Jack Penm

Articles in Scholarly Journals [Incomplete List]

  1. Are mortgage and capital markets integrated in the USA? A study of time-varying cointegration
    International Journal of Services Technology and Management, vol. 8, no. 4/5, p. 403, 2007
  2. Improvement of beehive management practices in biology using kernel-based subset vector autoregressive modelling
    International Journal of Services Technology and Management, vol. 8, no. 4/5, p. 389, 2007
  3. Measuring financial synergies in cross-border M&A transactions using diffusion processes
    International Journal of Services Technology and Management, vol. 8, no. 4/5, p. 276, 2007
  4. A subset polynomial neural networks approach for breast cancer diagnosis
    International Journal of Electronic Healthcare, vol. 3, no. 3, p. 293, 2007
  5. International Journal of Theoretical and Applied Finance, vol. 9, no. 4, p. 483, 2006
  6. Structural breaks and long memory in US inflation rates: Do they matter for forecasting?
    Research in International Business and Finance, vol. 20, no. 1, pp. 95–110, 2006
  7. Conditional risk, return and contagion in the banking sector in asia
    Research in International Business and Finance, vol. 20, no. 3, pp. 322–339, 2006
  8. Causality detection on US mutual fund movements using evolutionary subset time-series
    International Journal of Services and Standards, vol. 2, no. 4, p. 368, 2006
  9. An evolutionary recursive algorithm in selecting statistical subset neural network/VDL filtering
    Journal of Applied Mathematics and Decision Sciences, vol. 2006, Article ID 46592, 12 pages, 2006
  10. The relationship and causality testing between diversification, risk and financial performance: empirical examination in Taiwan's banking industry
    International Journal of Services Technology and Management, vol. 6, no. 6, p. 556, 2005
  11. Risk-based capital adequacy in assessing on insolvency-risk and financial performances in Taiwan's banking industry
    Research in International Business and Finance, vol. 19, no. 1, pp. 111–153, 2005
  12. International Journal of Theoretical and Applied Finance, vol. 7, no. 8, p. 979, 2004
  13. Selecting the forgetting factor in subset autoregressive modelling
    Journal of Time Series Analysis, vol. 23, no. 6, pp. 629–649, 2002
  14. A Robust Algorithm in Sequentially Selecting Subset Time Series Systems Using Neural Networks
    Journal of Time Series Analysis, vol. 21, no. 4, pp. 389–412, 2000
  15. The selection of zero-non-zero patterned cointegrating vectors in error-correction modelling
    Econometric Reviews, vol. 16, no. 3, pp. 281–314, 1997
  16. A note on the sequential fitting of multichannel subset autoregressions using the prewindowed case
    IEEE Transactions on Signal Processing, vol. 43, no. 1, pp. 322–327, 1995
  17. Is Housing Activity a Leading Indicator?
    Economic Record, vol. 70, no. 210, pp. 241–252, 1994
  18. A note on the recursions of multichannel complex subset autoregressions
    IEEE Transactions on Automatic Control, vol. 28, no. 4, pp. 534–536, 1983