Portfolio Dynamic Trading Strategies Using Deep Reinforcement Learning
Day, M.Y., Yang, C.Y., & Ni, Y. (2024)
Soft Computing, Volume 28, August 2024, pp. 8715–8730
A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag
Kao, Y.S., Day, M.Y., & Chou, K.H. (2024)
The North American Journal of Economics and Finance, Volume 72, May 2024, 102159
Establishing a novel deep learning model for detecting peri-implantitis
Lee, W.F., Day, M.Y., Fang, C.Y., Nataraj, V., Wen, S.C., Chang, W.J., & Teng, N.C. (2024)
Journal of Dental Sciences, Volume 19, Issue 2, April 2024, pp. 1165-1173
The Profitability of Seasonal Trading Timing: Insights from Energy-Related Markets
Day, M.Y., and Ni, Y. (2023)
Energy Economics, Volume 128, December, 2023, 107132, pp. 1-12
Be greedy when others are fearful: Evidence from a two-decade assessment of the NDX 100 and S&P 500 indexes
Day, M.Y., and Ni, Y. (2023)
International Review of Financial Analysis, Volume 90, November 2023, 102856, pp. 1-13
Do Bitcoin news information flow and return volatility fit the sequential information arrival hypothesis and the mixture of distribution hypothesis?
Chou, K.-H., Day, M.Y.*, and Chiu, C.-L. (2023)
International Review of Economics and Finance, Volume 88, November 2023, pp. 365-385
Can Investors Profit from Utilizing Technical Trading Rules during the COVID-19 Pandemic?
Day, M.Y., Huang, P., Cheng, Y.-R., and Ni, Y. (2023)
International Journal of Information Technology & Decision Making, Volume 22, Issue 6, November 2023, pp. 1893–1921
Enhancing Crypto Success via Heatmap Visualization of Big Data Analytics for Numerous Variable Moving Average Strategies
Chiu, C.-L., Ni, Y., Hu, H.-C., Day, M.Y., and Chen, Y. (2023)
Applied Sciences, Volume 13, Issue 23, November 2023, 12805, pp. 1-18
Investing Strategies for Trading Stocks as Overreaction Triggered by Technical Trading Rules with Big Data Concerns
Day, M.Y., Huang, P., Cheng, Y., and Ni, Y. (2023)
Romanian Journal of Economic Forecasting, Volume 26, Issue 3, October 2023, pp. 148-161
Visualizing profitability: A heatmap approach to evaluate Bitcoin futures trading using VMA trading rules
Day, M.Y., Ni, Y., Hsu, C., and Huang, P. (2023)
Heliyon, 21 October 2023, e21376
Do clean energy indices outperform using contrarian strategies based on contrarian trading rules?
Day, M.Y., and Ni, Y. (2023)
Energy, Volume 272, 1 June 2023, 127113, pp. 1-21
The Profitability of Bollinger Bands Trading Bitcoin Futures
Day, M.Y., Cheng, Y., Huang, P., and Ni, Y. (2023)
Applied Economics Letters, Volume 30, Issue 11, June 2023, pp. 1437-1443
Using Heatmap Visualization to assess the performance of the DJ30 and NASDAQ100 Indices under diverse VMA trading rules
Chen, Y., Huang, P., Day, M.Y., Ni, Y., and Liang, M.-C. (2023)
PLoS One, Volume 18, Issue 5, 11 May 2023, e0284918, pp. 1-16
The profitability of trading US stocks in Quarter 4 - evidence from trading signals emitted by SOI and RSI
Day, M.Y., Cheng, Y., Huang, P., and Ni, Y. (2023)
Applied Economics Letters, Volume 30, Issue 9, May 2023, pp. 1173-1178
Can Investors Profit by Utilizing Technical Trading Strategies? Evidence from Korean and Chinese Stock Markets
Ni, Y., Day, M.Y., Cheng, Y.-R., and Huang, P. (2022)
Financial Innovation, Volume 8, 54, June 2022, pp. 1-21
Do Investment Strategies Matter for Trading Global Clean Energy and Global Energy ETFs?
Day, M.Y., Ni, Y., Hsu, C., and Huang, P. (2022)
Energies, Volume 15, Number 9, 3 May 2022, 3328, pp. 1-15
Profitable day trading Bitcoin futures following continuous bullish (bearish) candlesticks
Day, M.Y., Huang, P.-Y., Cheng, Y., Lin, Y.-T., and Ni, Y. (2022)
Applied Economics Letters, Volume 29, Issue 10, May 2022, pp. 947-954
Political Hate Speech Detection and Lexicon Building: A Study in Taiwan
Wang, C.-C., Day, M.Y., and Wu, C.-L. (2022)
IEEE Access, Volume 10, 21 March, 2022, pp. 44337-44346
The Impact of Revenue Key Audit Matters on the Difference between Self-declared and Audited Revenue
Cheng, K.-H., Day, M.Y., and Lin, H.-L. (2021)
Taiwan Accounting Review, Volume 17, Number 2, December 2021, pp. 309-356
The profitability of Technical Trading for Hotel Stocks Under COVID-19 Pandemic
Liao, Y., Day, M.Y., Cheng, Y., Huang, P., and Ni, Y. (2021)
Journal of Computers, Volume 32, Number 5, October 2021, pp. 44-54
Does CBOE volatility index jumped or located at a higher level matter for evaluating DJ 30, NASDAQ, and S&P500 index subsequent performance
Liao, Y., Day, M.Y., Cheng, Y., Huang, P., and Ni, Y. (2021)
Journal of Computers, Volume 32, Number 4, August 2021, pp. 57-66
Trading Stocks Following Sharp Movements in the USDX, GBP/USD, and USD/CNY
Ni, Y., Day, M.Y., and Huang, P. (2020)
Financial Innovation, Volume 6, 35, September 2020, pp. 1-17
The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50
Ni, Y., Day, M.Y., Huang, P., and Yu, S.-R. (2020)
Physica A: Statistical Mechanics and its Applications, Volume 551, 1 August 2020, 124144, pp. 1-14
Investing Strategies as Stochastic Oscillator Indicators Staying in Overreaction Zones for Consecutive Days with Big Data Concerns
Ni, Y., Huang, P., Ku, Y., Liao, Y., and Day, M.Y. (2020)
Journal of Computers, Volume 31, Number 1, February 2020, pp. 1-17
Do sharp movements in oil prices matter for stock markets?
Ni, Y., Wu, M., Day, M.Y., and Huang, P. (2020)
Physica A: Statistical Mechanics and its Applications, Volume 539, 1 February 2020, pp. 1-11
Trading as sharp movements in oil prices and technical trading signals emitted with big data concerns
Day, M.Y., Huang, P., and Ni, Y. (2019)
Physica A: Statistical Mechanics and its Applications, Volume 525, 1 July 2019, pp. 349-372
Does Data Frequency Matter for Trading Signals Emitted by Various Technical Trading Rules?
Ni, Y., Day, M.Y., and Huang, P. (2019)
Pacific Business Review International, Volume 11, Issue 10, April 2019, pp. 7-17
Investing Strategies as a Sharp Movement in Exchange Rates Occurred– Evidence for the Constituent Stocks of SSE 50 and TW 50
Day, M.Y., Wu, M., Huang, P., and Ni, Y. (2018)
The Journal of Investing, Volume 27, Issue 4, Winter 2018, pp. 58-68
Do Implicit Phenomena Matter? Evidence from China Stock Index Futures
Day, M.Y., Huang, P., Ni, Y., and Chen, Y. (2018)
The Journal of Alternative Investments, Volume 21, Issue 1, Summer 2018, pp. 79-91
Trading strategies in terms of continuous rising (falling) prices or continuous bullish (bearish) candlesticks emitted
Ni, Y., Cheng, Y., Huang, P., and Day, M.Y. (2018)
Physica A: Statistical Mechanics and its Applications, Volume 501, 1 July 2018, pp. 188-204
Do Intraday Large Price Changes Matter for Trading Index Futures? Evidence from China Futures Markets
Day, M.Y., Huang, P., Ni, Y., and Chen, Y. (2018)
Journal of Financial Studies, Volume 26, Number 2, June 2018, pp. 139-174
An Analysis of Research on Information Reuse and Integration (2003-2008)
Day, M.Y., Ong, C.-S., and Hsu, W.-L. (2010)
International Transactions on Systems Science and Applications, Volume 6, Number 2/3, August 2010, pp. 146-157
The measurement of user satisfaction with question answering systems
Ong, C.-S., Day, M.Y., and Hsu, W.-L. (2009)
Information & Management, Volume 46, Issue 7, October 2009, pp. 397-403
A Supervised Learning Approach to Biological Question Answering
Lin, R. T. K., Chiu, J. L.-T., Dai, H.-J., Tsai, R. T.-H., Day, M.Y., and Hsu, W.-L. (2009)
Integrated Computer-Aided Engineering, Volume 16, Issue 3, August 2009, pp. 271-281
Boosting Chinese Question Answering with Two Lightweight Methods: ABSPs and SCO-QAT
Lee, C.-W., Day, M.Y., Sung, C.-L., Lee, Y.-H., Jiang, T.-J., Wu, C.-W., Shih, C.-W., Chen, Y.-R., and Hsu, W.-L. (2008)
ACM Transactions on Asian Language Information Processing, Volume 7, Issue 4, November 2008, pp. 12:1-12:29
Reference Metadata Extraction Using a Hierarchical Knowledge Representation Framework
Day, M.Y., Tsai, R. T.-H., Sung, C.-L., Hsieh, C.-C., Lee, C.-W., Wu, S.-H., Wu, K.-P., Ong, C.-S., and Hsu, W.-L. (2007)
Decision Support Systems, Volume 43, Issue 1, February 2007, pp. 152-167
