Publications
(1989).
(1992).
(2009).
Developments in Forecast Combination and Portfolio Choice.
(Dunis, C.., Timmermann A.., & Moody J., Ed.).
(2001). Decision Technologies for Computational Finance, Proceedings of the London Conference.
(Refenes, A.., Burgess N.., & Moody J., Ed.).
(1998).
(2000).
(2000).
(1987). Calculations for Cosmic Axion Detection.
55(17), 1797-1800.
(1985).
(1988).
(1992).
(1991).
(1989). Temperature Profiles Induced by a Scanning CW Laser Beam.
53(6), 4364-4371.
(1982). A Smoothing Regularizer for Feedforward and Recurrent Neural Networks.
Neural Computation. 8,
(1996).
(1998). Learning to Trade via Direct Reinforcement.
IEEE Transactions on Neural Networks. 12(4),
(2001). Learning Rate Schedules for Faster Stochastic Gradient Search.
Neural Networks for Signal Processing.
(1992). Filamentary Galaxy Clustering: A Mapping Algorithm.
Astrophysical Journal. 273, 16-23.
(1983). Trading with Committees: A Comparative Study.
Proceedings of the Third International Conference on Neural Networks in the Capital Markets.
(1996). Stock Returns: Momentum, Volatility and Interest Rates.
Proceedings of Computational Intelligence in Financial Engineering.
(2003). Stochastic Direct Reinforcement: Application to Simple Games with Recurrence.
Proceedings of the 2004 AAAI Fall Symposium on Artificial Multiagent Learning. 23-34.
(2004). Statistical Analysis of Tick-by-tick Foreign Exchange Data.
Proceedings of the High Frequency Data in Finance Conference.
(1995). Statistical Analysis and Forecasting of High Frequency Foreign Exchange Rates.
Proceedings of the Neural Networks in the Capital Markets Conference.
(1994). Selecting Neural Network Architecture via the Prediction Risk: Application to Corporate Bond Rating Prediction.
Proceedings of the First International Conference on Artificial Intelligence Applications on Wall Street.
(1991).