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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, Australia
http://www.vfmc.vic.gov.au/
RePEc:edi:vfmcgau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Pereira, Robert, 2000. "Genetic Algorithm Optimisation for Finance and Investments," MPRA Paper 8610, University Library of Munich, Germany.
  2. 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.
  3. 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

  1. 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

  1. Pereira, Robert, 2000. "Genetic Algorithm Optimisation for Finance and Investments," MPRA Paper 8610, University Library of Munich, Germany.

    Cited by:

    1. Sefiane, Slimane & Benbouziane, Mohamed, 2012. "Portfolio Selection Using Genetic Algorithm," MPRA Paper 41783, University Library of Munich, Germany.
    2. 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.
    3. 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.
    4. 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.
    5. 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.

  2. 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.

    Cited by:

    1. 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.

  3. 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:

    1. 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.
    2. 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

    Sorry, no citations of articles recorded.

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