Genetic Programming Bibliography entries for Michael Dempster

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GP coauthors/coeditors: Mark P Austin, Graham Bates, Stacy N Williams, Vasco Leemans, Yazann Romahi, Chris M Jones, Tom W Payne, Giles W P Thompson,

Genetic Programming Articles by Michael Dempster

1. M. A. H. Dempster and V. Leemans. An automated FX trading system using adaptive reinforcement learning. Expert Systems with Applications, 30(3):543-552, 2006. Special Issue on Financial Engineering. details

2. Mark P. Austin and Graham Bates and Michael A. H. Dempster and Vasco Leemans and Stacy N. Williams. Adaptive systems for foreign exchange trading. Quantitative Finance, 4(4):37-45, 2004. details

3. Mark Austin and Graham Bates and Michael Dempster and Stacy Williams. Adaptive systems for foreign exchange trading. Eclectic, 18:21-26, 2004. details

4. M. A. H. Dempster and Tom W. Payne and Yazann Romahi and G. W. P. Thompson. Computational learning techniques for intraday FX trading using popular technical indicators. IEEE Transactions on Neural Networks, 12(4):744-754, 2001. details

5. M. A. H. Dempster and C. M. Jones. A real-time adaptive trading system using genetic programming. Quantitative Finance, 1(4):397-413, 2001. details

Genetic Programming conference papers by Michael Dempster

• R. G. Bates and M. A. H. Dempster and Y. S. Romahi. Evolutionary reinforcement learning in FX order book and order flow analysis. In IEEE International Conference on Computational Intelligence for Financial Engineering, pages 355-362, Hong Kong, 2003. details

• M. A. H. Dempster and Y. S. Romahi. Intraday FX Trading: An Evolutionary Reinforcement Learning Approach. In Hujun Yin and Nigel M. Allinson and Richard T. Freeman and John A. Keane and Simon J. Hubbard editors, Proceedings of Third International Conference on Intelligent Data Engineering and Automated Learning - IDEAL 2002, volume 2412, pages 347-358, Manchester, 2002. Springer. details

Genetic Programming technical reports by Michael Dempster

• M. P. Austin and R. G. Bates and M. A. H. Dempster and S. N. Williams. Adaptive systems for foreign exchange trading. Working paper , WP 15/2003, Judge Institute of Management, University of Cambridge, UK, 2003. details

• M. A. H. Dempster and C. M. Jones. The Profitability of Intra-Day FX Trading Using Technical Indicators. Working Paper , 35/00, Judge Institute of Management Studies, University of Cambridge, Trumpington Street, Cambridge, CB2 1AG, 2000. details