CHEONG Siew Ann

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

Topological and Geometrical Characterization of the Complex Dynamics of Stock Markets and Science Citation Networks at Multiple Length Scales Jun 12, 2025 Cheong, Siew Ann, 2025, "Topological and Geometrical Characterization of the Complex Dynamics of Stock Markets and Science Citation Networks at Multiple Length Scales", https://doi.org/10.21979/N9/IJIOKM, DR-NTU (Data), V1 Secondary datasets, MATLAB scripts, and Python scripts for the manuscript titled "Topological and Geometrical Characterization of the Complex Dynamics of Stock Markets and Science Citation Networks at Multiple Length Scales"
Scale-Dependent Inverse Temperature Features Associated with Crashes in the US and Japanese Stock Markets Feb 17, 2025 Cheong, Siew Ann, 2025, "Scale-Dependent Inverse Temperature Features Associated with Crashes in the US and Japanese Stock Markets", https://doi.org/10.21979/N9/6RNYM0, DR-NTU (Data), V1 Paper accepted by the Complexity Journal.
Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems Sep 23, 2024 Cheong, Siew Ann, 2024, "Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems", https://doi.org/10.21979/N9/4Y4GFI, DR-NTU (Data), V1 Data and scripts used for the manuscript with the same title
Indicator from the graph Laplacian of stock market time series cross sections can precisely determine the durations of market crashes Sep 23, 2024 - MOE AcRF Tier 2 grant MOE-000442-00 Kang, Zheng Tien, 2024, "Indicator from the graph Laplacian of stock market time series cross sections can precisely determine the durations of market crashes", https://doi.org/10.21979/N9/7YNZAQ, DR-NTU (Data), V2 This repository include the processed ultrametric distance matrices data, MATLAB scripts and data holder files (in .mat format) used to generate the results and figures in the PLOS paper with the above title.
Data-Driven Approach to Understanding Complex Urban Phe-nomena: A Preliminary Study on the Gentrification of H Street NE in Washington DC Jul 9, 2024 Cheong, Siew Ann, 2024, "Data-Driven Approach to Understanding Complex Urban Phe-nomena: A Preliminary Study on the Gentrification of H Street NE in Washington DC", https://doi.org/10.21979/N9/N9F5ZU, DR-NTU (Data), V1 Python scripts and secondary data sets used in our study of the gentrification of H Street NE in Washington DC.
Laplacian spectra of persistent structures in Taiwan, Singapore, and US stock markets May 23, 2023 Cheong, Siew Ann, 2023, "Laplacian spectra of persistent structures in Taiwan, Singapore, and US stock markets", https://doi.org/10.21979/N9/UCEELS, DR-NTU (Data), V1 Python and MATLAB scripts used to generate figures in the Entropy paper with the above title.
Scientific Debate on Human Migration: Ethics, Challenges, and Solutions Apr 4, 2023 Cheong, Siew Ann, 2023, "Scientific Debate on Human Migration: Ethics, Challenges, and Solutions", https://doi.org/10.21979/N9/LQX1MS, DR-NTU (Data), V1 MATLAB scripts for simulating biological invasion and human migration scenarios on a star network.
Ricci Curvature Analysis 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
Hidden-State Modelling of a Cross-section of Geoelectric Time Series Data Can Provide Reliable Intermediate-term Probabilistic Earthquake Forecasting in Taiwan 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.
Using Topological Data Analysis (TDA) and Persistent Homology to Analyse the Stock Markets in Singapore and Taiwan 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".

Topological and Geometrical Characterization of the Complex Dynamics of Stock Markets and Science Citation Networks at Multiple Length Scales

Jun 12, 2025

Cheong, Siew Ann, 2025, "Topological and Geometrical Characterization of the Complex Dynamics of Stock Markets and Science Citation Networks at Multiple Length Scales", https://doi.org/10.21979/N9/IJIOKM, DR-NTU (Data), V1

Secondary datasets, MATLAB scripts, and Python scripts for the manuscript titled "Topological and Geometrical Characterization of the Complex Dynamics of Stock Markets and Science Citation Networks at Multiple Length Scales"

Scale-Dependent Inverse Temperature Features Associated with Crashes in the US and Japanese Stock Markets

Feb 17, 2025

Cheong, Siew Ann, 2025, "Scale-Dependent Inverse Temperature Features Associated with Crashes in the US and Japanese Stock Markets", https://doi.org/10.21979/N9/6RNYM0, DR-NTU (Data), V1

Paper accepted by the Complexity Journal.

Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems

Sep 23, 2024

Cheong, Siew Ann, 2024, "Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems", https://doi.org/10.21979/N9/4Y4GFI, DR-NTU (Data), V1

Data and scripts used for the manuscript with the same title

Indicator from the graph Laplacian of stock market time series cross sections can precisely determine the durations of market crashes

Sep 23, 2024 - MOE AcRF Tier 2 grant MOE-000442-00

Kang, Zheng Tien, 2024, "Indicator from the graph Laplacian of stock market time series cross sections can precisely determine the durations of market crashes", https://doi.org/10.21979/N9/7YNZAQ, DR-NTU (Data), V2

This repository include the processed ultrametric distance matrices data, MATLAB scripts and data holder files (in .mat format) used to generate the results and figures in the PLOS paper with the above title.

Data-Driven Approach to Understanding Complex Urban Phe-nomena: A Preliminary Study on the Gentrification of H Street NE in Washington DC

Jul 9, 2024

Cheong, Siew Ann, 2024, "Data-Driven Approach to Understanding Complex Urban Phe-nomena: A Preliminary Study on the Gentrification of H Street NE in Washington DC", https://doi.org/10.21979/N9/N9F5ZU, DR-NTU (Data), V1

Python scripts and secondary data sets used in our study of the gentrification of H Street NE in Washington DC.

Laplacian spectra of persistent structures in Taiwan, Singapore, and US stock markets

May 23, 2023

Cheong, Siew Ann, 2023, "Laplacian spectra of persistent structures in Taiwan, Singapore, and US stock markets", https://doi.org/10.21979/N9/UCEELS, DR-NTU (Data), V1

Python and MATLAB scripts used to generate figures in the Entropy paper with the above title.

Scientific Debate on Human Migration: Ethics, Challenges, and Solutions

Apr 4, 2023

Cheong, Siew Ann, 2023, "Scientific Debate on Human Migration: Ethics, Challenges, and Solutions", https://doi.org/10.21979/N9/LQX1MS, DR-NTU (Data), V1

MATLAB scripts for simulating biological invasion and human migration scenarios on a star network.

Ricci Curvature Analysis

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

Hidden-State Modelling of a Cross-section of Geoelectric Time Series Data Can Provide Reliable Intermediate-term Probabilistic Earthquake Forecasting in Taiwan

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.

Using Topological Data Analysis (TDA) and Persistent Homology to Analyse the Stock Markets in Singapore and Taiwan

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".

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