Genetic Programming Bibliography entries for Michael Dempster
up to index
Created by W.Langdon from
gp-bibliography.bib Revision:1.8010
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
-
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
-
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
-
Mark Austin and Graham Bates and Michael Dempster and Stacy Williams.
Adaptive systems for foreign exchange trading.
Eclectic, 18:21-26, 2004.
details
-
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
-
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
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