| Description | Watch / Download | Released | Additional Information | |
| Elementary Level: | ||||
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Constraint Satisfaction, Introduction | YouTube / Weibo /
Download: mp4 / wmv |
2013.10.27 | Constraint satisfaction research, tutorial and teaching |
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“約束求解”簡介 (Introduction to Constraint Satisfaction in Chinese) | YouTube / Weibo /
Download: mp4 / wmv |
2013.11.27 | Constraint satisfaction research, tutorial and teaching |
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Computational Finance, Introduction | YouTube / Weibo /
Download: mp4 wmv |
2013.10.06 | Computational Finance research and teaching |
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“计算金融”简介 (Introduction to Computational Finance in Chinese) | YouTube /
Weibo /
Download: mp4 / wmv |
2013.10.22 | Computational Finance research and teaching |
| Intermediate Level: | ||||
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Computational Finance: Synergy between Computation and Finance | YouTube /
Download: mp4 |
2017.08.26 | Created for 1st Computational Finance Competition, 26th August 2017, Hong Kong |
| Research Level: | ||||
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Research Frontier in Directional Change | Vimeo /
Download: mp4 |
2020.10.16 | Talk at University of Essex (via Zoom) for CCFEA's 18th anniversary |
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Why is Directional Change Good for Tick-to-tick Data? | YouTube /
Download: mp4 |
2020.10.13 | Prerequisit: knowledge of Directional Change |
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Economics: Rethink or Sink (Classical economics was built on shaky grounds) | YouTube / Weibo /
Download: mp4 / wmv |
2014.01.30 | See also Market Science, A Brief Introduction |
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Directional Changes (A New Concept for Summarising Price Movements) | YouTube / Weibo /
Download: mp4 / wmv |
2013.11.14
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See also Glattfelder et al 2011 and Definition of Directional Changes |
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Definition of Directional Changes | YouTube / Weibo /
Download: mp4 / wmv |
2013.09.13 | See also Directional Change Demo by Han Ao |
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Market Calculus for High Frequency Finance | YouTube /
Weibo /
Download: mp4 / wmv |
2013.03.10 / 2013.09.25 | See also Market Calculus Demo by Shaimaa Masry and a video showing how to run it |
| Special Interest: Tracking Regime Changes | ||||
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Detecting Regime Change in Computational Finance | YouTube /
Download: mp4 |
2020.06.30 | This video introduces the book Detecting Regime Change in Computational Finance, CRC Press 2020. |
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How HMM finds the regimes | YouTube /
Download: mp4 |
2019.05.02 | This video explains how the HMM works in the video "Tracking Regime Changes" below and "Detecting Regime Change in Computational Finance" above. |
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Tracking Regime Changes | YouTube /
Download: mp4 |
2019.04.26 | Created for presentation at CiFEr 2019 Conference, 4-5 May 2019, Shenzhen, China |
| Serious Fun: | ||||
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Microsoft AutoCollage 2008 (A novel application of constraint satisfaction) |
YouTube /
Weibo
Download: mp4 / wmv |
2012.03.07 | see Software Review by Tsang |
Maintained by
Edward Tsang; Last updated 2020.10.13