A. Neil Burgess

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, 1999, Signal Process..

Intraday volatility forecasting for option pricing using a neural network approach

A. Neil Burgess, Fernando González Miranda, 1995, Proceedings of 1995 Conference on Computational Intelligence for Financial Engineering (CIFEr).

Cointegration

A. Neil Burgess, 2002, Neural Networks and the Financial Markets.

Financial time series modelling with discounted least squares backpropagation

Derek W. Bunn, Achilleas Zapranis, A. Neil Burgess, 1997, Neurocomputing.

Neural networks in financial engineering: a study in methodology

A. Neil Burgess, Apostolos-Paul Nicholas Refenes, Yves Bentz, 1997, IEEE Trans. Neural Networks.

Estimating Equivalent Kernels for Neural Networks: A Data Perturbation Approach

A. Neil Burgess, 1996, NIPS.

Modelling relationships between international equity markets using computational intelligence

A. Neil Burgess, A. Burgess, 1998, 1998 Second International Conference. Knowledge-Based Intelligent Electronic Systems. Proceedings KES'98 (Cat. No.98EX111).