A never ending list of resources I will be referring to in my blog entries. In alphabetical order:

  1. Brock, W., Lakonishok, J and LeBaron B. (1992). Simple technical trading rules and the stochastic properties of stock returns, Journal of Finance, 47(5):1731-1764.
  2. Cao, L., Francis, E. (2003) Support Vector Machines with Adaptive Parameters in Financial Timeseries forecasting, IEEE Transactions on Neural Networks, 14(6):1506:1518
  3. Chan, L. K. C.., Jegadeesh, N. and Lakonishok, J. (1996). Momentum strategies, Journal of Finance, 51(5):1681-1714.
  4. Dasgupta, D. (1998). Artificial Immune Systems and Their Applications, Springer-Verlag Berlin and Heidelberg GmbH, ISBN 3540643907.
  5. Dissanaike, G. (1997). Do stock market investors overreact?, Journal of Business Finance & Accounting (UK) 24(1):27-50.
  6. Ehlers, J., (2004). Cybernetic Analysis of Stocks and Futures, Wiley and Sons.
  7. Fotheringhame, Baddeley (1997). Nonlinear principal components analysis of Neuronal Spike Tran Data. Dept. of Psychology, University of Oxford.
  8. Goldberg, D.E (1989). Genetic Algorithms in search, Optimization, and Machine Learning. Addison – Wesley.
  9. Gonzalez, F. and Cannady, J. (2004). A self-adaptive negative selection approach for anomaly detection, Proceedings of the Congress on Evolutionary Computation 2004, 2: 1561-1568, New Jersey: IEEE Press.
  10. Gonzalez, F. and Dasgupta, D. (2003). Anomaly detection using real-valued negative selection, Genetic Programming and Evolvable Machines, 4(4):383-403.
  11. Granger, Jeon (2002). Thick modelling, Journal of Economic modelling.
  12. Hong, H., Lim, T. and Stein J. (1999). Bad news travels slowly: size, analyst coverage, and the profitability of momentum strategies, Journal of Finance, 55(1):265:295
  13. Kapetanios G. (2002). Testing for Neglected Nonlinearity in Long Memory Models. Working paper series.
  14. Leandro, C. et al (2002). Artificial Immune Systems: A New Computational Intelligence Approach, Springer-Verlag London Ltd, ISBN 1852335947.
  15. Murphy, John J. (1999). Technical Analysis of the Financial Markets, New York, New York Institute of Finance.
  16. Rasheed, Qian. Hurst Exponent and Financial Market Predictability. Working paper series.
  17. Smith, M. (1996). Neural Networks for Statistical Modeling, Boston: International Thomson Computer Press, ISBN 1-850-32842-0.
  18. Tsoulos, I.G.; Gavrilis, D.; Glavas, E. (2005). Neural network construction using grammatical evolution, Signal Processing and Information Technology, Page(s):827 - 831
  19. Vassilev, V. et al (2000). The advantages of landscape neutrality in digital circuit evolution.  ICES 2000, Evolvable systems: From biology to hardware.
  20. Zhang et al (1997); Inferential estimation of polymer quality using stacked neural networks, Computers and Chemical Engineering, 21(Supplement):1025-1030
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