Bibliography

Carol Alexander. 2001. Market Models: A Guide to Financial Data Analysis. West Sussex: John Wiley & Sons Ltd.

Soo Chai, and Lim Joon 2007. "Economic Turning Point Forecasting Using Neural Network with Weighted Fuzzy Membership Functions." Lecture Notes in Computer Science, Springer.

Nicola Clark. 2008. "French Bank Says Its Controls Failed for 2 Years." New York Times, Febrary 21. Available at: http://www.nytimes.com/2008/02/21/business/worldbusiness/21bank.html?ex=1361336400&en=cf84f3776a877eac&ei=5124&partner=permalink&exprod=permalink.

Thomas Cover. 1991. "Universal Portfolios." Mathematical Finance 1(1): 1–29.

Charles Duhigg. 2006. "Street Scene; A Smarter Computer to Pick Stock." New York Times, November 24.

Economist. 2007a. "Too Much Information." July 12. Available at: www.economist.com/finance/displaystory.cfm?storyid=9482952.

Economist. 2007b. "This Year's Model." December 13. Available at: www.economist.com/finance/displaystory.cfm?storyid=10286619.

Eugene Fama, and French Kenneth. 1992. "The Cross-Section of Expected Stock Returns." Journal of Finance XLVII(2): 427–465.

Sandy Fielden. 2006. "Seasonal Surprises." Energy Risk, September. Available at: www.lim.com/pdfdocs/marketing/marketfocus sept05.pdf.

Richard Grinold, and Kahn Ronald. 1999. Active Portfolio Management. New York: McGraw-Hill.

Sylvia Kaufmann, and Scheicher Martin. 1996. "Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. Part II. A Selective Survey." Institute ...

Get Quantitative Trading : How to Build Your Own Algorithmic Trading Business now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.