Curriculum Vitae

DR. CHAN PHOOI M'NG

Senior Lecturer
  • Department of Finance
    Faculty of Business and Economics

AREAS OF EXPERTISE

  • CAPITAL MARKET
    Applied Financial Statistics in Time Series, Technical Analysis and Algorithmic Trading

ACADEMIC QUALIFICATION

  • PhD (UM)(2011), (Ekonomi Statistik)
    Universiti Malaya (UM)
  • MSc(Management) (UNITAR) (2006), (Pengurusan)
    Universiti Tun Abdul Razak
  • BCom (UNSW) (1989), (Ecomomics and Finance)
    University of New South Wales, Australia

ADMINISTRATIVE DUTIES

  • Head of Trading Lab Learning Space Committee
    26 Oct 2016 - 11 Dec 2019 (University Malaya)

AWARD AND STEWARDSHIP

  • Chicago Merchantile Exchange Group Trading Challenge
    Chicago Merchantile Exchange Group, 2018 (International)

PUBLICATIONS

Article in Journal
WoS
  1. M'ng, Jacinta Chan Phooi; Rahman, Mahfuzur; Kit, Goh Kok (2020). Announcements effect of corporate bond issuance on share price returns Evidence from three emerging markets, INTERNATIONAL JOURNAL OF EMERGING MARKETS. 15(3), 534-558. doi:10.1108/IJOEM-11-2018-0601
  2. Mng, J. C. P. (2018). Dynamically Adjustable Moving Average (AMA) technical analysis indicator to forecast Asian Tigers futures markets. Physica a-Statistical Mechanics and Its Applications, 509, 336-345. doi:10.1016/j.physa.2018.06.010
  3. M\ng, J. C. P., Mehralizadeh, M. (2016). Forecasting East Asian Indices Futures via a Novel Hybrid of Wavelet-PCA Denoising and Artificial Neural Network Models, Plos One. 11(629), Article
  4. M\ng, J. C. P., Zainudin, R. (2016). Assessing the Efficacy of Adjustable Moving Averages Using ASEAN-5 Currencies, Plos One. 11(819), Article
Scopus
  1. Chan Phooi M ng, J., & Ham Yi, J. (2021). Do economic statistics contain information to predict stock indexes futures prices and returns? Evidence from Asian equity futures markets. Review of Quantitative Finance and Accounting, 57(3), 1033-1060. doi: 10.1007/s11156-021-00969-2
Others
  1. Chan Phooi M ng, J., Ham Yi Jer Do economic statistics contain information to predict stock indexes futures prices and returns? Evidence from Asian equity futures markets. Rev Quant Finan Acc 57, 1033 1060 (2021). https://doi.org/10.1007/s11156-021-00969-2
  2. Kamisah Ismail, Jamie Wan Chiou Tin, Jacinta Chan Phooi M ng ,2021, The Mediating Role of Customer Satisfaction in the relationship between Service Quality and Customer Loyalty, Management and Accounting Review , Vol. 20 No. 3, 2021.
  3. Chan Phooi M'ng, J., Rahman, M., Goh, K.K. (2019) Announcements Effect of Corporate Bond Issuance on Share Price Returns Evidence from Three Emerging Markets, International Journal of Emerging Markets,
  4. Jacinta Chan Phooi M ng, (2018). Dynamically Adjustable Moving Average (AMA ) technicalanalysis indicator to forecast Asian Tigers futures markets. Physica A: Statistical Mechanics and its Applications, 509, 336-345. journal homepage: www.elsevier.com/locate/physa
  5. Jacinta Chan Phooi M ng, Mahfuzur Rahman & Selvam Sannacy (2017) The determinants of capital structure: Evidence from public listed companies in Malaysia, Singapore and Thailand, Cogent Economics & Finance, 5:1, DOI: 10.1080/23322039.2017.1418609
  6. Jacinta Chan Phooi M'ng, Azmin Azliza Aziz, Kamisah Ismail. (2017) Returns from neural network enhanced technical analysis indicator: A study on crude oil futures. International Journal of Advanced and Applied Sciences, 4(4) 2017, Pages: 7-13
  7. Jacinta Chan Phooi M ng & Azmin Azliza Aziz. 2016. Using Neural Networks to Enhance Technical Trading Rule Returns: A Case with KLCI.Athens Journal of Business and Economics: 2(1) : 63-72.
  8. Chan Phooi M ng, Jacinta, Hong Jia Jean (2014), The Usefulness of a New Technical Indicator, Rate of Change Alpha (ROC- ) on Stock Markets: A Study of Malaysian Top Capitalization Stocks, Journal of Emerging Issues in Economic and Banking, (ISSN: 2306-367X) Vol: 3 Issue 3.
  9. Zanudin R., Jacinta Chan, P.M. 2013. Correlation pattern among "Asian Paper Tigers" Currencies: A Dynamic Conditional Correlation Approach. Research Journal of Applied Sciences, Engineering and Technology, Vol. 7, No. 17, 3663-3670.
  10. Chan, Jacinta. P. M., Ibrahim Mohamed.& Noor Azlinna Azizan. (2011). Profitability of Technical Analysis Indicators A Study of an Adjustable Technical Indicator, ABZ', on the Malaysian Futures Market. The Business Review, Cambridge, 17, 2. 138-146
  11. Chan, Jacinta P. M. & Noor Azlinna Azizan. (2010). Can Technical Analysis Predict the Movement of Futures Prices. The IUP Journal of Finance Risk Management,VII,3,57-74
  12. Chan, Jacinta P.M., Ibrahim Mohamed. & Noor Azlinna Azizan (2010). Adaptive Z-Test-Statistics (ABZ) Algorithm Professional Trading System - A Study on Futures Markets. Journal of International Finance and Economics, 10,1, 74.
Books
  1. Chan, Jacinta. (2011). Financial Times Guide to Technical Analysis: How to Trade Like a Professional. Financial Times Prentice-Hall
  2. Chan, Jacinta. Everything Technical Analysis: How to Trade Like a Professional. Prentice-Hall. 2nd Edition.
  3. Chan, Jacinta. (2006). Everything Technical Analysis:How to Trade Like a Professional. Prentice Hall.
Chapter in Books
  1. Chan J. (2019) Conclusion: End of Course and Beginning of Trading. In: Automation of Trading Machine for Traders. Palgrave Pivot, Singapore. https://doi.org/10.1007/978-981-13-9945-9_8
  2. Chan J. (2019) Development of Artificial Intelligence Algorithm Trading Systems. In: Automation of Trading Machine for Traders. Palgrave Pivot, Singapore. https://doi.org/10.1007/978-981-13-9945-9_5
  3. Chan J. (2019) Development of Technical Algorithm Trading Systems. In: Automation of Trading Machine for Traders. Palgrave Pivot, Singapore. https://doi.org/10.1007/978-981-13-9945-9_4
  4. Chan J. (2019) Evaluation and Stops. In: Automation of Trading Machine for Traders. Palgrave Pivot, Singapore. https://doi.org/10.1007/978-981-13-9945-9_7
  5. Chan J. (2019) Introduction to Model Trading. In: Automation of Trading Machine for Traders. Palgrave Pivot, Singapore. https://doi.org/10.1007/978-981-13-9945-9_1
  6. Chan J. (2019) Market Data Analysis. In: Automation of Trading Machine for Traders. Palgrave Pivot, Singapore. https://doi.org/10.1007/978-981-13-9945-9_3
  7. Chan J. (2019) Technical Indicators: Market Technicians Trading Tools. In: Automation of Trading Machine for Traders. Palgrave Pivot, Singapore. https://doi.org/10.1007/978-981-13-9945-9_2
  8. Chan J. (2019) Test Results of the Profitability of New Trading Model. In: Automation of Trading Machine for Traders. Palgrave Pivot, Singapore. https://doi.org/10.1007/978-981-13-9945-9_6
Article in Proceeding
  1. J. Chan Phooi M'Ng and Y. J. Ham. (2020) Do Economic Statistics Contain Information to Predict Stock Indexes Futures Prices and Returns? Evidence from Asian Equity Futures Markets, The 13 NCTU International Finance Conference, National Chiao Tung University, Taiwan
  2. Jacinta Chan Phooi M ng*,Ham Yi Jer A Cross Country Study on the Determinants of Stock Indices Futures Prices of East Asian Countries
  3. Chan, Jacinta Phooi M'ng & Noor Azlinna Azizan. 2009. Examining the Profitability of Mechanical Trading Rules. Application of Standard Deviation Model, BBZ, on Kuala Lumpur Composite Futures. Proceedings from IBMA June 2009. 343-351.

RESEARCH PROJECT

National
  1. 2021 - 2024, Fundamental Research Grant Scheme (FRGS)
    Hybrid Artificial Intelligence Neural Network Models To Examine The Impact Of International Volatility Patterns On Malaysian Stock And Futures Markets ( Principal Investigator(PI))
  2. 2018 - 2021, RU Geran - Fakulti Program
    Machine Learning Model Of High -low Frequency Trading For Oil Commodities Futures ( Co-Researcher)

CONSULTANCY PROJECT

  • Technical Analysis Indicator Workshops, PNB
    01 Jan 2015 - 01 Jan 2016 (National)

PAPER PRESENTED

INVITED SPEAKER
  1. Using Neural Network to Enhance Technical Trading Rules Returns, 13th Annual International Conference on Accounting & Finance, Athens Institute for Education and Research (Accounting & Finance Research Unit (International) (27 May 2015 - 27 May 2015)
ORAL PRESENTER
  1. The Effectiveness Of A Hybrid Neural Network N-Cama For Future Trading In Post Pandemic Asian Futures Markets, 2021 AUA and ICSGS Academic Conference; Global Strategies for a Resilient and Sustainable Post Pandemic World Towards a Better Future for All', School of Strategic and Global Studies Universitas Indonesia (International) (26 Oct 2021 - 27 Oct 2021)
PRESENTER
  1. A Cross Country Study on the Determinants of Stock Indices Futures Prices of East Asian Countries Jacinta Chan Phooi M ng*,Ham Yi Jer, Special Theme of Journal of International Financial Markets, Institutions and Money The 2019 Cross Country Perspective in Finance Symposium June 25-27, 2019, University of Shandong (International) (26 Jun 2019 - 26 Jun 2019)
  2. Understanding the Nature of Oil Fluctuations Using 1 Neural Network Moving Average: A Study on the Returns of Crude Oil Futures, Athens Institute for Education and Research 13th Annual International Conference on Accounting & Finance, 25-28 May 2015, Athens, Greece, ATINER's Accounting & Finance Research Unit (International) (26 May 2015 - 26 May 2015)
  3. Futures Trading Signal Using an Adaptive Algorithm Technical Analysis Indicator, Adjustable Moving Average': An Empirical Study on Malaysian Futures Markets, International Conference of Econmics and Finance Research (2014), International Economic Development Research Centre (International) (12 Apr 2014 - 13 Apr 2014)

ACADEMIC/PROF. SERVICES

Evaluation
  1. (2019) Academic Editor, (Editor)
  2. (2018) Physica A, (Reviewer)
  3. (2018) Plos One, (Advisory Committee)
Contribution to external organisation
  1. (2013) Technical Reviewer for Securities Industry Development Centre (SIDC) of Securities Commission for Futures (Module 14) and Options (Module 16), Securities Industry Development Centre (SIDC)
Mentoring
  1. (2017) Securing a Rm50,000 Learning Space Grant and Building a Trading Lab for Faculty of Business, University, (Mentor)

SUPERVISION

Postgraduate Student
PhD/ Doctoral
  1. (2018) A NEW HYBRID FORECASTING MODEL USING WAVELET-PCA & ARTIFICIAL NEURAL NETWORK FOR FUTURE MARKETS, MOHAMMADALI MEHRALIZADEH
  2. (2017) A NEW HYBRID FORECASTING MODEL USING WAVELET-PCA & ARTIFICIAL NEURAL NETWORK FOR FUTURE MARKETS, MOHAMMADALI MEHRALIZADEH
  3. (2015) Dynamic Algorithmic Trading Approach to Time Series Based on Volatility Measures, Mohd Rizal Bin Miseman
  4. (2015) A Novel Hybrid Forecasting Model Using Wavelet-PCA and Artificial Neural Network for Futures Markets, Mohammadali Mehralizadeh
Master
  1. (2018) Statistical Arbitrage: A Quantitative Principal Component Analysis ("PCA") Approach Using Hybrid of Ornstein Uhlenbeck Process ("OU") and Kalman Filter ("K"), Foong Cheng Ho
  2. (2018) Determining the Value of Derivatives Using Market Factors' Measures, Ham Yi Jer
  3. (2018) An Examination of Macroeconomic Variables as Determinants of Emerging Asian Countries' Stock Indices Futures using a Hybrid Model ("FFNNPSO") Ensembled using Feed Forward Neural Network and Particle Swarm Optimization), Aasmaan Anam Najeeb
  4. (2018) A NEW TECHNIQUE (CAUSAL CONVOLUTION DILATION ARTIFICIAL NEURAL NETWORK MODEL) FOR COMMODITIES FUTURES FORECASTING, Kevin Ngui
  5. (2018) Statistical Arbitrage : A Quantitative Approach Using Hybrid of Orastein-Uhlenbeck Process and Kalman Filter, FOONG CHENG HO
  6. (2018) Determine The Value Of Derivatives Using Market Factors' Measures, HAM YI JER
  7. (2018) A New Technique (Causal Convolution Dilation Artificial Neural Network Model) for Commodities Futures Forecasting, KEVIN NGUI
  8. (2018) A Re-examination of Macroeconomic Variables As Determinants of Emerging Asian Countries' Stock Indices Futures Using A Hybrid Model ("FFNNPSO") Ensembled Using Feed Forward Neural Network and Particle Swarm Optimization, AASMAAN ANAM NAJEEB
  9. (2015) Foreign Exchange Rate Exposure of Stock Price: Comparison between Industries in Malaysia, Prabavathy Maniraju
  10. (2015) Financial Performance of Family-Owned Businesses: Evidence from Indonesia, Thailand, Malysia, Singapore, Phillipines and Vietnam, Yap Bee Huan
  11. (2015) Constructing a Well-balanced Portfolio Using Absolute Momentum, Chua Lee Wei
  12. (2015) A New Technical System to Indicate Trading Decision in the Foreign Exchange Market, Wong Kok Hong
  13. (2015) Constructing a Well-balanced Portfolio Using Absolute Momentum, CHUA LEE WEI
  14. (2015) A New Technical System to Indicate Trading Decision in the Foreign Exchange Market, WONG KOK HONG
  15. (2015) Financial Performance of Family-Owned Businesses: Evidence from Indonesia, Thailand, Malaysia, Singapore, Philippines and Vietnam, YAP BEE HUAN
  16. (2014) Value Investing, Ng Chin Siang
  17. (2014) The Determinants of Capital Structure of Public Listed Companies in Malaysia, Singapore and Thailand, Selvam Sannacy
  18. (2014) Announcement Effect on Corporate Bond Issuance on Share Price Returns, Goh Kok Kit
  19. (2014) Value Investing, NG CHIN SIANG
  20. (2014) Announcement Effect on Corporate Bond Issuance on Share Price Returns, GOH KOK KIT
  21. (2013) Technical Analysis Trading: Using Momentum Indicator in Malaysian Equity Market, Hong Jia Jean
  22. (2013) The Determinants of Capital Structure of Public Listed Companies in Malaysia, Singapore and Thailand, SELVAM A/L SANNACY
  23. (2013) Technical Analysis Trading: Using Momentum Indicator in Malaysian Equity Market, HONG JIA JEAN
  24. (2012) Predicting the Direction of KLCI Movement Using Macroeconomic Indicators, Reza Nasher
  25. (2012) Predicting the Direction of KLCI Movement Using Macroeconomic Indicators, REZA NASHER
  26. (2012) Impact of Credit Rating on Firm Values on Firms in Malaysia, NURUL HUZALINA BINTI RAMLEE

TEACHING

Master
  1. (2021) CQC7018 - Capital Markets, Investments and Portfolio Management
  2. (2021) CQC7015 - Derivatives Markets
  3. (2019) CQC7015 - Derivatives Markets
  4. (2019) CQC7018 - Capital Markets, Investments and Portfolio Management
  5. (2018) CQC7015 - Derivatives Markets
  6. (2018) CQC7018 - Capital Markets, Investments and Portfolio Management
  7. (2017) CQC7015 - Derivatives Markets
  8. (2013) CFGB6308 - Capital Markets and Investments
Bachelor
  1. (2021) CIC3007 - Applied Portfolio Construction
  2. (2021) CIC2004 - Investment Management
  3. (2019) CIC2004 - Investment Management
  4. (2019) CIC3007 - Applied Portfolio Construction
  5. (2019) CIC3018 - Derivatives Market
  6. (2018) CIC2004 - Investment Management
  7. (2018) CIC2004 - Investment Management
  8. (2018) CIC3007 - Applied Portfolio Construction
  9. (2015) CBEB3308 - Derivative Markets
  10. (2014) CFEB3101 - Corporate Finance
  11. (2013) CBEB3302 - Investment