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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 genetic Intervention Exchange Trading rule, analysis, Technical Central bank, algorithms, programming, rate, by brazovayeye and 1 other person on Jun 19, 2008, 5:46 PM
  URL | BibTeX 
• 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 rules, exchange programming, trading technical algorithms, rates genetic by brazovayeye on Jun 19, 2008, 5:46 PM
  URL | BibTeX 
• 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 rates, System, Technical programming, Monetary rules, Exchange Trading analysis, genetic European algorithms, zones Target 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 programming, timing algorithms, analysis, genetic technical market coevolution, S&P500, by brazovayeye on Jun 19, 2008, 5:35 PM
  URL | BibTeX 
• 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 algorithms, Technical programming, Trading rate, rule, analysis, genetic frequency High Exchange by brazovayeye and 1 other person on Jun 19, 2008, 5:35 PM
  BibTeX 
• Risk-adjusted, ex ante, optimal technical trading rules in equity markets
  Christopher J. Neely International Review of Economics and Finance12(1):69--87Spring2003.
  to genetic price programming, price, Technical Equity Stock rule, analysis, algorithms, Trading 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 reinforcement trading learning, programming, index model, Real-World algorithms, Applications: genetic Poster, stock technical 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 programming, transaction computational technical genetic algorithms, decision, heuristic, processes, learning exchange trading, Markov foreign intelligence), (artificial costs learning, reinforcement 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 rules, selection, Pricing ratio, Capital Arbitrage Information S&P Quantitative programming, stock Model, quantitative genetic selection 500, algorithms, models, market, trading management equity Stock asset Asset Technical coefficient, by brazovayeye on Jun 19, 2008, 5:35 PM
  BibTeX 
• Comprehensibility and Overfitting Avoidance in Genetic Programming for Technical Trading Rules
  Lee A. Becker and Mukund Seshadri Worcester Polytechnic Institute, May2003.
  to , Occam's penalising, algorithms, genetic market programming, analysis, razor, complexity S&P500, timing technical overfitting, comprehensibility by brazovayeye on Jun 19, 2008, 5:35 PM
  URL | BibTeX