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Probability distributions, trading strategies and leverage: an application of Gaussian mixture models
Lindemann, Andreas; Dunis, Christian L.; Lisboa, Paulo - In: Journal of forecasting 23 (2004) 8, pp. 559-585
Persistent link: https://www.econbiz.de/10006878872
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A hybrid genetic algorithm-support vector machine approach in the task of forecasting and trading
Dunis, Christian L.; Likothanassis, Spiros D.; … - In: The journal of asset management 14 (2013) 1, pp. 52-71
Persistent link: https://www.econbiz.de/10010146227
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Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks
Sermpinis, Georgios; Laws, Jason; Dunis, Christian L. - In: The European journal of finance 19 (2013) 3, pp. 165-179
Persistent link: https://www.econbiz.de/10010107830
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GP algorithm versus hybrid and mixed neural networks
Dunis, Christian L.; Laws, Jason; Karathanasopoulos, Andreas - In: The European journal of finance 19 (2013) 3, pp. 180-205
Persistent link: https://www.econbiz.de/10010107831
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The Economic Value of Advanced Time Series Methods for Modelling and Trading 10-year Government Bonds
Dunis, Christian L.; Morrison, Vincent - In: The European journal of finance 13 (2007) 4, pp. 333-352
Persistent link: https://www.econbiz.de/10007745563
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The Economic Value of Advanced Time Series Methods for Modelling and Trading 10-year Government Bonds
Dunis, Christian L.; Morrison, Vincent - In: The European journal of finance 13 (2007) 3-4, pp. 333-352
Persistent link: https://www.econbiz.de/10007754432
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Emerging markets of South-East and Central Asia: do they still offer a diversification benefit?
Dunis, Christian L.; Shannon, Gary - In: The journal of asset management 6 (2005-06) 3, pp. 168-190
Persistent link: https://www.econbiz.de/10007270095
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Cointegration portfolios of European equities for index tracking and market neutral strategies
Dunis, Christian L.; Ho, Richard - In: The journal of asset management 6 (2005-06) 1, pp. 33-52
Persistent link: https://www.econbiz.de/10007270103
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Modelling and trading the Greek stock market with mixed neural network models
Dunis, Christian L.; Laws, Jason; Karathanassopoulos, … - In: Applied financial economics 21 (2011) 23, pp. 1793-1809
Persistent link: https://www.econbiz.de/10009988277
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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 L.; Laws, Jason; Rudy, Jozef - In: The journal of asset management 12 (2011) 3, pp. 185-202
Persistent link: https://www.econbiz.de/10009871103