Publications
Improved Estimates for the Rescaled Range and Hurst Exponents.
Proceedings of the Third International Conference on Neural Networks in Financial Engineering. 537-553.
(1996). A Neural Network Visualization and Sensitivity Analysis Toolkit.
Proceedings of the International Conference on Neural Information Processing. 1069-1074.
(1996). A Smoothing Regularizer for Feedforward and Recurrent Neural Networks.
Neural Computation. 8,
(1996). Trading with Committees: A Comparative Study.
Proceedings of the Third International Conference on Neural Networks in the Capital Markets.
(1996). Macroeconomic Forecasting: Challenges and Neural Network Solutions.
Proceedings of the International Symposium on Artificial Neural Networks.
(1995). Price Behavior and Hurst Exponents of Tick-By-Tick Interbank Foreign Exchange Rates.
Proceedings of Computational Intelligence in Financial Engineering (IEEE IAFE 1995).
(1995). Selecting Input Variables via Sensitivity Analysis: Application to Predicting the U.S. Business Cycle.
Proceedings of Computational Intelligence in Financial Engineering (IEEE IAFE 1995).
(1995). Statistical Analysis of Tick-by-tick Foreign Exchange Data.
Proceedings of the High Frequency Data in Finance Conference.
(1995).
(1994).
(1994).
(1994).
Statistical Analysis and Forecasting of High Frequency Foreign Exchange Rates.
Proceedings of the Neural Networks in the Capital Markets Conference.
(1994). Neural Network Modeling of Physiological Processes.
2, 363-378.
(1993). Predicting the U.S. Index of Industrial Production.
Proceedings of Parallel Applications in Statistics and Economics '93. 3(6), 791-794.
(1993).
(1993).
(1992).
(1992).
Learning Rate Schedules for Faster Stochastic Gradient Search.
Neural Networks for Signal Processing.
(1992). Networks with Learned Unit Response Functions.
4, 1048-1055.
(1992).
(1992).
(1992). Advances in Neural Information Processing Systems 3.
(Lippmann, R.., Moody J., & Touretzky D.., Ed.).
(1991). Note on Generalization, Regularization, and Architecture Selection in Nonlinear Learning Systems.
Proceedings of the First IEEE-SP Workshop on Neural Networks for Signal Processing. 1-10.
(1991).
(1991).