1. {BIS95], Central Bank Survey of Foreign Exchange Market Activity in April 1995, Bank for International Settlements Press Communiqué, Basel, October 1995.
2. Abu Mostafa, Y. S., “Financial Market Applications of Learning Hints”, Neural Networks in the Capital Market edited by Refenes, A., ISBN 0-471-94364-9, John Wiley & Sons Ltd., England, pp. 220-232, 1995.
3. Babcock Jr., B., “The Dow Jones-Irwin Guide to Trading system”-Dow-Jones Irwin, USA, 1989.
4. Brock, W. A., Lakonishok, J. and LeBaron, B., “Simple Technical Trading Rules and the Stochastic Properties of Stock Returns”, The Journal of Finance, 47:1731:1764, USA, 1992.
5. Colin, A, “Exchange Rate Forecasting at Citibank London”, Proceedings, Neural Computing 1991, London, 1991.
6. Colin, A. M., “Neural Networks and Genetic Algorithms for Exchange Rate Forecasting”, Proceedings of International Joint Conference on Neural Networks, Beijing, China, November 1-5, 1992, 1992.
7. Dacorogna, M. M., Muller, U. A., Jost, C., Pictet, O. V., Olsen R. B. and Ward, J. R., “Heterogeneous Real-Time Trading Strategies in the Foreign Exchange Market”, Preprint by O & A Research Group MMD.1993-12-01, Olsen & Associates, Seefeldstrasse 233, 8008 Zurich, Switzerland, 1994.
8. Davidson, C., June 1995, Development in FX Markets [Online], Olsen and Associates: Professional Library, Available: http://www.olsen.ch/library/prof/dev_fx.html, [1996, August 5].
9. Fishman, M., Barr, D. S. and Heaver, E., A New Perspective on Conflict Resolution in Market Forecasting, Proceedings The 1st International Conference on Artificial Intelligence Applications on Wall Street, NY, pp. 97–102, 1991.
10. Fishman, M., Barr, D. S. and Loick, W. J., Using Neural Nets in Market Analysis, Technical Analysis of Stocks & Commodities, pp. 18–20, April 1991
11. Freisleben, B., Stock Market Prediction with Backpropagation Networks, Industrial and Engineering Applications of Artificial Intelligence and Expert Systems 5th International Conference IEA/AIE-92, Paderborn Germany, June 9-12, 1992 Proceedings, pp. 451–460, 1992.
12. Gallant, S. I., Neural Network Learning and Expert Systems, MIT Press, Cambridge, USA, pp. 4-6, 1993.
13. Hall, A. D. and Byron, R., “An Early Warning Predictor for Credit Union Financial Distress”, Unpublished Manuscript for the Australian Financial Institution Commission.
14. Hsieh, C., “Some Potential Applications of Artificial Neural Systems in Financial Management”, Journal of Systems Management, v.44 n4, p12(4), April 1993.
15. Huffman. J., “Natural computing is in your future”, Appliance Manufacturer, v42 n2, p10(1), Feb. 1994. 1. Kamijo, K. and Tanigawa, T., Stock Price Recognition A Recurrent Neural Net Approach, Proceedings the International Joint Conference on Neural Networks, pp. 589–221, June 1990.
16. Kimoto, T., Asakawa, K., Yoda, M., Takeoka, M., Stock Market Prediction System With Modular Neural Networks, Proceedings IJCNN 1990 Vol. 1, pp. 1–6, 1990.
17. LeBaron, B., “Do Moving Average Trading Rule Results Imply Nonlinearities in Foreign Exchange Markets?”, Working Paper #9222, University of Wisconsin- Madison, Social Systems Research Institute, USA, 1992.
18. LeBaron, B., “Technical Trading Rules and Regime Shifts in Foreign Exchange”, Technical Report, University of Wisconsin, Madison, USA, 1991.
19. Medsker, L., Turban, E. and R. Trippi, “Neural Network Fundamentals for Financial Analysts”, Neural Networks in Finance and Investing edited by Trippi and Turban, Irwin, USA, Chapter 1, pp. 329-365, ISBN 1-55738-919-6, 1996. 2. Murphy, J. J., Technical Analysis of the Futures Market, NYIF, New York, ISBN 0- 13-898009-X, pp. 2-4, 1986.
20. Pal, S. K. and Srimani, P. K., “Neurocomputing: Motivation, Models, and Hybridization”, Computer, ISSN 0018-9162, Vol. 29 No. 3, IEEE Computer Society, NY, USA, pp. 24-28, March 1996.
21. Pictet O. V., Dacorogna M. M., Muller U. A., Olsen R. B., and Ward J. R., “Realtime trading models for foreign exchange rates”, Neural Network World, vol. 2, No. 6, pp. 713-744, 1992.
22. Refenes, A. and Saidi, A., “Managing Exchange-Rate Prediction Strategies with Neural Networks”, Neural Networks in the Capital Market edited by Refenes, A., ISBN 0-471-94364-9, John Wiley & Sons Ltd., England, pp. 213-219, 1995.
23. Schoneburg, E., Stock Prediction Using Neural Networks: A Project Report, Neurocomputing Vol. 2, No. 1, 17–27, June 1990.
24. Schwartz, T. J., “IJCN ‘89”, IEEE Expert, vol. 4 no. 3, pp. 77-78, Fall 1989.
25. Schwartz, T., “Applications on Parade”, Electronic Design, v43 n16, p68(1), August 7, 1995.
26. Shandle, J., “Neural Networks are Ready for Prime Time”, Electronic Design, v.41 n.4, p51(6), Feb. 18, 1993.
27. Sinha, T. and Tan, C. , “Using Artificial Neural Networks for Profitable Share Trading”, JASSA: Journal of the Security Institute of Australia, Australia, September 1994.
28. Steiner, M. and Wittkemper, H., “Neural Networks as an Alternative Stock Market Model”, Neural Networks in the Capital Market edited by Refenes, A., ISBN 0-471- 94364-9, John Wiley & Sons Ltd., England, pp. 137-148, 1995.
29. Surajaras, P. and Sweeney, R. J., “Profit-Making Speculation in Foreign Exchange Markets, The Political Economy of Global Interdependence, Westview Press, Boulder, 1992.
30. Sweeney, R. J., “Beating the Foreign Exchange Market”, The Journal of Finance, 41:163-182, Vol. XLI, No. 1, USA, March 1986
31. Tan, C. N. W., “Incorporating Artificial Neural Network into a Rule-based Financial Trading System”, The First New Zealand International Two Stream Conference on Artificial Neural Networks and Expert Systems (ANNES), University of Otago, Dunedin, New Zealand, November 24-26, 1993, IEEE Computer Society Press, ISBN 0-8186-4260-2, 1993a.
32. Tan, C. N. W., “Trading a NYSE-Stock with a Simple Artificial Neural Networkbased Financial Trading System”, The First New Zealand International Two Stream Conference on Artificial Neural Networks and Expert Systems (ANNES), University of Otago, Dunedin, New Zealand, November 24-26, 1993, IEEE Computer Society Press, ISBN 0-8186-4260-2, 1993b.
33. Tan, C., “A Study on Using Artificial Neural Networks to Develop An Early Warning Predictor for Credit Union Financial Distress with Comparison to the Probit Model”, Neural Networks in Finance and Investing edited by Trippi and Turban, Irwin, USA, Ch. 15 pp. 329-365, ISBN 1-55738-919-6, 1996.
34. Tan, C., “Applying Artificial Neural Networks in Finance: A Foreign Exchange Market Trading System Example with Transactions Costs”, Proceedings of the Ph.D. Conference in Economics and Finance, Perth, Western Australia, November 1995b.
35. Tan, C., “Using Artificial Neural Networks as a Financial Trading Tool: A Foreign Exchange Market Example with Transactions Costs”, Abstracts of INFORMS ‘95, Singapore, June 1995a.
36. Tan, C., “Using Artificial Neural Networks as a Financial Trading Tool: A Foreign Exchange Market Example with Transactions Costs”, Abstracts of INFORMS ‘95, Singapore, June 1995a.
37. Tan, C.N.W., Trading a NYSE-Stock with a Simple Artificial Neural Network-based Financial Trading System, The First New Zealand International Two Stream Conference on Artificial Neural Networks and Expert Systems (ANNES), University of Otago, Dunedin, New Zealand, November 24-26, 1993, IEEE Computer Society Press, ISBN 0-8186-4260-2, 1993.
38. Taylor M. P. and Allen H., “The Use of Technical Analysis in the Foreign Exchange Market”, Journal of International Money and Finance, vol. 11, pp. 304-314, 1992.
39. Taylor, S. (1985) “Modelling Financial Time series” John Wiley and Sons.
40. Trippi R., and Turban, E., Neural Networks in Finance and Investing 2n. Edition, Irwin, USA, ISBN 1-55738-919-6, 1996.
41. Tsoi A. C., Tan, C. N. W., Lawrence, S., “Financial Time Series Forecasting: Application of Artificial Neural Network Techniques”, 1993 International Symposium on Nonlinear Theory and its Applications, Hawaii, USA, December 5-10 1993, Publication of Proceedings TBA, 1993a.
42. Tsoi A. C., Tan, C. N. W., Lawrence, S., “Financial Time Series Forecasting: Application of Recurrent Artificial Neural Network Techniques”, 1993b First International Workshop Neural Networks in the Capital Markets, November 18-19, 1993, London Business School, London , United Kingdom,. Publication of Proceedings TBA, 1993b.
43. Turban, E., Decision Support and Expert Systems: Management Support Systems, Macmillan Publishing Company, New York, USA, 1993.
44. Turban, E., McLean, E. and Wetherbe, J., Information Technology for Management: Improving Quality and Productivity, John Wiley & Sons, Inc., New York, USA, 1996.
45. Weigend, A. S., B. A. Huberman, and D. E. Rumelhart, “Predicting Sunspots and Exchange Rates with Connectionist Networks”. In Nonlinear Modeling and Forecasting, edited by M. Casdagli and S. Eubank. Sante Fe Institute Studies in the Sciences of Complexity, Proc. Vol. XII, Redwood City, CA, Addison-Wesley, pp. 395-432, 1992.
46. White, H., “Economic Prediction Using Neural Networks: The Case of IBM Daily Stock Returns”, IEEE International Conference on Neural Networks vol. 2, 1988.
47. Winston, P. , Artificial Intelligence, Third Edition, Addison-Wesley, 1992.
48. Zahedi, F., Intelligent Systems for Business: Expert Systems with Neural Networks, Wadsworth Publishing Company, Belmont, USA, pp. 10-11, 1993.
Prof. Clarence N W Tan
Next: Appendix A
Summary: Index