Robert Pereira
Personal Details
First Name: | Robert |
Middle Name: | |
Last Name: | Pereira |
Suffix: | |
RePEc Short-ID: | ppe306 |
| |
Affiliation
Victorian Funds Management Corporation (VFMC)
Department of Treasury and Finance
Government of Victoria
Melbourne, Australiahttp://www.vfmc.vic.gov.au/
RePEc:edi:vfmcgau (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Pereira, Robert, 2000.
"Genetic Algorithm Optimisation for Finance and Investments,"
MPRA Paper
8610, University Library of Munich, Germany.
- Robert Pereira, 2000. "Genetic Algorithm Optimisation for Finance and Investment," Working Papers 2000.02, School of Economics, La Trobe University.
- Robert Pereira, 2000. "Genetic Algorithm Optimisation for Finance and Investment," Working Papers 2000.02, School of Economics, La Trobe University.
- Pereira, Robert, 1999.
"Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-optimised Technical Trading Rules,"
MPRA Paper
9055, University Library of Munich, Germany.
- Robert Pereira, 1999. "Forecasting Ability but No Profitability: an Empirical Evaluation of Genetic Algorithm-Optimized Technical Trading Rules," Working Papers 1999.06, School of Economics, La Trobe University.
- Robert Pereira, 1999. "Forecasting Ability but No Profitability: an Empirical Evaluation of Genetic Algorithm-Optimized Technical Trading Rules," Working Papers 1999.06, School of Economics, La Trobe University.
- Param Silvapulle & Robert Pereira & J.H.H. Lee, 1993.
"The Impact of Inflation Rate Announcements on the Interest Rate Volatility: Australian Evidence,"
Working Papers
1993.26, School of Economics, La Trobe University.
- Param Silvapulle & Robert Pereira & J.H.H. Lee, 1993. "The Impact of Inflation Rate Announcements on the Interest Rate Volatility: Australian Evidence," Working Papers 1993.26, School of Economics, La Trobe University.
Articles
- Imad Moosa & Robert Pereira, 2000.
"On misquoting bilateral exchange rates,"
Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 28(2), pages 266-266, June.
RePEc:taf:apfiec:v:7:y:1997:i:5:p:559-566 is not listed on IDEAS
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Pereira, Robert, 2000.
"Genetic Algorithm Optimisation for Finance and Investments,"
MPRA Paper
8610, University Library of Munich, Germany.
- Robert Pereira, 2000. "Genetic Algorithm Optimisation for Finance and Investment," Working Papers 2000.02, School of Economics, La Trobe University.
- Robert Pereira, 2000. "Genetic Algorithm Optimisation for Finance and Investment," Working Papers 2000.02, School of Economics, La Trobe University.
Cited by:
- Slimane Sefiane & Mohamed Benbouziane, 2012.
"Portfolio Selection Using Genetic Algorithm,"
Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 2(4), pages 1-9.
- Sefiane, Slimane & Benbouziane, Mohamed, 2012. "Portfolio Selection Using Genetic Algorithm," MPRA Paper 41783, University Library of Munich, Germany.
- Chmielewska Aneta & Adamiczka Jerzy & Romanowski Michał, 2020. "Genetic Algorithm as Automated Valuation Model Component in Real Estate Investment Decisions System," Real Estate Management and Valuation, Sciendo, vol. 28(4), pages 1-14, December.
- Marek Walacik & Aneta Chmielewska, 2024. "Real Estate Industry Sustainable Solution (Environmental, Social, and Governance) Significance Assessment—AI-Powered Algorithm Implementation," Sustainability, MDPI, vol. 16(3), pages 1-20, January.
- Imen Bedoui-Belghith & Slaheddine Hallara & Faouzi Jilani, 2023. "Crisis transmission degree measurement under crisis propagation model," SN Business & Economics, Springer, vol. 3(1), pages 1-27, January.
- Sinha, Pankaj & Chandwani, Abhishek & Sinha, Tanmay, 2013. "Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm," MPRA Paper 48204, University Library of Munich, Germany.
- Pereira, Robert, 1999.
"Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-optimised Technical Trading Rules,"
MPRA Paper
9055, University Library of Munich, Germany.
- Robert Pereira, 1999. "Forecasting Ability but No Profitability: an Empirical Evaluation of Genetic Algorithm-Optimized Technical Trading Rules," Working Papers 1999.06, School of Economics, La Trobe University.
- Robert Pereira, 1999. "Forecasting Ability but No Profitability: an Empirical Evaluation of Genetic Algorithm-Optimized Technical Trading Rules," Working Papers 1999.06, School of Economics, La Trobe University.
Cited by:
- Serge Hayward, 2005. "The Role of Heterogeneous Agents’ Past and Forward Time Horizons in Formulating Computational Models," Computational Economics, Springer;Society for Computational Economics, vol. 25(1), pages 25-40, February.
- Param Silvapulle & Robert Pereira & J.H.H. Lee, 1993.
"The Impact of Inflation Rate Announcements on the Interest Rate Volatility: Australian Evidence,"
Working Papers
1993.26, School of Economics, La Trobe University.
- Param Silvapulle & Robert Pereira & J.H.H. Lee, 1993. "The Impact of Inflation Rate Announcements on the Interest Rate Volatility: Australian Evidence," Working Papers 1993.26, School of Economics, La Trobe University.
Cited by:
- Ellis Connolly & Marion Kohler, 2004.
"News and Interest Rate Expectations: A Study of Six Central Banks,"
RBA Research Discussion Papers
rdp2004-10, Reserve Bank of Australia.
- Ellis Connolly & Marion Kohler, 2004. "News and Interest Rate Expectations: A Study of Six Central Banks," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Simon Guttmann (ed.),The Future of Inflation Targeting, Reserve Bank of Australia.
- Mr. Armando Méndez Morales & Miss Liliana B Schumacher, 2003. "Market Volatility As a Financial Soundness Indicator: An Application to Israel," IMF Working Papers 2003/047, International Monetary Fund.
Articles
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Sorry, no citations of articles recorded.
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