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Cheong Siew Ann (Nanyang Technological University)
Appointment: Associate Professor
Assistant Chair (Academic), School of Physical and Mathematical Sciences (SPMS)

Research topics:

• Computational physics
• Complex system dynamics
• Bioinformatics

For more information, visit webpage

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1 to 10 of 80 Results
Jul 19, 2021 - From MST to PMFG to TDA and Ricci Curvature Analysis
Cheong, Siew Ann, 2021, "Ricci Curvature Analysis", https://doi.org/10.21979/N9/EO5QON, DR-NTU (Data), V1
Python scripts used for Ricci Curvature Analysis
From MST to PMFG to TDA and Ricci Curvature Analysis(Nanyang Technological University)
Jul 19, 2021
MATLAB and Python scripts for manuscript "From MST to PMFG to TDA and Ricci Curvature Analysis" submitted to MDPI Entropy special issue
Jun 1, 2021
Cheong, Siew Ann, 2021, "Hidden-State Modelling of a Cross-section of Geoelectric Time Series Data Can Provide Reliable Intermediate-term Probabilistic Earthquake Forecasting in Taiwan", https://doi.org/10.21979/N9/JSUTCD, DR-NTU (Data), V1
(C, V, S, K) index time series data generated using 0.5-Hz GEMS time series data from Taiwan. In this data set, C is a modified autocorrelation function, V is the variance, S the skewness, and K the kurtosis of the GEMS geo-electric field time series.
Feb 21, 2021
Cheong, Siew Ann, 2021, "Using Topological Data Analysis (TDA) and Persistent Homology to Analyse the Stock Markets in Singapore and Taiwan", https://doi.org/10.21979/N9/8XMZGF, DR-NTU (Data), V1
Data sets and Python scripts for paper published by T.-W. Yen and S. A. Cheong in Frontiers in Physics for a special issue "From Physics to Econophysics back to Physics: Methods and Insights".
Dec 14, 2020 - Identifying Actionable Serial Correlations in Financial Markets
Cheong, Siew Ann, 2020, "Cross sections of 8 to 9 mixed assets after hypothesis testing", https://doi.org/10.21979/N9/FR745X, DR-NTU (Data), V1
Set 1 = (A) gold, (B) silver, (C) palladium, (D) S\&P 500, (E) Hang Seng, (F) platinum, (G) Dow Jones, (H) Nikkei, and (I) NASDAQ, prices between Apr 2, 1990 and Jan 28, 2018. Set 2 = (A) 5-year US bond, (B) 10-year US bond, (C) 2-year US bond, (D) 6-month US bond, (E) wheat, (F)...
Dec 14, 2020 - Identifying Actionable Serial Correlations in Financial Markets
Cheong, Siew Ann, 2020, "Second cross section of 10 DJI component stocks: intermediate files for hypothesis testing", https://doi.org/10.21979/N9/FDIDAM, DR-NTU (Data), V1
Python npy files
Dec 14, 2020 - Identifying Actionable Serial Correlations in Financial Markets
Cheong, Siew Ann, 2020, "Cross section of 5 DJI component stocks", https://doi.org/10.21979/N9/KGGAMP, DR-NTU (Data), V1
['A', 'B', 'C', 'D', 'E', 'STC', 'STC5', 'TC5', 'fTC5', 'fTC5null', 'lmax', 'lmin', 'nSTCempty', 'setTC5', 'sigseqp001', 'sigseqp005', 'sigseqp005n5']
Dec 14, 2020 - Identifying Actionable Serial Correlations in Financial Markets
Cheong, Siew Ann, 2020, "First cross section of 10 DJI component stocks: Intermediate data files for hypothesis testing", https://doi.org/10.21979/N9/JCIKFR, DR-NTU (Data), V1
To be used for Python script for hypothesis testing.
Dec 14, 2020 - Identifying Actionable Serial Correlations in Financial Markets
Cheong, Siew Ann, 2020, "First cross section of 10 DJI component stocks", https://doi.org/10.21979/N9/GHMOKN, DR-NTU (Data), V1
X1 = GE, X2 = CSCO, X3 = HD, X4 = JPM, X5 = MMM, X6 = MRK, X7 = UTX, X8 = BA, X9 = VZ, X10 = XOM
Dec 14, 2020
Intermediate Python NumPy npy files for manuscript submitted to Frontiers in Applied Mathematics and Statistics.
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