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The US Economy: Recession, Inflation or Stagflation?
Asset Class 50-days Prices To have a deeper insight into whether the US economy is headed for Deflation, Inflation or Stagflation (rising...
Tian Khean Ng
Mar 172 min read
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Uncertainty the Real Killer of Financial markets
The chart above is taken from https://www.policyuncertainty.com/ . They have done great work in creating Indices to measure uncertainty....
Tian Khean Ng
Mar 121 min read
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Risk-Adjusted Returns: Sharpe, Sortino and Treynor Ratios.
Example of TenCent (.HK0700) Introduction: The Importance of Risk-Adjusted Returns Investors and analysts frequently assess investment...
Tian Khean Ng
Mar 83 min read
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Learning How to Use and Interpret a Radar Chart
A radar chart is useful when: Comparing multiple entities across multiple variables – It visually displays strengths and weaknesses...
Tian Khean Ng
Feb 52 min read
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China's DeepSeek in DeepThink (R1 Reasoning Mode)
Solving an elevator optimization problem Statement of problem The apartment I live in has 15 floors. There are three elevators on the...
Tian Khean Ng
Jan 281 min read
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Asia-Pacific Markets Outlook 27-31 January.
Indices: BSE Sensex, Hang Seng, JKSE Composite, KLSE Composite, Stock Exchange of Thailand Index, Straits Times Index Introduction...
Tian Khean Ng
Jan 252 min read
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Decision Tree vs Neural Network Short-Term Regression Models Part 3 of 3.
Data as of 10 Jan 25 In the final part of our post on this topic we explain why Neural Networks perform poorly on short-term Price data....
Tian Khean Ng
Jan 153 min read
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Decision Tree vs Neural Network Short-Term Regression Models Part 2 of 3.
Data as of 10 Jan 25 Different forms of Decision Tree models Explained: Ensemble Models: Ensemble models in machine learning are like...
Tian Khean Ng
Jan 152 min read
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Decision Tree vs Neural Network: Short-Term Regression Models Part 1 of 3.
Data as of 10 Jan 25 Introduction For short-term predictions, it is possible to use just the price data. i.e. Open, High and Low for...
Tian Khean Ng
Jan 153 min read
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Genetic Algorithms Cannot Commit Incest.
#Excuse the misspellings in the image below DALL_E does not seem to understand my instructions. In my previous post (see...
Tian Khean Ng
Jan 32 min read
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Detecting Financial Manipulation with the Beneish M-Score
*Plus AsiaPac small caps with good Beneish M-Score The Beneish M-Score is a quantitative tool designed to detect the likelihood of profit...
Tian Khean Ng
Dec 28, 20243 min read
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Asia-Pacific Technology Gems: Portfolio Construction with Genetic Algorithms
Data as of 18 December 2024 Introduction Attached .xlsx is a spreadsheet of 59 Asia-Pacific Technology Gem stocks  from Singapore, India,...
Tian Khean Ng
Dec 20, 20243 min read
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Hang Seng Index : Comparison of Support and Resistance level between Bollinger bands and our Models.
Data as of 17 Dec 2024 A Bollinger Band’s upper band (Resistance) is 2 standard deviations from its 20-day Moving Average. Its lower band...
Tian Khean Ng
Dec 18, 20242 min read
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ANATOMY OF BSE SENSEX INDEX
Support and Resistance Levels by Different Goodness of Fit Methods to Metalog Distributions Introduction  The modeling of financial...
Tian Khean Ng
Dec 17, 20243 min read
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AI in Finance: How Does AI Learn?
The beautiful image below was created for me by the team at Prompt Perfect, the must-have tool for any work you want to do with a GPT LLM wh
Tian Khean Ng
Dec 12, 20243 min read
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What’s the Cook and his Residuals got to do with ETFs?
Today’s Learning Corner article is about two statistical measures used in Linear Regression. Linear Regression is more useful than you may t
Tian Khean Ng
Dec 12, 20243 min read
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Ensembles: How Models Vote for a Final Decision
Ensemble methods in predictive modeling are like gathering the opinions of multiple experts to make a final decision. Instead of relying on
Tian Khean Ng
Dec 12, 20243 min read
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Monte Carlo Simulation
Monte Carlo Simulation is a technique used to model and predict the behavior of systems that are uncertain or involve randomness. In financi
Tian Khean Ng
Dec 12, 20243 min read
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Models: Decision Tree
Decision Tree is a category of AI that learns by Supervised Learning. Supervised Learning is a method where a model is trained using correc
Tian Khean Ng
Dec 12, 20243 min read
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ARIMA: Why it is Important in Modeling of Financial Time Series
ARIMA stands for Autoregressive Integrated Moving Average. It is a technique used by Economists to forecast economic time series, which have
Tian Khean Ng
Dec 12, 20242 min read
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