A. Neil Burgess

Publication Activity (10 Years)

Years Active: 1995-1999
Publications (10 Years): 0

Publications

A. Neil Burgess, Apostolos-Paul Nicholas Refenes
Modelling non-linear moving average processes using neural networks with error feedback: An application to implied volatility forecasting. Signal Process. 74 (1) (1999)
A. Neil Burgess
Modelling relationships between international equity markets using computational intelligence. KES (3) (1998)
Apostolos-Paul Nicholas Refenes, Yves Bentz, Derek W. Bunn, A. Neil Burgess, Achilleas Zapranis
Financial time series modelling with discounted least squares backpropagation. Neurocomputing 14 (2) (1997)
Apostolos-Paul Nicholas Refenes, A. Neil Burgess, Yves Bentz
Neural networks in financial engineering: a study in methodology. IEEE Trans. Neural Networks 8 (6) (1997)
A. Neil Burgess
Estimating Equivalent Kernels for Neural Networks: A Data Perturbation Approach. NIPS (1996)
Fernando González Miranda, A. Neil Burgess
Intraday volatility forecasting for option pricing using a neural network approach. CIFEr (1995)