
Green credit policy, financing constraints, and total factor productivity of enterprises
published 2025 · Finance research letters · 7 citations
with Jinke Li
Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation
published 2022 · European Journal of Operational Research · 8 citations · first circulated 2021
Data-driven mixed-Integer linear programming-based optimisation for efficient failure detection in large-scale distributed systems
published 2022 · European Journal of Operational Research · 6 citations
with Btissam Er-Rahmadi
Turning the heat on financial decisions: Examining the role temperature plays in the incidence of bias in a time-limited financial market
published 2021 · European Journal of Operational Research · 5 citations
with Luis Felipe Costa Sperb, Ming-Chien Sung, J.E.V. Johnson
Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate
published 2021 · European Journal of Operational Research · 17 citations
with Peter Fraser-Mackenzie, Ming-Chien Sung, Amey Pramodkumar Kansara, J.E.V. Johnson
published 2021 · Quantitative Finance · 2 citations · first circulated 2020
Towards a better understanding of the full impact of the left digit effect on individual trading behaviour: unearthing a trading profit effect
published 2020 · European Journal of Finance · 4 citations
with Amey Pramodkumar Kansara, Ming-Chien Sung, J.E.V. Johnson
Can deep learning predict risky retail investors? A case study in financial risk behavior forecasting
published 2019 · European Journal of Operational Research · 118 citations · first circulated 2018
Optimal asset allocation using a combination of implied and historical information
published 2019 · International Review of Financial Analysis · 3 citations
Comparing the effectiveness of deep feedforward neural networks and shallow architectures for predicting stock price indices
published 2019 · Expert Systems with Applications · 77 citations
with Larry Olanrewaju Orimoloye, Ming-Chien Sung, J.E.V. Johnson
To what extent can new web-based technology improve forecasts? Assessing the economic value of information derived from Virtual Globes and its rate of diffusion in a financial market
published 2019 · European Journal of Operational Research · 8 citations
with Lawrence Green, Ming-Chien Sung, J.E.V. Johnson
Keeping a weather eye on prediction markets: The influence of environmental conditions on forecasting accuracy
published 2018 · International Journal of Forecasting · 4 citations
with Luis Felipe Costa Sperb, Ming-Chien Sung, J.E.V. Johnson
Social Machines: How Recent Technological Advances have Aided Financialisation
published 2017 · Journal of Information Technology · 43 citations
with Frank McGroarty
Bridging the divide in financial market forecasting: machine learners vs. financial economists
published 2016 · Expert Systems with Applications · 192 citations
Time is money: Costing the impact of duration misperception in market prices
published 2016 · European Journal of Operational Research · 14 citations
with Leilei Tang, Frank McGroarty, Ming-Chien Sung, J.E.V. Johnson
A new methodology for generating and combining statistical forecasting models to enhance competitive event prediction
published 2011 · European Journal of Operational Research · 31 citations
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