PERSONAL DETAIL


DR. CHAN PHOOI M'NG

Senior Lecturer
Department of Finance and Banking
Faculty of Business and Accountancy
 
  jacinta@um.edu.my
 Department of Finance and Banking, Faculty of Business and Accountancy, University of Malaya, 50603 Kuala Lumpur, W.Persekutuan Kuala Lumpur, Malaysia
 

ACADEMIC QUALIFICATION
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ADMINISTRATIVE DUTIES
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AREAS OF EXPERTISE
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RECENT SELECTED PUBLICATIONS
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Book

2019
  • Chan, J. (2019), Automation of Trading Machine for Traders: How to design trading model, Palgrave Macmillan 

2011
  • Chan, Jacinta. (2011). Financial Times Guide to Technical Analysis: How to Trade Like a Professional. Financial Times Prentice-Hall 

2008
  • Chan, Jacinta. Everything Technical Analysis: How to Trade Like a Professional. Prentice-Hall. 2nd Edition. 

2006
  • Chan, Jacinta. (2006). Everything Technical Analysis:How to Trade Like a Professional. Prentice Hall. 
Article in Academic Journals

2019
  • 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, (ISI-Indexed)

2018
  • 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 (ISI-Indexed)

2017
  • 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 (SCOPUS-Indexed)

2016
  • Chan Phooi M’ng J, Mehralizadeh M (2016) Forecasting East Asian Indices Futures via a Novel Hybrid of Wavelet-PCA Denoising and Artificial Neural Network Models. PLoS ONE 11(6): e0156338. doi:10.1371/journal.pone.0156338 (ISI-Indexed)
  • Chan Phooi M’ng J, Zainudin R (2016),Assessing the Efficacy of Adjustable Moving Averages Using ASEAN-5 Currencies. PLoS ONE, 11(8): e0160931. doi:10.1371/journal.pone.0160931 (ISI-Indexed)

2015
  • 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. (Non-ISI/Non-SCOPUS)

2014
  • Jacinta Chan, P. M. and Rozaimah Zainudin (2014) Predictability of Asia Pacific Stock Index Futures Contracts using Signals from A Dynamic Volatility Trading System, Adjustable Moving Average, AMA , Middle- East Journal of Scientific Research 21(8):1226-1231. (Non-ISI/Non-SCOPUS)
  • Rozaimah Zanudin, 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 (SCOPUS-Indexed)
  • Jacinta Chan, P. M. & Rozaimah Zainuddin. Futures Trading Signal using an Adaptive Algorithm Technical Analysis Indicator, Adjustable Moving Average' An Empirical Study on Malaysian Futures Markets. International Proceedings of Economics Development and Research. (Non-ISI/Non-SCOPUS)
  • Jacinta Chan, P. M. and Hong Jia Jean. 2014. The Usefulness of A New Technical Indicator, Rate of Change Alpha (ROC-α) on Stock Markets: A Study on Malaysian Top Capitalization Stocks. Journal of Emerging Issues in Economic, Finance and Banking. (Non-ISI/Non-SCOPUS)

2011
  • Chan, Jacinta. P. M., Ibrahim Mohamed.& Noor Azlinna Azizan.(2011). A Profitability Study on the Malaysian Futures Markets Using a New Adjustable Technical Analysis Indicator, ABZ'. African Journal of Business Management, 5, 14, 5984-5993 (ISI-Indexed)
  • 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 (Non-ISI/Non-SCOPUS)

2010
  • 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 (Non-ISI/Non-SCOPUS)
  • 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. (Non-ISI/Non-SCOPUS)

2005
  • Chan,J. 2005. Using Time Series Volatilities to Trade Trends: Trading Technique - BBZ. Australian Technical Analysts Association Journal. March/April: 31- 38 (Non-ISI/Non-SCOPUS)

AREAS OF RESEARCH
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CONSULTATION PROJECT/CONSULTANCY
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AWARDS AND RECOGNITIONS
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PRESENTATIONS
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INVITED SPEAKER
  • Using Neural Network to Enhance Technical Trading Rules Returns, 13th Annual International Conference on Accounting & Finance, 2015-05-27 to 2015-05-27, Athens Institute for Education and Research (Accounting & Finance Research Unit, (International)
PRESENTER
  • 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), 2014-04-12 to 2014-04-13, International Economic Development Research Centre, (International)
  • 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, 2015-05-26 to 2015-05-26, ATINER's Accounting & Finance Research Unit, (International)
  • 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, 2019-06-26 to 2019-06-26, University of Shandong, (International)

EXPERT/TECHNICAL CONTRIBUTIONS
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CONTRIBUTION TO SOCIETY
(Contribution To Society), (Level), (Start Date), (End Date).



SUPERVISION


POST GRADUATE STUDENT
(Name of Degree), (Name of Candidates), (Title of Thesis), (Academic Session)

Completed
  • Master Degree, Aasmaan Anam Najeeb, 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), 2018/2019
  • Master Degree, Kevin Ngui, A NEW TECHNIQUE (CAUSAL CONVOLUTION DILATION ARTIFICIAL NEURAL NETWORK MODEL) FOR COMMODITIES FUTURES FORECASTING, 2018/2019
  • Master Degree, Foong Cheng Ho, Statistical Arbitrage: A Quantitative Principal Component Analysis ("PCA") Approach Using Hybrid of Ornstein Uhlenbeck Process ("OU") and Kalman Filter ("K"), 2018/2019
  • Master Degree, Ham Yi Jer, Determining the Value of Derivatives Using Market Factors' Measures, 2018/2019
  • Doctoral Degree (phd), Mohammadali Mehralizadeh, A NEW HYBRID FORECASTING MODEL USING WAVELET-PCA & ARTIFICIAL NEURAL NETWORK FOR FUTURE MARKETS, 2017/2018
  • Master Degree, Chua Lee Wei, Constructing a Well-balanced Portfolio Using Absolute Momentum, 2015/2016
  • Doctoral Degree (phd), Mohammadali Mehralizadeh, A Novel Hybrid Forecasting Model Using Wavelet-PCA and Artificial Neural Network for Futures Markets, 2015/2016
  • Master Degree, Yap Bee Huan, Financial Performance of Family-Owned Businesses: Evidence from Indonesia, Thailand, Malysia, Singapore, Phillipines and Vietnam, 2015/2016
  • Master Degree, Wong Kok Hong, A New Technical System to Indicate Trading Decision in the Foreign Exchange Market, 2015/2016
  • Master Degree, Prabavathy Maniraju, Foreign Exchange Rate Exposure of Stock Price: Comparison between Industries in Malaysia, 2015/2016
  • Master Degree, Ng Chin Siang, Value Investing, 2014/2015
  • Master Degree, Goh Kok Kit, Announcement Effect on Corporate Bond Issuance on Share Price Returns, 2014/2015
  • Master Degree, Selvam Sannacy, The Determinants of Capital Structure of Public Listed Companies in Malaysia, Singapore and Thailand, 2014/2015
  • Master Degree, Hong Jia Jean, Technical Analysis Trading: Using Momentum Indicator in Malaysian Equity Market, 2013/2014
  • Master Degree, Reza Nasher, Predicting the Direction of KLCI Movement Using Macroeconomic Indicators, 2012/2013

Ongoing
  • Doctoral Degree (phd), Mohd Rizal Bin Miseman, Dynamic Algorithmic Trading Approach to Time Series Based on Volatility Measures, 2015/2016

TEACHING
(Course Title), (Academic Session), (No of Student), (No of Contact Hours).


POST GRADUATE
  • CAPITAL MARKETS, INVESTMENTS AND PORTFOLIO MANAGEMENT, 2019/2020(1), 15, 42
  • DERIVATIVES MARKETS, 2018/2019(2), 12, 42
  • CAPITAL MARKETS, INVESTMENTS AND PORTFOLIO MANAGEMENT, 2018/2019(1), 15, 42
  • DERIVATIVES MARKETS, 2017/2018(2), 15, 42
  • DERIVATIVES MARKETS, 2016/2017(2), 15, 42
  • Capital Markets and Investments, 2013/2014(1), 32, 42
FIRST DEGREE
  • DERIVATIVES MARKET, 2019/2020(1), 30, 41
  • APPLIED PORTFOLIO CONSTRUCTION, 2019/2020(1), 62, 54
  • INVESTMENT MANAGEMENT, 2018/2019(2), 71, 42
  • APPLIED PORTFOLIO CONSTRUCTION, 2018/2019(1), 35, 54
  • INVESTMENT MANAGEMENT, 2018/2019(1), 75, 41
  • INVESTMENT MANAGEMENT, 2017/2018(2), 59, 41
  • DERIVATIVE MARKETS, 2015/2016(1), 10, 41
  • CORPORATE FINANCE, 2014/2015(1), 10, 42
  • INVESTMENT, 2013/2014(1), 22, 42
OTHERS
  • A Step Beyond Basic Technical Analysis: Algorithm Trading Technical Indicators, 2013/2014(1), 15, 32