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Tak-Chung Fu
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2010 – 2019
- 2018
- [c19]Tak-Chung Fu, Ying Kit Hung, Fulai Chung:
Time Series Pattern Classification Based on Deep Learning Network: A Study on the Roles of Time Domain Representation. ICNC-FSKD 2018: 905-910 - 2013
- [j7]Tak-Chung Fu, Chi-pang Chung, Fu-Lai Chung
:
Adopting genetic algorithms for technical analysis and portfolio management. Comput. Math. Appl. 66(10): 1743-1757 (2013) - 2011
- [j6]Tak-Chung Fu:
A review on time series data mining. Eng. Appl. Artif. Intell. 24(1): 164-181 (2011) - [c18]Tak-Chung Fu, Chak-man Ng, Ka-wai Wong, Korris Fu-Lai Chung
Models for portfolio management on enhancing periodic consideration and portfolio selection. ICNC 2011: 176-180
2000 – 2009
- 2008
- [j5]Tak-Chung Fu, Korris Fu-Lai Chung
Representing financial time series based on data point importance. Eng. Appl. Artif. Intell. 21(2): 277-300 (2008) - [j4]Tak-Chung Fu, Korris Fu-Lai Chung
Stock time series visualization based on data point importance. Eng. Appl. Artif. Intell. 21(8): 1217-1232 (2008) - [c17]Tak-Chung Fu, Ka-ki Lee, Donahue C. M. Sze, Fu-Lai Chung
Discovering the Correlation between Stock Time Series and Financial News. Web Intelligence 2008: 880-883 - 2007
- [j3]Tak-Chung Fu, Korris Fu-Lai Chung
Stock time series pattern matching: Template-based vs. rule-based approaches. Eng. Appl. Artif. Intell. 20(3): 347-364 (2007) - [j2]Tak-Chung Fu, Chung-Leung Lui:
Agent-oriented network intrusion detection system using data mining approaches. Int. J. Agent Oriented Softw. Eng. 1(2): 158-174 (2007) - [c16]Tak-Chung Fu, Donahue C. M. Sze, Patrick K. C. Leung, Kei Yuen Hung, Fu-Lai Chung
Analysis and Visualization of Time Series Data from Consumer-Generated Media and News Archives. Web Intelligence/IAT Workshops 2007: 259-262 - [c15]Donahue C. M. Sze, Tak-Chung Fu, Fu-Lai Chung
Distributional Similarity Model for Multi-modality Clustering in Social Media. Web Intelligence/IAT Workshops 2007: 268-271 - 2006
- [c14]Tak-Chung Fu, Fu-Lai Chung, Chak-man Ng:
Financial Time Series Segmentation based on Specialized Binary Tree Representation. DMIN 2006: 3-9 - [c13]Jo Ting, Tak-Chung Fu, Fu-Lai Chung:
Mining of Stock Data: Intra- and Inter-Stock Pattern Associative Classification. DMIN 2006: 30-36 - [c12]Tak-Chung Fu, Hak-pun Chan, Fu-Lai Chung, Chak-man Ng:
Time Series Subsequence Searching in Specialized Binary Tree. FSKD 2006: 568-577 - [c11]Tak-Chung Fu, Chi-wai Law, Kin-kee Chan, Korris Fu-Lai Chung, Chak-man Ng:
Stock Time Series Categorization and Clustering Via SB-Tree Optimization. FSKD 2006: 1130-1139 - [c10]Tak-Chung Fu, Tsz-leung Cheung, Korris Fu-Lai Chung
An Innovative Use of Historical Data for Neural Network Based Stock Prediction. JCIS 2006 - [c9]Tak-Chung Fu, Fu-Lai Chung
SBT-QL: A Stock Time Series Query Language based on Specialized Binary Tree Representation. JCIS 2006 - 2005
- [c8]Tak-Chung Fu, Fu-Lai Chung, Pui-ying Tang, Robert Wing Pong Luk
Incremental stock time series data delivery and visualization. CIKM 2005: 279-280 - [c7]Tak-Chung Fu, Fu-Lai Chung, Robert W. P. Luk
Preventing Meaningless Stock Time Series Pattern Discovery by Changing Perceptually Important Point Detection. FSKD (1) 2005: 1171-1174 - [c6]Cheung-Leung Lui, Tak-Chung Fu, Ting-Yee Cheung:
Agent-Based Network Intrusion Detection System Using Data Mining Approaches. ICITA (1) 2005: 131-136 - [c5]Tak-Chung Fu, Fu-Lai Chung, Robert Wing Pong Luk, Chak-man Ng:
SBT-Forest, an Indexing Approach for Specialized Binary Tree. ICITA (1) 2005: 149-154 - [c4]Tak-Chung Fu, Korris Fu-Lai Chung
Adaptive Data Delivery Framework for Financial Time Series Visualization. ICMB 2005: 267-273 - 2004
- [j1]Fu-Lai Chung
An evolutionary approach to pattern-based time series segmentation. IEEE Trans. Evol. Comput. 8(5): 471-489 (2004) - [c3]Tak-Chung Fu, Fu-Lai Chung, Robert Wing Pong Luk, Chak-man Ng:
Progressive time series visualization in a mobile environment. ISCC 2004: 662-667 - 2002
- [c2]Korris Fu-Lai Chung
Evolutionary Time Series Segmentation for Stock Data Mining. ICDM 2002: 83-90 - 2001
- [c1]Tak-Chung Fu, Fu-Lai Chung, Vincent Ng, Robert W. P. Luk:
Evolutionary segmentation of financial time series into subsequences. CEC 2001: 426-430
Coauthor Index
aka: Robert W. P. Luk
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