Apostolos-Paul Nicholas Refenes

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..

Financial time series modelling with discounted least squares backpropagation

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

Forecasting volatility with neural regression: A contribution to model adequacy

Apostolos-Paul Nicholas Refenes, Will T. Holt, A. Refenes, 2001, IEEE Trans. Neural Networks.

Neural networks in financial engineering: a study in methodology

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

Stock performance modeling using neural networks: A comparative study with regression models

Achilleas Zapranis, Apostolos-Paul Nicholas Refenes, Gavin Francis, 1994, Neural Networks.