Browsing by Author Coggins, Richard

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Showing results 1 to 12 of 12
Issue DateTitleAuthor(s)Citation
2004Algorithmic Trade Execution And Market ImpactCoggins, Richard; Lim, Marcus; Lo, Kelvin; Electrical Engineering; Economics Faculty Admin; Economics Faculty AdminAlgorithmic Trade Execution And Market Impact, First International Workshop on Intelligent Finance, vol.N/A,(),2004,pp 518-547
2004Application Of Self-Organizing Maps To Clustering Of High-Frequency Financial DataBlazejewski, Adam; Coggins, Richard; Electrical Engineering; Electrical EngineeringApplication Of Self-Organizing Maps To Clustering Of High-Frequency Financial Data, Proceedings of the second workshop on Australasian information security, Data Mining and Web Intelligence, and Software Internationalisation - Volume 32, vol.32,(),2004,pp 85-90
2005A biologically inspired hierarchical reinforcement learning systemCoggins, Richard; Zhou, Weidong; Electrical Engineering; PhysicsA biologically inspired hierarchical reinforcement learning system, Cybernetics and Systems, vol.36,(1),2005,pp 1-44
2004Biologically Inspired Reinforcement Learning : Reward-Based Decomposition For Multi-Goal EnvironmentsCoggins, Richard; Zhou, Weidong; Electrical Engineering; PhysicsBiologically Inspired Reinforcement Learning : Reward-Based Decomposition For Multi-Goal Environments, Biologically Inspired Approaches to Advanced Information Technology: First International Workshop, BioADIT 2004, vol.3141,(),2004,pp 80-94
2002Computational models of the amygdala and the orbitofrontal cortex: a hierarchical reinforcement learning system for robitic controlCoggins, Richard; Zhou, Weidong; Electrical Engineering; PhysicsComputational models of the amygdala and the orbitofrontal cortex: a hierarchical reinforcement learning system for robitic control, 15th Australian Joint Conference on Artificial Intelligence, vol.2557,(),2002,pp 419-430
2006Effects of order flow imbalance on short-horizon contrarian strategies in the Australian equity marketCoggins, Richard; Lo, Kevin; Electrical Engineering; FinanceEffects of order flow imbalance on short-horizon contrarian strategies in the Australian equity market, Pacific-Basin Finance Journal, vol.14,(3),2006,pp 291-310
2005The immediate price impact of trades on the Australian Stock ExchangeCoggins, Richard; Lim, Marcus; Electrical Engineering; Economics Faculty AdminThe immediate price impact of trades on the Australian Stock Exchange, Quantitative Finance, vol.5,(4),2005,pp 365-377
2005A local non-parametric model for trade sign inferenceBlazejewski, Adam; Coggins, Richard; Electrical Engineering; Electrical EngineeringA local non-parametric model for trade sign inference, Physica A-Statistical Mechanics And Its Applications, vol.348,(N/A),2005,pp 481-495
2004Modelling Price Impact On The ASXCoggins, Richard; Lo, Kelvin; Electrical Engineering; Economics Faculty AdminModelling Price Impact On The ASX, Second IASTED International Conference on Financial Engineering and Applications, vol.N/A,(),2004,pp 249-258
2004Multiple Sources Of Reward Hierarchical Reinforcement LearningCoggins, Richard; Zhou, Weidong; Electrical Engineering; PhysicsMultiple Sources Of Reward Hierarchical Reinforcement Learning, International Conference on Computational Intelligence for Modelling Control and Automation - CIMCA 2004 - Proceedings, vol.N/A,(),2004,pp 935-945
2003Optimal trade execution of equities in a limit order marketBlazejewski, Adam; Coggins, Richard; Aitken, Michael; Electrical Engineering; Electrical EngineeringOptimal trade execution of equities in a limit order market, 2003 IEEE International Conference on Computational Intelligence for Financial Engineering: Proceedings, vol.1,(),2003,pp 371-378
2005Optimal Trade Execution: An Evolutionary ApproachCoggins, Richard; Lim, Marcus; Electrical Engineering; Economics Faculty AdminOptimal Trade Execution: An Evolutionary Approach, IEEE CEC 2005 Congress on Evolutionary Computation Proceedings Vol. 2, vol.2,(),2005,pp 1045-1052