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). Price Behavior and Hurst Exponents of Tick-By-Tick Interbank Foreign Exchange Rates.
Proceedings of Computational Intelligence in Financial Engineering (IEEE IAFE 1995).
(1995). Reinforcement Learning for Trading Systems and Portfolios.
Decision Technologies for Computational Finance, Proceedings of the London Conference.
(1998). Statistical Analysis and Forecasting of High Frequency Foreign Exchange Rates.
Proceedings of the Neural Networks in the Capital Markets Conference.
(1994). Statistical Analysis of Tick-by-tick Foreign Exchange Data.
Proceedings of the High Frequency Data in Finance Conference.
(1995). Trading with Committees: A Comparative Study.
Proceedings of the Third International Conference on Neural Networks in the Capital Markets.
(1996).
(1998).
A Smoothing Regularizer for Feedforward and Recurrent Neural Networks.
Neural Computation. 8,
(1996).
(1998).
(1997).
(2002).
(1997).
(1997).