Genetic Programming Bibliography entries for Christopher J Neely

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GP coauthors/coeditors: Paul A Weller, Rob Dittmar, Joshua M Ulrich,

Genetic Programming Articles by Christopher J Neely

1. Christopher J. Neely and Paul A. Weller and Joshua M. Ulrich. The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market. Journal of Financial and Quantitative Analysis, 44(2):467-488, 2009. details

2. Christopher J. Neely and Paul A. Weller. Intraday technical trading in the foreign exchange market. Journal of International Money and Finance, 22(2):223-237, 2003. details

3. Christopher J. Neely. Risk-adjusted, ex ante, optimal technical trading rules in equity markets. International Review of Economics and Finance, 12(1):69-87, 2003. details

4. Christopher J. Neely and Paul A. Weller. Predicting Exchange Rate Volatility: Genetic Programming vs. GARCH and RiskMetrics. Federal Reserve Bank of St. Louis Review, 84(3):43-54, 2002. details

5. Christopher J. Neely and Paul A. Weller. Predicting Exchange Rate Volatility: Genetic Programming Versus GARCH and RiskMetrics. Federal Reserve Bank of St. Louis Review, 84(3):43-54, 2002. details

6. Christopher J. Neely and Paul A. Weller. Technical analysis and central bank intervention. Journal of International Money and Finance, 20(7):949-970, 2001. details

7. Christopher J. Neely and Paul A. Weller. Technical trading rules in the European Monetary System. Journal of International Money and Finance, 18(3):429-458, 1999. details

8. Christopher J. Neely and Paul A. Weller and Rob Dittmar. Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach. The Journal of Financial and Quantitative Analysis, 32(4):405-426, 1997. details

Genetic Programming book chapters by Christopher J Neely

• Christopher J. Neely and Paul A. Weller. Using a Genetic Program to Predict Exchange Rate Volatility. In Shu-Heng Chen editor, Genetic Algorithms and Genetic Programming in Computational Finance, chapter 13, pages 263-279. Kluwer Academic Publishers, Dordrecht, 2002. details

Genetic Programming technical reports by Christopher J Neely

• Christopher J. Neely and Paul A. Weller and Joshua M. Ulrich. The adaptive markets hypothesis: evidence from the foreign exchange market. Working Paper , 2006-046B, Federal Reserve Bank of St. Louis, Research Division, P.O. Box 442, St. Louis, MO 63166, USA, 2006. Revised March 2007. details

• Christopher J. Neely and Paul A. Weller. Predicting Exchange Rate Volatility: Genetic Programming vs. GARCH and Risk Metrics. Working Paper , 2001-009B, Economic, Research, Federal Reserve Bank of St. Louis, 411 Locust Street, St. Louis, MO 63102-0442, USA, 2001. details

• Christopher J. Neely and Paul A. Weller. Intraday Technical Trading in the Foreign Exchange Market. Working paper , 1999-016B, Federal Reserve Bank of St. Louis, Research Division, 411 Locust Street, St. Louis, MO 63102, USA, 2001. details