Publications

Found 70 results
Author Title Type [ Year(Asc)]
Filters: Author is John Moody  [Clear All Filters]
2009
Suárez, A., Moody J., & Saffell M. (2009).  Dynamic Portfolio Management with Transaction Costs.
Suárez, A., Moody J., & Saffell M. (2009).  Dynamic Portfolio Management with Transaction Costs.
2004
Moody, J., Liu Y., Saffell M., & Youn K. (2004).  Stochastic Direct Reinforcement: Application to Simple Games with Recurrence. Proceedings of the 2004 AAAI Fall Symposium on Artificial Multiagent Learning. 23-34.
2003
Moody, J., & Rögnvaldsson T. S. (2003).  Regularizers and Priors for Feed-Forward Networks.
Fang, Y.., Wada S.., & Moody J. (2003).  Stock Returns: Momentum, Volatility and Interest Rates. Proceedings of Computational Intelligence in Financial Engineering.
2002
Liao, Y., Moody J., & Wu L. (2002).  Neural Networks for Time Series Analysis.
2001
[Anonymous] (2001).  Developments in Forecast Combination and Portfolio Choice. (Dunis, C.., Timmermann A.., & Moody J., Ed.).
Moody, J., & Saffell M. (2001).  Learning to Trade via Direct Reinforcement. IEEE Transactions on Neural Networks. 12(4), 
2000
Liao, Y., & Moody J. (2000).  Constructing Heterogeneous Committees via Input Feature Grouping. 12,
Yang, H. Hua, & Moody J. (2000).  Data Visualization and Feature Selection: New Algorithms for Nongaussian Data. 12,
Moody, J., & Saffell M. (2000).  Minimizing Downside Risk via Stochastic Dynamic Programming.
Moody, J., & Yang H. Hua (2000).  Term Structure of Interactions of Foreign Exchange Rates.
1999
Yang, H. Hua, & Moody J. (1999).  Feature Selection Based on Joint Mutual Information.
Tresp, V., Briegel T., & Moody J. (1999).  Predicting Blood Glucose Metabolism in Diabetics -- A Machine Learning Solution.
Moody, J., & Saffell M. (1999).  Reinforcement Learning for Trading. Advances in Neural Information Processing Systems 11.
1998
[Anonymous] (1998).  Decision Technologies for Computational Finance, Proceedings of the London Conference. (Refenes, A.., Burgess N.., & Moody J., Ed.).
Moody, J. (1998).  Forecasting the Economy with Neural Nets: A Survey of Challenges and Solutions. 347-371.
Moody, J., & Wu L. (1998).  High Frequency Foreign Exchange Rates: Price Behavior Analysis and `True Price' Models.
Moody, J., Wu L., Liao Y., & Saffell M. (1998).  Performance Functions and Reinforcement Learning for Trading Systems and Portfolios. 17, 441-470.
Moody, J., & Saffell M. (1998).  Reinforcement Learning for Trading: Immediate vs. Future Rewards. Knowledge Discovery and Datamining, Proceedings of the 1998 New York Conference.
Moody, J., Saffell M., Liao Y., & Wu L. (1998).  Reinforcement Learning for Trading Systems and Portfolios. Decision Technologies for Computational Finance, Proceedings of the London Conference.
1997
Wu, L., & Moody J. (1997).  Multi-Effect Decompositions for Financial Data Modeling.
Moody, J., & Wu L. (1997).  Optimization of Trading Systems and Portfolios.
Moody, J., & Rögnvaldsson T. S. (1997).  Smoothing Regularizers for Projective Basis Function Networks.
Leen, T. K., & Moody J. (1997).  Stochastic Manhattan Learning: Time-Evolution Operator for the Ensemble Dynamics.

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