2009 |
10 | EE | Jing Dang,
Anthony Brabazon,
David Edelman,
Michael O'Neill:
An Introduction to Natural Computing in Finance.
EvoWorkshops 2009: 182-192 |
2008 |
9 | EE | Jing Dang,
Anthony Brabazon,
Michael O'Neill,
David Edelman:
Option Model Calibration Using a Bacterial Foraging Optimization Algorithm.
EvoWorkshops 2008: 113-122 |
8 | EE | Jing Dang,
Anthony Brabazon,
Michael O'Neill,
David Edelman:
Estimation of an EGARCHVolatility Option Pricing Model using a Bacteria Foraging Optimisation Algorithm.
Natural Computing in Computational Finance 2008: 109-127 |
7 | EE | David Edelman:
Using Kalman-filtered Radial Basis Function Networks for Index Arbitrage in the Financial Markets.
Natural Computing in Computational Finance 2008: 187-195 |
2007 |
6 | EE | David Edelman:
Using Kalman-Filtered Radial Basis Function Networks to Forecast Changes in the ISEQ Index.
EvoWorkshops 2007: 228-232 |
5 | EE | David Edelman:
Adapting support vector machine methods for horserace odds prediction.
Annals OR 151(1): 325-336 (2007) |
4 | EE | Jonathan N. Crook,
David Edelman,
Lyn C. Thomas:
Recent developments in consumer credit risk assessment.
European Journal of Operational Research 183(3): 1447-1465 (2007) |
2003 |
3 | EE | David Edelman:
Adapting support vector machine methods for horserace odds prediction.
ISICT 2003: 70-75 |
2000 |
2 | EE | David Edelman:
On the Financial Value of Information.
Annals OR 100(1-4): 123-132 (2000) |
1 | EE | David Edelman,
Thomas Gillespie:
The Stochastically Subordinated Poisson Normal Process for Modelling Financial Assets.
Annals OR 100(1-4): 133-164 (2000) |