Stock market prediction using evolutionary support vector machines : an application to the ASE20 index
Andreas Karathanasopoulos, Konstantinos Athanasios Theofilatos, Georgios Sermpinis, Christian Dunis, Sovan Mitra and Charalampos Stasinakis
| Year of publication: |
August-September 2016
|
|---|---|
| Authors: | Karathanasopoulos, Andreas ; Theofilatos, Konstantinos ; Sermpinis, Georgios ; Dunis, Christian ; Mitra, Sovan ; Stasinakis, Charalampos |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 22.2016, 10/12, p. 1145-1163
|
| Subject: | ASE20 stock index | trading | genetic algorithms | support vector machines | leverage | transaction costs | Aktienindex | Stock index | Mustererkennung | Pattern recognition | Evolutionärer Algorithmus | Evolutionary algorithm | Transaktionskosten | Transaction costs | Theorie | Theory | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2015.1040167 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011715329