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Trading futures spread portfol...
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1
Trading futures spread portfolios : applications of higher order and recurrent networks
Dunis, Christian
;
Laws, Jason
;
Evans, Ben
- In:
The European journal of finance
14
(
2008
)
5/6
,
pp. 503-521
Persistent link: https://www.econbiz.de/10003772117
Saved in:
2
Trading futures spreads : an application of correlation and threshold filters
Dunis, C. L.
;
Laws, Jason
;
Evans, Ben
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 903-914
Persistent link: https://www.econbiz.de/10003377844
Saved in:
3
The use of market data and model combination to improve forecast accuracy
Dunis, Christian
;
Laws, Jason
;
Chauvin, Stéphane
- In:
Developments in forecast combination and portfolio choice
,
(pp. 45-80)
.
2001
Persistent link: https://www.econbiz.de/10001719107
Saved in:
4
FX volatility forecasts and the informational content of market data for volatility
Dunis, Christian
;
Laws, Jason
;
Chauvin, Stéphane
- In:
The European journal of finance
9
(
2003
)
3
,
pp. 242-272
Persistent link: https://www.econbiz.de/10001780709
Saved in:
5
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
Saved in:
6
Currency trading in volatile markets : did neural networks outperform for the EUR/USD during the financial crisis 2007 - 2009?
Dunis, Christian
;
Laws, Jason
;
Schilling, Ulrike
- In:
Journal of derivatives & hedge funds
18
(
2012
)
1
,
pp. 2-41
Persistent link: https://www.econbiz.de/10009535199
Saved in:
7
GP algorithm versus hybrid and mixed neural networks
Dunis, Christian
;
Laws, Jason
;
Karathanasopoulos, Andreas
- In:
The European journal of finance
19
(
2013
)
3/4
,
pp. 180-205
Persistent link: https://www.econbiz.de/10010243660
Saved in:
8
Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks
Sermpinis, Georgios
;
Laws, Jason
;
Dunis, Christian
- In:
The European journal of finance
19
(
2013
)
3/4
,
pp. 165-179
Persistent link: https://www.econbiz.de/10010243662
Saved in:
9
Modelling and trading the corn-ethanol crush spread with neural networks
Dunis, Christian
;
Laws, Jason
;
Middleton, Peter W.
; …
- In:
Computational intelligence techniques for trading and …
,
(pp. 81-115)
.
2014
Persistent link: https://www.econbiz.de/10010341928
Saved in:
10
Nonlinear forecasting of the Gold Miner Spread : an application of correlations filters
Dunis, Christian
;
Laws, Jason
;
Middleton, Peter W.
; …
- In:
Intelligent systems in accounting finance and …
20
(
2013
)
4
,
pp. 207-231
Persistent link: https://www.econbiz.de/10010233196
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