A. Neil Burgess - researchr alias

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Viewing Publication 1 - 8 from 8

2002

CointegrationA. Neil Burgess. In Jimmy Shadbolt, John G. Taylor, editors, Neural Networks and the Financial Markets - Predicting, Combining and Portfolio Optimisation. Perspectives in Neural Computing, pages 181-191, Springer, 2002. [doi]

Learning Trading Strategies for Imperfect MarketsNeville Towers, A. Neil Burgess. In Jimmy Shadbolt, John G. Taylor, editors, Neural Networks and the Financial Markets - Predicting, Combining and Portfolio Optimisation. Perspectives in Neural Computing, pages 95-108, Springer, 2002. [doi]

1999

Modelling non-linear moving average processes using neural networks with error feedback: An application to implied volatility forecastingA. Neil Burgess, Apostolos-Paul Nicholas Refenes. sigpro, 74(1):89-99, 1999. [doi]

1998

Modelling relationships between international equity markets using computational intelligenceA. Neil Burgess. kes 1998: 13-22 [doi]

1997

Neural networks in financial engineering: a study in methodologyApostolos-Paul Nicholas Refenes, A. Neil Burgess, Yves Bentz. tnn, 8(6):1222-1267, 1997. [doi]

Financial time series modelling with discounted least squares backpropagationApostolos-Paul Nicholas Refenes, Yves Bentz, Derek W. Bunn, A. Neil Burgess, Achileas D. Zapranis. ijon, 14(2):123-138, 1997. [doi]

1996

Estimating Equivalent Kernels for Neural Networks: A Data Perturbation ApproachA. Neil Burgess. nips 1997: 382-388 [doi]

1995

Intraday volatility forecasting for option pricing using a neural network approachFernando González Miranda, A. Neil Burgess. cifer 1995: 31 [doi]

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