A. Neil Burgess

According to our database, A. Neil Burgess authored at least 8 papers between 1995 and 2002.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2002

Learning Trading Strategies for Imperfect Markets.

Neville Towers, A. Neil Burgess

Proceedings of the Neural Networks and the Financial Markets, 2002

Cointegration.

A. Neil Burgess

Proceedings of the Neural Networks and the Financial Markets, 2002

1999

Modelling non-linear moving average processes using neural networks with error feedback: An application to implied volatility forecasting.

A. Neil Burgess, Apostolos-Paul Nicholas Refenes

Signal Process., 1999

1998

Modelling relationships between international equity markets using computational intelligence.

A. Neil Burgess

Proceedings of the Knowledge-Based Intelligent Electronic Systems, 1998

1997

Neural networks in financial engineering: a study in methodology.

Apostolos-Paul Nicholas Refenes, A. Neil Burgess, Yves Bentz

IEEE Trans. Neural Networks, 1997

Financial time series modelling with discounted least squares backpropagation.

Apostolos-Paul Nicholas Refenes, Yves Bentz, Derek W. Bunn, A. Neil Burgess, Achilleas Zapranis

Neurocomputing, 1997

1996

Estimating Equivalent Kernels for Neural Networks: A Data Perturbation Approach.

A. Neil Burgess

Proceedings of the Advances in Neural Information Processing Systems 9, 1996

1995

Intraday volatility forecasting for option pricing using a neural network approach.

Fernando González Miranda, A. Neil Burgess

Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial Engineering, 1995