Adaptive filtering on forecasting financial derivatives indices
Year of publication: |
2014
|
---|---|
Authors: | Dimitrakopoulos, Christos ; Karathanasopolous, Andreas ; Sermpinis, Georgios ; Likothanassis, Spiros |
Published in: |
Computational intelligence techniques for trading and investment. - London [u.a.] : Routledge, ISBN 978-0-415-63680-3. - 2014, p. 66-78
|
Subject: | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Derivat | Derivative | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model |
-
Reference vector-based multiobjective clustering ensemble approach for time series forecasting
Liu, Chao, (2024)
-
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan, (2023)
-
A comparison of wavelet networks and genetic programming in the context of temperature derivatives
Alexandridis, Antonis K., (2017)
- More ...
-
A Genetic Programming Approach for EUR/USD Exchange Rate Forecasting and Trading
Vasilakis, Georgios, (2013)
-
Computational intelligence : recent advances, perspectives and open problems
Theofilatos, Konstantinos, (2014)
-
Dunis, Christian, (2016)
- More ...