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Advanced frequency and time domain filters for currency portfolio management
Dunis, Christian; Miao, Jia - In: The journal of asset management 7 (2006) 1, pp. 22-30
Persistent link: https://www.econbiz.de/10007287034
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Volatility filters for asset management: an application to managed futures
Dunis, Christian; Miao, Jia - In: The journal of asset management 7 (2006-07) 3-4, pp. 179-189
Persistent link: https://www.econbiz.de/10007388856
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Volatility filters for asset management: an application to managed futures
Dunis, Christian; Miao, Jia - In: The journal of asset management 7 (2006-07) 3-4, pp. 179-189
Persistent link: https://www.econbiz.de/10007393210
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A hybrid genetic algorithm-support vector machine approach in the task of forecasting and trading
Dunis, Christian; Likothanassis, Spiros D.; … - In: The journal of asset management 14 (2013) 1, pp. 52-71
Persistent link: https://www.econbiz.de/10009751808
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Profitable mean reversion after large price drops : a story of day and night in the S&P 500, 400 MidCap and 600 SmallCap Indices
Dunis, Christian; Laws, Jason; Rudy, Jozef - In: The journal of asset management 12 (2011) 3, pp. 185-202
Persistent link: https://www.econbiz.de/10009297425