Intraday volatility forecasting for option pricing using a neural network approach. - Fernando González Miranda; A. Neil Burgess (CIFEr, 1995)

Estimating Equivalent Kernels for Neural Networks: A Data Perturbation Approach. - A. Neil Burgess (NIPS, 1996)

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)

Neural networks in financial engineering: a study in methodology. - Apostolos-Paul Nicholas Refenes; A. Neil Burgess; Yves Bentz (IEEE Trans. Neural Networks, 1997)

Modelling relationships between international equity markets using computational intelligence. - A. Neil Burgess (KES (3), 1998)

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)

Cointegration. - A. Neil Burgess (Neural Networks and the Financial Markets, 2002)

Learning Trading Strategies for Imperfect Markets. - Neville Towers; A. Neil Burgess (Neural Networks and the Financial Markets, 2002)