Apostolos-Paul Nicholas Refenes

Publication Activity (10 Years)

Years Active: 1994-2001
Publications (10 Years): 0

Publications

Apostolos-Paul Nicholas Refenes, Will T. Holt
Forecasting volatility with neural regression: A contribution to model adequacy. IEEE Trans. Neural Networks 12 (4) (2001)
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)
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)
Apostolos-Paul Nicholas Refenes, Achilleas Zapranis, Gavin Francis
Stock performance modeling using neural networks: A comparative study with regression models. Neural Networks 7 (2) (1994)