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publications

(108)

• Predicting Exchange Rate Volatility: Genetic Programming vs. GARCH and RiskMetrics
  Christopher J. Neely and Paul A. Weller Federal Reserve Bank of St. Louis Review 84 43--54 (2002)
  to algorithms, genetic programming by brazovayeye on 2008-06-19 17:46:40
  | URL | BibTeX  
• Predicting Exchange Rate Volatility: Genetic Programming vs. GARCH and Risk Metrics
  Christopher J. Neely and Paul A. Weller (2001)
  to algorithms, genetic programming by brazovayeye on 2008-06-19 17:46:40
  | URL | BibTeX  
• Technical analysis and central bank intervention
  Christopher J. Neely and Paul A. Weller Journal of International Money and Finance 20 949--970 (2001)
  to Central Exchange Intervention Technical Trading algorithms, analysis, bank, genetic programming, rate, rule, by brazovayeye and 1 other person on 2008-06-19 17:46:40
  | URL | BibTeX  
• Intraday Technical Trading in the Foreign Exchange Market
  Christopher J. Neely and Paul A. Weller (2001)
  to algorithms, exchange genetic programming, rates rules, technical trading by brazovayeye on 2008-06-19 17:46:40
  | URL | BibTeX  
• Technical trading rules in the European Monetary System
  Christopher J. Neely and Paul A. Weller Journal of International Money and Finance 18 429--458 (1999)
  to European Exchange Monetary System, Target Technical Trading algorithms, analysis, genetic programming, rates, rules, zones by brazovayeye and 1 other person on 2008-06-19 17:46:40
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• Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach
  Christopher J. Neely and Paul A. Weller and Rob Dittmar The Journal of Financial and Quantitative Analysis 32 405--426 (1997)
  to algorithms, genetic programming by brazovayeye on 2008-06-19 17:46:40
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• The adaptive markets hypothesis: evidence from the foreign exchange market
  Christopher J. Neely and Paul A. Weller and Joshua M. Ulrich (2006)
  to algorithms, genetic programming by brazovayeye on 2008-06-19 17:35:00
  | URL | BibTeX  
• Intraday technical trading in the foreign exchange market
  Christopher J. Neely and Paul A. Weller Journal of International Money and Finance 22 223--237 (2003)
  to Exchange High Technical Trading algorithms, analysis, frequency genetic programming, rate, rule, by brazovayeye and 1 other person on 2008-06-19 17:35:00
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• Risk-adjusted, ex ante, optimal technical trading rules in equity markets
  Christopher J. Neely International Review of Economics and Finance 12 69--87 (2003)
  to Equity Stock Technical Trading algorithms, analysis, genetic price price, programming, rule, by brazovayeye on 2008-06-19 17:35:00
  | URL | BibTeX  
• Using a Genetic Program to Predict Exchange Rate Volatility
  Christopher J. Neely and Paul A. Weller Genetic Algorithms and Genetic Programming in Computational Finance 263--279 (2002)
  to algorithms, genetic programming by brazovayeye on 2008-06-19 17:35:00
  | BibTeX