Genetic Programming Bibliography entries for Christopher J Neely
up to index
Created by W.Langdon from
gp-bibliography.bib Revision:1.8081
GP coauthors/coeditors:
Paul A Weller,
Rob Dittmar,
Joshua M Ulrich,
Genetic Programming Articles by Christopher J Neely
-
Christopher J. Neely and Paul A. Weller and Joshua M. Ulrich.
The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market.
Journal of Financial and Quantitative Analysis, 44(2):467-488, 2009.
details
-
Christopher J. Neely and Paul A. Weller.
Intraday technical trading in the foreign exchange market.
Journal of International Money and Finance, 22(2):223-237, 2003.
details
-
Christopher J. Neely.
Risk-adjusted, ex ante, optimal technical trading rules in equity markets.
International Review of Economics and Finance, 12(1):69-87, 2003.
details
-
Christopher J. Neely and Paul A. Weller.
Predicting Exchange Rate Volatility: Genetic Programming vs. GARCH and RiskMetrics.
Federal Reserve Bank of St. Louis Review, 84(3):43-54, 2002.
details
-
Christopher J. Neely and Paul A. Weller.
Predicting Exchange Rate Volatility: Genetic Programming Versus GARCH and RiskMetrics.
Federal Reserve Bank of St. Louis Review, 84(3):43-54, 2002.
details
-
Christopher J. Neely and Paul A. Weller.
Technical analysis and central bank intervention.
Journal of International Money and Finance, 20(7):949-970, 2001.
details
-
Christopher J. Neely and Paul A. Weller.
Technical trading rules in the European Monetary System.
Journal of International Money and Finance, 18(3):429-458, 1999.
details
-
Christopher J. Neely and Paul A. Weller and Rob Dittmar.
Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach.
The Journal of Financial and Quantitative Analysis, 32(4):405-426, 1997.
details
Genetic Programming book chapters by Christopher J Neely
-
Christopher J. Neely and Paul A. Weller.
Using a Genetic Program to Predict Exchange Rate Volatility. In
Shu-Heng Chen editor,
Genetic Algorithms and Genetic Programming in Computational Finance, chapter 13, pages 263-279. Kluwer Academic Publishers, Dordrecht, 2002.
details
Genetic Programming technical reports by Christopher J Neely
-
Christopher J. Neely and Paul A. Weller and Joshua M. Ulrich.
The adaptive markets hypothesis: evidence from the foreign exchange market. Working Paper ,
2006-046B,
Federal Reserve Bank of St. Louis, Research Division, P.O. Box 442, St. Louis, MO 63166, USA, 2006.
Revised March 2007.
details
-
Christopher J. Neely and Paul A. Weller.
Predicting Exchange Rate Volatility: Genetic Programming vs. GARCH and Risk Metrics. Working Paper ,
2001-009B,
Economic, Research, Federal Reserve Bank of St. Louis, 411 Locust Street, St. Louis, MO 63102-0442, USA, 2001.
details
-
Christopher J. Neely and Paul A. Weller.
Intraday Technical Trading in the Foreign Exchange Market. Working paper ,
1999-016B,
Federal Reserve Bank of St. Louis, Research Division, 411 Locust Street, St. Louis, MO 63102, USA, 2001.
details