Publications

Found 13 results
Author Title Type [ Year(Desc)]
Filters: Author is Lizhong Wu  [Clear All Filters]
1994
Moody, J., & Wu L. (1994).  Statistical Analysis and Forecasting of High Frequency Foreign Exchange Rates. Proceedings of the Neural Networks in the Capital Markets Conference.
1995
Moody, J., & Wu L. (1995).  Price Behavior and Hurst Exponents of Tick-By-Tick Interbank Foreign Exchange Rates. Proceedings of Computational Intelligence in Financial Engineering (IEEE IAFE 1995).
Moody, J., & Wu L. (1995).  Statistical Analysis of Tick-by-tick Foreign Exchange Data. Proceedings of the High Frequency Data in Finance Conference.
1996
Moody, J., & Wu L. (1996).  Improved Estimates for the Rescaled Range and Hurst Exponents. Proceedings of the Third International Conference on Neural Networks in Financial Engineering. 537-553.
Wu, L., & Moody J. (1996).  A Smoothing Regularizer for Feedforward and Recurrent Neural Networks. Neural Computation. 8,
Rehfuss, S., Wu L., & Moody J. (1996).  Trading with Committees: A Comparative Study. Proceedings of the Third International Conference on Neural Networks in the Capital Markets.
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., & Wu L. (1997).  What is the True Price? -- State Space Models for High Frequency FX Rates.
1998
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., Liao Y., & Wu L. (1998).  Reinforcement Learning for Trading Systems and Portfolios. Decision Technologies for Computational Finance, Proceedings of the London Conference.
2002
Liao, Y., Moody J., & Wu L. (2002).  Neural Networks for Time Series Analysis.