Publications

Found 70 results
Author Title [ Type(Desc)] Year
Filters: Author is John Moody  [Clear All Filters]
Conference Paper
Suárez, A., Moody J., & Saffell M. (2009).  Dynamic Portfolio Management with Transaction Costs.
Moody, J. (1990).  Dynamics of Lateral Interaction Networks. Proceedings of the IEEE International Joint Conference on Neural Networks (IJCNN 1990).
Darken, C., & Moody J. (1990).  Fast, Adaptive K-Means Clustering: Some Empirical Results. Proceedings of the IEEE International Joint Conference on Neural Networks (IJCNN 1990).
Moody, J., & Wu L. (1996).  Improved Estimates for the Rescaled Range and Hurst Exponents. Proceedings of the Third International Conference on Neural Networks in Financial Engineering. 537-553.
Moody, J., & Darken C. (1988).  Learning with Localized Receptive Fields. Proceedings of the 1988 Connectionist Models Summer School. 133-143.
Moody, J. (1995).  Macroeconomic Forecasting: Challenges and Neural Network Solutions. Proceedings of the International Symposium on Artificial Neural Networks.
Liao, Y., & Moody J. (1996).  A Neural Network Visualization and Sensitivity Analysis Toolkit. Proceedings of the International Conference on Neural Information Processing. 1069-1074.
Moody, J. (1991).  Note on Generalization, Regularization, and Architecture Selection in Nonlinear Learning Systems. Proceedings of the First IEEE-SP Workshop on Neural Networks for Signal Processing. 1-10.
Moody, J. (1987).  Perspectives on Associative Memories. Proceedings of the IEEE First International Conference on Neural Networks.
Moody, J., Levin A.., & Rehfuss S. (1993).  Predicting the U.S. Index of Industrial Production. Proceedings of Parallel Applications in Statistics and Economics '93. 3(6), 791-794.
Moody, J., & Wu L. (1995).  Price Behavior and Hurst Exponents of Tick-By-Tick Interbank Foreign Exchange Rates. Proceedings of Computational Intelligence in Financial Engineering (IEEE IAFE 1995).
Moody, J. (1985).  Prospects for Axion Detection. Dark Matter in the Universe: Proceedings of IAU Symposium 117.
Moody, J., & Saffell M. (1999).  Reinforcement Learning for Trading. Advances in Neural Information Processing Systems 11.
Moody, J., & Saffell M. (1998).  Reinforcement Learning for Trading: Immediate vs. Future Rewards. Knowledge Discovery and Datamining, Proceedings of the 1998 New York Conference.
Moody, J., Saffell M., Liao Y., & Wu L. (1998).  Reinforcement Learning for Trading Systems and Portfolios. Decision Technologies for Computational Finance, Proceedings of the London Conference.
Utans, J., Moody J., Rehfuss S., & Siegelmann H.. (1995).  Selecting Input Variables via Sensitivity Analysis: Application to Predicting the U.S. Business Cycle. Proceedings of Computational Intelligence in Financial Engineering (IEEE IAFE 1995).
Utans, J., & Moody J. (1991).  Selecting Neural Network Architecture via the Prediction Risk: Application to Corporate Bond Rating Prediction. Proceedings of the First International Conference on Artificial Intelligence Applications on Wall Street.
Moody, J., & Wu L. (1994).  Statistical Analysis and Forecasting of High Frequency Foreign Exchange Rates. Proceedings of the Neural Networks in the Capital Markets Conference.
Moody, J., & Wu L. (1995).  Statistical Analysis of Tick-by-tick Foreign Exchange Data. Proceedings of the High Frequency Data in Finance Conference.
Moody, J., Liu Y., Saffell M., & Youn K. (2004).  Stochastic Direct Reinforcement: Application to Simple Games with Recurrence. Proceedings of the 2004 AAAI Fall Symposium on Artificial Multiagent Learning. 23-34.
Fang, Y.., Wada S.., & Moody J. (2003).  Stock Returns: Momentum, Volatility and Interest Rates. Proceedings of Computational Intelligence in Financial Engineering.

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