Internationally published articles

Probability Distributions and Leveraged Trading Strategies: An Application of Gaussian Mixture Models to the Morgan Stanley High Technology 35 Index’ Quantitative Finance, 5 (5):459-474, 2005.

‘Probability Distributions, Trading Strategies andLeverage: An Application of Gaussian Mixture Models’ Journal of Forecasting, 23(8):559-585, 2004.

‘Level estimation, classification and probabilitydistribution architectures for trading the EUR/USD exchange rate’ Neural Computing Applications, 14(3):256-271, 2004.‘

Probability Distribution Architectures for TradingSilver’ Neural Network World, 15 (5): 437-470, 2005.

‘Extending the Variance Ratio Test to Visualise Structure in Data: An Application to the S&P 100 Index’ Applied Financial Economics Letters, 1, 189-197, 2005.