| Computational intelligence for evolving trading rules A Ghandar, Z Michalewicz, M Schmidt, TD To, R Zurbrugg IEEE Transactions on Evolutionary Computation 13 (1), 71-86, 2009 | 78 | 2009 |
| The Return–Volatility Relation in Commodity Futures Markets C Chiarella, B Kang, CS Nikitopoulos, TD Tô Journal of Futures Markets 36 (2), 127-152, 2016 | 61 | 2016 |
| Humps in the volatility structure of the crude oil futures market: New evidence C Chiarella, B Kang, CS Nikitopoulos, TD Tô Energy Economics 40, 989-1000, 2013 | 40 | 2013 |
| The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach C Chiarella, H Hung, TD Tô Computational Statistics & Data Analysis 53 (6), 2075-2088, 2009 | 34 | 2009 |
| Chapter 10 Abnormal returns after large stock price changes: Evidence from Asia-Pacific markets V Thang Long Pham, D Quoc Tho Nguyen, TD Tô Asia-Pacific financial markets: integration, innovation and challenges, 205-227, 2007 | 29 | 2007 |
| Pricing risks across currency denominations TA Maurer, TD Tô, NK Tran Management Science 65 (11), 5308-5336, 2019 | 24 | 2019 |
| The jump component of the volatility structure of interest rate futures markets: An international comparison C Chiarella, TD Tô Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2003 | 16 | 2003 |
| Optimal Factor Strategy in FX Markets TA Maurer, TD To, NK Tran | 12 | 2017 |
| Stochastic Correlation and Risk Premia in Term Structure Models C Chiarella, C Hsiao, TD To Journal of Empirical Finance 37, 59-78, 2016 | 12* | 2016 |
| Pricing implications of covariances and spreads in currency markets T Maurer, TD Tô, NK Tran The Review of Asset Pricing Studies 12 (1), 336-388, 2022 | 11 | 2022 |
| A computational intelligence portfolio construction system for equity market trading A Ghandar, Z Michalewicz, M Schmidt, TD To, R Zurbruegg 2007 IEEE Congress on Evolutionary Computation, 798-805, 2007 | 11 | 2007 |
| A maximum likelihood approach to estimation of Heath-Jarrow-Morton models R Bhar, C Chiarella, TD To Quantitative Finance Research Centre, University of Technology, Sydney …, 2002 | 11 | 2002 |
| Market timing and predictability in FX markets TA Maurer, TD Tô, NK Tran Review of Finance 27 (1), 223-246, 2023 | 10 | 2023 |
| Risk premia and Wishart term structure models C Chiarella, CY Hsiao, TD To SSRN Electronic Journal, 2010 | 8 | 2010 |
| The performance of an adaptive portfolio management system A Ghandar, Z Michalewicz, TD Tô, R Zurbruegg 2008 IEEE Congress on Evolutionary Computation (IEEE World Congress on …, 2008 | 7 | 2008 |
| The multifactor nature of the volatility of futures markets C Chiarella, TD Tô Computational Economics 27, 163-183, 2006 | 6* | 2006 |
| Estimating the volatility structure of an arbitrage-free interest rate model via the futures markets R Bhar, C Chiarella, TD To Finance, 2004 | 3 | 2004 |
| Cheap TIPS or Expensive Inflation Swaps?: Mispricing in Real Asset Markets TD To, NK Tran Mispricing in Real Asset Markets (January 28, 2019), 2019 | 2 | 2019 |
| Evolving trading rules A Ghandar, Z Michalewicz, S M, TD To, R Zurbrugg Studies in Computational Intelligence 92, 95-119, 2008 | 2 | 2008 |
| Nontraded sector growth risks and economic sizes in international asset pricing TD Tô, NK Tran Management Science, 2024 | 1 | 2024 |
