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publications

(10)   

• Technical analysis and central bank intervention
  Christopher J. Neely and Paul A. Weller Journal of International Money and Finance20(7):949--970December2001.
  to Central Trading analysis, Exchange programming, bank, genetic rate, Technical Intervention algorithms, rule, by brazovayeye and 1 other person on Jun 19, 2008, 5:46 PM
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• Intraday Technical Trading in the Foreign Exchange Market
  Christopher J. Neely and Paul A. Weller Working paper, 1999-016B. Federal Reserve Bank of St. Louis, Research Division, 411 Locust Street, St. Louis, MO 63102, USA, 10 January2001.
  to programming, genetic rules, rates technical algorithms, trading exchange by brazovayeye on Jun 19, 2008, 5:46 PM
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• Technical trading rules in the European Monetary System
  Christopher J. Neely and Paul A. Weller Journal of International Money and Finance18(3):429--458(1999)
  to Monetary Trading analysis, Technical rules, European zones rates, Exchange Target programming, System, genetic algorithms, by brazovayeye and 1 other person on Jun 19, 2008, 5:46 PM
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• Comprehensibility, Overfitting and Co-Evolution in Genetic Programming for Technical Trading Rules
  Mukund Seshadri May2003.
  to market analysis, programming, S&P500, genetic technical coevolution, algorithms, timing by brazovayeye on Jun 19, 2008, 5:35 PM
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• Intraday technical trading in the foreign exchange market
  Christopher J. Neely and Paul A. Weller Journal of International Money and Finance22(2):223--237April2003.
  to Trading analysis, Exchange programming, genetic rate, Technical frequency algorithms, High rule, by brazovayeye and 1 other person on Jun 19, 2008, 5:35 PM
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• Risk-adjusted, ex ante, optimal technical trading rules in equity markets
  Christopher J. Neely International Review of Economics and Finance12(1):69--87Spring2003.
  to Trading price analysis, programming, price, genetic Technical algorithms, rule, Stock Equity by brazovayeye on Jun 19, 2008, 5:35 PM
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• Genetic network programming with actor-critic and its application to stock trading model
  Shingo Mabu and Yan Chen and Kotaro Hirasawa and Jinglu Hu GECCO '07: Proceedings of the 9th annual conference on Genetic and evolutionary computation, 2, page2263--2263. London, ACM Press, 7-11 July2007.
  to Poster, index Applications: technical learning, stock programming, genetic algorithms, model, reinforcement trading Real-World by brazovayeye and 1 other person on Jun 19, 2008, 5:35 PM
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• Computational learning techniques for intraday FX trading using popular technical indicators
  M. A. H. Dempster and Tom W. Payne and Yazann Romahi and G. W. P. Thompson IEEE Transactions on Neural Networks12(4):744--754July2001.
  to decision, computational transaction (artificial technical learning processes, costs learning, Markov heuristic, intelligence), trading, programming, genetic algorithms, foreign reinforcement exchange by brazovayeye on Jun 19, 2008, 5:35 PM
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• Stock Selection : An Innovative Application of Genetic Programming Methodology
  Ying Becker and Peng Fei and Anna M. Lester Genetic Programming Theory and Practice IV, volume5ofGenetic and Evolutionary Computation, chapter 12, Springer, Ann Arbor, 11-13 May2006.
  to Quantitative Pricing equity Technical Model, Stock S&P stock programming, Asset coefficient, selection, algorithms, quantitative trading asset Arbitrage ratio, rules, Capital selection market, Information genetic management models, 500, by brazovayeye on Jun 19, 2008, 5:35 PM
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• Comprehensibility and Overfitting Avoidance in Genetic Programming for Technical Trading Rules
  Lee A. Becker and Mukund Seshadri Worcester Polytechnic Institute, May2003.
  to analysis, comprehensibility penalising, S&P500, complexity overfitting, technical , razor, market programming, Occam's genetic algorithms, timing by brazovayeye on Jun 19, 2008, 5:35 PM
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