GP algorithm versus hybrid and mixed neural networks
Year of publication: |
2013
|
---|---|
Authors: | Dunis, Christian ; Laws, Jason ; Karathanasopoulos, Andreas |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 19.2013, 3/4, p. 180-205
|
Subject: | confirmation filters | HONNs | RNNs | leverage | multi-layer perceptron networks | quantitative trading strategies | genetic programming | evolutionary algorithms | system modelling | Evolutionärer Algorithmus | Evolutionary algorithm | Neuronale Netze | Neural networks | Theorie | Theory | Algorithmus | Algorithm | Mathematische Optimierung | Mathematical programming |
-
Modelling and trading the greek stock market with gene expression and genetic programing algorithms
Karatahansopoulos, Andreas, (2014)
-
Scalability of using restricted Boltzmann machines for combinatorial optimization
Probst, Malte, (2017)
-
Artificial intelligence in asset management
Bartram, Söhnke M., (2020)
- More ...
-
Nonlinear forecasting of the Gold Miner Spread : an application of correlations filters
Dunis, Christian, (2013)
-
Modelling and trading the corn-ethanol crush spread with neural networks
Dunis, Christian, (2014)
-
Trading and hedging the corn/ethanol crush spread using time-varying leverage and nonlinear models
Dunis, Christian, (2015)
- More ...