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2020 – today
- 2022
[j15]Tiejun Ma
, P. A. F. Fraser-Mackenzie, Ming-Chien Sung, A. P. Kansara, Johnnie E. V. Johnson:
Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate. Eur. J. Oper. Res. 299(1): 330-345 (2022)- [j14]Luis Felipe Costa Sperb, Ming-Chien Sung, Tiejun Ma, Johnnie E. V. Johnson:
Turning the heat on financial decisions: Examining the role temperature plays in the incidence of bias in a time-limited financial market. Eur. J. Oper. Res. 299(3): 1142-1157 (2022) - 2020
- [j13]Alisa Kim, Yaodong Yang, Stefan Lessmann, Tiejun Ma, Ming-Chien Sung, Johnnie E. V. Johnson:
Can deep learning predict risky retail investors? A case study in financial risk behavior forecasting. Eur. J. Oper. Res. 283(1): 217-234 (2020) - [j12]Larry Olanrewaju Orimoloye, Ming-Chien Sung, Tiejun Ma, Johnnie E. V. Johnson:
Comparing the effectiveness of deep feedforward neural networks and shallow architectures for predicting stock price indices. Expert Syst. Appl. 139 (2020)
2010 – 2019
- 2019
- [j11]Ming-Chien Sung, David C. J. McDonald, Johnnie E. V. Johnson, Chung-Ching Tai, Eng-Tuck Cheah:
Improving prediction market forecasts by detecting and correcting possible over-reaction to price movements. Eur. J. Oper. Res. 272(1): 389-405 (2019) - [j10]Lawrence Green, Ming-Chien Sung, Tiejun Ma, Johnnie 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. Eur. J. Oper. Res. 278(1): 226-239 (2019) - 2018
- [j9]Valerio Restocchi, Frank McGroarty, Enrico H. Gerding, Johnnie E. V. Johnson:
It takes all sorts: A heterogeneous agent explanation for prediction market mispricing. Eur. J. Oper. Res. 270(2): 556-569 (2018) - 2016
- [j8]Ming-Chien Sung, David C. J. McDonald, Johnnie E. V. Johnson:
Probabilistic forecasting with discrete choice models: Evaluating predictions with pseudo-coefficients of determination. Eur. J. Oper. Res. 248(3): 1021-1030 (2016) - [j7]Tiejun Ma, Leilei Tang, Frank McGroarty, Ming-Chien Sung, Johnnie E. V. Johnson:
Time is money: Costing the impact of duration misperception in market prices. Eur. J. Oper. Res. 255(2): 397-410 (2016) - [j6]Ming-Wei Hsu, Stefan Lessmann, Ming-Chien Sung, Tiejun Ma, Johnnie E. V. Johnson:
Bridging the divide in financial market forecasting: machine learners vs. financial economists. Expert Syst. Appl. 61: 215-234 (2016) - 2012
- [j5]Stefan Lessmann, Ming-Chien Sung, Johnnie E. V. Johnson, Tiejun Ma:
A new methodology for generating and combining statistical forecasting models to enhance competitive event prediction. Eur. J. Oper. Res. 218(1): 163-174 (2012) - 2011
- [j4]Stefan Lessmann, Ming-Chien Sung, Johnnie E. V. Johnson:
Towards a methodology for measuring the true degree of efficiency in a speculative market. J. Oper. Res. Soc. 62(12): 2120-2132 (2011)
2000 – 2009
- 2009
- [j3]Stefan Lessmann, Ming-Chien Sung, Johnnie E. V. Johnson:
Identifying winners of competitive events: A SVM-based classification model for horserace prediction. Eur. J. Oper. Res. 196(2): 569-577 (2009) - 2006
- [j2]Johnnie E. V. Johnson, Owen Jones, Leilei Tang:
Exploring Decision Makers' Use of Price Information in a Speculative Market. Manag. Sci. 52(6): 897-908 (2006)
1990 – 1999
- 1995
- [j1]Philip L. Powell, Johnnie E. V. Johnson:
Gender and DSS design: the research implications. Decis. Support Syst. 14(1): 27-58 (1995)
Coauthor Index
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