Listed below are publications and presentations from staff members of Silicon Valley Quantitative Advisors.

Books and Book Chapters

Market Time and Short-Term Forecasting of Foreign Exchange Rates, by Marc E. Levitt, in Decision Technologies for Financial Engineering,  A. Weigend, Y. Abu-Mostafa, and P. Refenes eds., World Scientific, Singapore, 1997.

Machine Learning for Foreign Exchange Trading, by Marc E. Levitt, in Neural Networks in the Capital Markets , P. Refenes ed., John Wiley & Sons, Chichester, UK, 1995.

Conference Papers

FXYI²: A Foreign Exchange Yield Investing Index, by Marc E. Levitt, in  Proceedings of Forecasting Financial Markets and Computational Finance 2000, London, UK, May 2000.

Market Time Data^TM Improving Technical Analysis and Technical Trading, by Marc E. Levitt,  in Proceedings of Forecasting Financial Markets 1998, London, UK, May 1998.

Market Time and Short-Term Forecasting of Foreign Exchange Rates, by Marc E. Levitt, in Proceedings of Neural Networks in the Capital Markets 1996, Pasadena, CA, November 1996.

Exploitation of Market Inefficiencies via Nonlinear Prediction, by Marc E. Levitt, in Proceedings of Neural Networks in the Capital Markets 1994, Pasadena, CA, November 1994.

Presentations

FXYI²: A Foreign Exchange Yield Investing Index presentation from Forecasting Financial Markets and Computational Finance 2000. Available in or HTML.

[ Home ]

Send mail to webmaster@svquant.com with questions or comments about this web site.
Copyright © 2000 Silicon Valley Quantitative Advisors
Last modified: March 06, 2004