Lim Kian Guan

Bond rating using support vector machine

Lijuan Cao, Lim Kian Guan, Zhang Jingqing · Intelligent Data Analysis · 2006 · 43 citations

Pricing American options with stochastic volatility: Evidence from S&P 500 futures options

Lim Kian Guan, Guo Xiaoqiang · Journal of Futures Markets · 2000 · 17 citations

Constant-volatility Model, Volatility Modeling, Engineering +16

Combining KPCA with support vector machine for time series forecasting

Li Cao, Kok Seng Chua, Lim Kian Guan · 2003 · 12 citations · Full text

Intelligent Forecasting, Forecasting Methodology, Support Vector Machine +14

A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains

Shiyun Wang, Lim Kian Guan, Carolyn W. Chang · Journal of International Financial Markets Institutions and Money · 1999 · 12 citations · Full text

Volatility Modeling, Economic Forecasting, Engineering +12

c-ascending support vector machines for financial time series forecasting

Li Cao, Kok Seng Chua, Lim Kian Guan · 2003 · 12 citations · Full text

Distant Past Data, Support Vector Machine, Economic Forecasting +13