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publications

(11)   

• Co-evolution of auction mechanisms and strategies: Towards a novel approach to microeconomic design
  Steve Phelps and Simon Parsons and Peter McBurney and Elizabeth Sklar ULCS-02-004. Department of Computer Science, University of Liverpool, UK, (2002)
  to systems strategies Evolutionary Resource Trading Auction Multi-agent design, allocation, mechanisms, programming, (MAS), genetic Market algorithms, computation, by brazovayeye on Jun 19, 2008, 5:46 PM
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• 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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• Parallel Genetic Programming and its application to trading model induction
  Mouloud Oussaid`ene and Bastien Chopard and Olivier V. Pictet and Marco Tomassini Parallel Computing23(8):1183--1198August1997.
  to models Financial analysis, programming, genetic algorithms, Performance Parallel trading 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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• Knowledge-intensive genetic discovery in foreign exchange markets
  Siddhartha Bhattacharyya and Olivier V. Pictet and Gilles Zumbach IEEE Transactions on Evolutionary Computation6(2):169--181April2002.
  to indicator model knowledge fitness processing, data mining, knowledge-intensive decision learning, structuring, arithmetic trading, properties, programming, discovery, criteria, algorithms, high-frequency symmetry, trading exchange risk-adjusted financial robust measure, markets, types, mathematical return semantic restrictions, (artificial learning machine comparison intelligence), domain-related logical genetic specification performance, operators, symmetry representation, foreign optimisation by brazovayeye and 1 other person 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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• Adaptive systems for foreign exchange trading
  Mark P. Austin and Graham Bates and Michael A. H. Dempster and Vasco Leemans and Stacy N. Williams Quantitative Finance4(4):37--45August2004.
  to programming, genetic fx algorithms, trading by brazovayeye and 1 other person on Jun 19, 2008, 5:35 PM
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