Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects
Georgios Sermpinis; Charalampos Stasinakis; Christian Dunis
| Year of publication: |
2014
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|---|---|
| Authors: | Sermpinis, Georgios ; Stasinakis, Charalampos ; Dunis, Christian |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 30.2014, p. 21-54
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| Subject: | Forecast combinations | Kalman Filter | Genetic programming | Support vector regression | Trading strategies | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Theorie | Theory | Zustandsraummodell | State space model | Evolutionärer Algorithmus | Evolutionary algorithm | Regressionsanalyse | Regression 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/10011293055