• case-insensitive prefix search: default
  e.g., sig matches "SIGIR" as well as "signal"
• exact word search: append dollar sign ($) to word
  e.g., graph$ matches "graph", but not "graphics"
• boolean and: separate words by space
  e.g., codd model
• boolean or: connect words by pipe symbol (|)
  e.g., graph|network

Update May 7, 2017: Please note that we had to disable the phrase search operator (.) and the boolean not operator (-) due to technical problems. For the time being, phrase search queries will yield regular prefix search result, and search terms preceded by a minus will be interpreted as regular (positive) search terms.

found 28 matches

• 2002
• 
  Christopher J. Adcock:
  Portfolio Optimisation. Neural Networks and the Financial Markets 2002: 221-246
• 
  David Attew:
  Artificial Neural Network. Neural Networks and the Financial Markets 2002: 157-166
• 
  A. Neil Burgess:
  Cointegration. Neural Networks and the Financial Markets 2002: 181-191
• 
  Neep Hazarika:
  Dynamical Systems Perspective and Embedding. Neural Networks and the Financial Markets 2002: 109-115
• 
  Neep Hazarika:
  Univariate Modelling. Neural Networks and the Financial Markets 2002: 203-210
• 
  Neep Hazarika, John G. Taylor:
  Vector Machines. Neural Networks and the Financial Markets 2002: 117-121
• 
  Neep Hazarika, John G. Taylor:
  Predicting Bonds Using the Linear Relevance Vector Machine. Neural Networks and the Financial Markets 2002: 145-155
• 
  Neep Hazarika, John G. Taylor:
  Combining Models. Neural Networks and the Financial Markets 2002: 211-217
• 
  Sebastian Larsson:
  Bond Pricing and the Yield Curve. Neural Networks and the Financial Markets 2002: 35-40
• 
  Sebastian Larsson:
  Bayesian Methods and Evidence. Neural Networks and the Financial Markets 2002: 123-130
• 
  Sebastian Larsson:
  Yield Curve Modelling. Neural Networks and the Financial Markets 2002: 133-143
• 
  Sebastian Larsson:
  Network Integration. Neural Networks and the Financial Markets 2002: 175-179
• 
  Jimmy Shadbolt:
  Data Selection. Neural Networks and the Financial Markets 2002: 41-45
• 
  Jimmy Shadbolt:
  Overfitting, Generalisation and Regularisation. Neural Networks and the Financial Markets 2002: 55-59
• 
  Jimmy Shadbolt:
  The Bootstrap, Bagging and Ensembles. Neural Networks and the Financial Markets 2002: 61-67
• 
  Jimmy Shadbolt:
  Adaptive Lag Networks. Neural Networks and the Financial Markets 2002: 167-174
• 
  Jimmy Shadbolt, John G. Taylor:
  Input Selection. Neural Networks and the Financial Markets 2002: 77-83
• 
  John G. Taylor:
  Introduction to the Financial Markets. Neural Networks and the Financial Markets 2002: 3-9
• 
  John G. Taylor:
  Univariate and Multivariate Time Series Predictions. Neural Networks and the Financial Markets 2002: 11-22
• 
  John G. Taylor:
  General Form of Models of Financial Markets. Neural Networks and the Financial Markets 2002: 49-53
• 
  John G. Taylor:
  Neural Networks. Neural Networks and the Financial Markets 2002: 87-93
• 
  John G. Taylor:
  Multi-Agent Modelling. Neural Networks and the Financial Markets 2002: 247-252
• 
  John G. Taylor:
  Financial Prediction Modelling: Summary and Future Avenues. Neural Networks and the Financial Markets 2002: 253-258
• 
  Neville Towers:
  Evidence of Predictability in Financial Markets. Neural Networks and the Financial Markets 2002: 23-33
• 
  Neville Towers:
  Linear Models. Neural Networks and the Financial Markets 2002: 69-76
• 
  Neville Towers:
  Joint Optimisation in Statistical Arbitrage Trading. Neural Networks and the Financial Markets 2002: 193-201
• 
  Neville Towers, A. Neil Burgess:
  Learning Trading Strategies for Imperfect Markets. Neural Networks and the Financial Markets 2002: 95-108
• 
  Jimmy Shadbolt, John G. Taylor:
  Neural Networks and the Financial Markets - Predicting, Combining and Portfolio Optimisation. Perspectives in Neural Computing, Springer 2002, ISBN 978-1-85233-531-1 [contents]