Publications

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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.
Moody, J., & Rögnvaldsson T. S. (2003).  Regularizers and Priors for Feed-Forward Networks.
Moody, J., & Saffell M. (2001).  Learning to Trade via Direct Reinforcement. IEEE Transactions on Neural Networks. 12(4), 
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.
Moody, J., & Saffell M. (1999).  Reinforcement Learning for Trading. Advances in Neural Information Processing Systems 11.
Moody, J. (1998).  Forecasting the Economy with Neural Nets: A Survey of Challenges and Solutions. 347-371.
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.
Moody, J., Wu L., Liao Y., & Saffell M. (1998).  Performance Functions and Reinforcement Learning for Trading Systems and Portfolios. 17, 441-470.
Moody, J., & Wu L. (1998).  High Frequency Foreign Exchange Rates: Price Behavior Analysis and `True Price' Models.
Moody, J., & Rögnvaldsson T. S. (1997).  Smoothing Regularizers for Projective Basis Function Networks.
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.
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.
Moody, J. (1995).  Macroeconomic Forecasting: Challenges and Neural Network Solutions. Proceedings of the International Symposium on Artificial Neural Networks.
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.
Moody, J. (1994).  Prediction Risk and Neural Network Architecture Selection.
Moody, J., & Utans J. (1994).  Architecture Selection Strategies for Neural Networks: Application to Corporate Bond Rating Prediction.
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.
Moody, J., Levin A.., & Rehfuss S. (1993).  Predicting the U.S. Index of Industrial Production. Proceedings of Parallel Applications in Statistics and Economics '93. 3(6), 791-794.
Moody, J. (1992).  The Effective Number of Parameters: an Analysis of Generalization and Regularization in Nonlinear Learning Systems. 847-854.
Moody, J., & Utans J. (1992).  Principled Architecture Selection for Neural Networks: Application to Corporate Bond Rating Prediction. 4,
Moody, J., & Yarvin N.. (1992).  Networks with Learned Unit Response Functions. 4, 1048-1055.

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