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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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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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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
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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) 6, pp. 503-522
Persistent link: https://www.econbiz.de/10008094010
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Forecasting and trading the EUR/USD exchange rate with stochastic Neural Network combination and time-varying leverage
Sermpinis, Georgios; Dunis, Christian; Laws, Jason; … - In: Decision support systems : DSS ; the international journal 54 (2012) 1, pp. 316-330
Persistent link: https://www.econbiz.de/10010042187
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Modelling commodity value at risk with higher order neural networks
Dunis, Christian; Laws, Jason; Sermpinis, Georgios - In: Applied financial economics 20 (2010) 7, pp. 585-601
Persistent link: https://www.econbiz.de/10008419187
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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. 503-522
Persistent link: https://www.econbiz.de/10008134896
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Hedging effectiveness of stock index futures
Laws, Jason; Thompson, John - In: European journal of operational research : EJOR 163 (2005) 1, pp. 177-191
Persistent link: https://www.econbiz.de/10006641717
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The efficiency of financial futures markets: Tests of prediction accuracy
Laws, Jason; Thompson, John - In: European journal of operational research : EJOR 155 (2004) 2, pp. 284-298
Persistent link: https://www.econbiz.de/10006648376