18 citations · 23 across the 3 of their papers we have counts for
3 papers
math.OC2020
Sequential Piecewise Linear Programming for Convergent Optimization of Non-Convex Problems
James P. L. Tan
A sequential piecewise linear programming method is presented where bounded domains of non-convex functions are successively contracted about the solution of a piecewise linear pro…
nlin.CD2016★ 5 cited
A simple noise reduction method based on nonlinear forecasting
James PL Tan
Non-parametric detrending or noise reduction methods are often employed to separate trends from noisy time series when no satisfactory models exist to fit the data. However, conven…
q-fin.TR2012★ 18 cited
Understanding agent-based models of financial markets: a bottom-up approach based on order parameters and phase diagrams
Ribin Lye, James Peng Lung Tan, Siew Ann Cheong
We describe a bottom-up framework, based on the identification of appropriate order parameters and determination of phase diagrams, for understanding progressively refined agent-ba…