Nonlinear forecasting of the Gold Miner Spread : an application of correlations filters
Christian L. Dunis, Jason Laws, Peter W. Middleton and Andreas Karathanasopoulos
| Year of publication: |
2013
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|---|---|
| Authors: | Dunis, Christian ; Laws, Jason ; Middleton, Peter W. ; Karathanasopoulos, Andreas |
| Published in: |
Intelligent systems in accounting finance and management : international journal. - Chichester : Wiley & Sons, ISSN 1550-1949, ZDB-ID 2166336-1. - Vol. 20.2013, 4, p. 207-231
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| Subject: | spread trading | multilayer perceptron neural network | particle swarm optimization | radial basis function neural network | genetic programming algorithm | correlation filter | Neuronale Netze | Neural networks | Theorie | Theory | Korrelation | Correlation | Prognoseverfahren | Forecasting model | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm | Evolutionärer Algorithmus | Evolutionary algorithm | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010233196