Publications

Found 13 results
Author Title Type [ Year(Asc)]
Filters: Author is Lizhong Wu  [Clear All Filters]
1996
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.
Wu L, Moody J.  1996.  A Smoothing Regularizer for Feedforward and Recurrent Neural Networks. Neural Computation. 8
Rehfuss S, Wu L, Moody J.  1996.  Trading with Committees: A Comparative Study. Proceedings of the Third International Conference on Neural Networks in the Capital Markets.
1995
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, Wu L.  1995.  Statistical Analysis of Tick-by-tick Foreign Exchange Data. Proceedings of the High Frequency Data in Finance Conference.
1994
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.