European exchange trading funds trading with locally weighted support vector regression
Georgios Sermpinis, Charalampos Stasinakis, Rafael Rosillo, David de la Fuente
| Year of publication: |
1 April 2017
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| Authors: | Sermpinis, Georgios ; Stasinakis, Charalampos ; Rosillo, Rafael ; Fuente, David de la |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 258.2017, 1 (1.4.), p. 372-384
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| Subject: | Locally Weighted Support Vector Regression | Support Vector Regression | Kernels | Trading | Exchange Traded Funds | Regressionsanalyse | Regression analysis | Indexderivat | Index derivative | Mustererkennung | Pattern recognition | Theorie | Theory | EU-Staaten | EU countries | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2016.09.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011642226