Publications
(1997).
(1993).
Trading with Committees: A Comparative Study.
Proceedings of the Third International Conference on Neural Networks in the Capital Markets.
(1996).
(1992).
(2000). Temperature Profiles Induced by a Scanning CW Laser Beam.
53(6), 4364-4371.
(1982). Stock Returns: Momentum, Volatility and Interest Rates.
Proceedings of Computational Intelligence in Financial Engineering.
(2003).
(1997). Stochastic Direct Reinforcement: Application to Simple Games with Recurrence.
Proceedings of the 2004 AAAI Fall Symposium on Artificial Multiagent Learning. 23-34.
(2004).
(1984). Statistical Analysis of Tick-by-tick Foreign Exchange Data.
Proceedings of the High Frequency Data in Finance Conference.
(1995). Statistical Analysis and Forecasting of High Frequency Foreign Exchange Rates.
Proceedings of the Neural Networks in the Capital Markets Conference.
(1994). Spontaneous Development of Modularity in Simple Cortical Models.
2(3), 334-354.
(1990).
(1997). A Smoothing Regularizer for Feedforward and Recurrent Neural Networks.
Neural Computation. 8,
(1996). 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.
(1991). Selecting Input Variables via Sensitivity Analysis: Application to Predicting the U.S. Business Cycle.
Proceedings of Computational Intelligence in Financial Engineering (IEEE IAFE 1995).
(1995). Reinforcement Learning for Trading Systems and Portfolios.
Decision Technologies for Computational Finance, Proceedings of the London Conference.
(1998). Reinforcement Learning for Trading: Immediate vs. Future Rewards.
Knowledge Discovery and Datamining, Proceedings of the 1998 New York Conference.
(1998). Reinforcement Learning for Trading.
Advances in Neural Information Processing Systems 11.
(1999).
(2003).
(1986). Prospects for Axion Detection.
Dark Matter in the Universe: Proceedings of IAU Symposium 117.
(1985).
(1992). Price Behavior and Hurst Exponents of Tick-By-Tick Interbank Foreign Exchange Rates.
Proceedings of Computational Intelligence in Financial Engineering (IEEE IAFE 1995).
(1995).