Similar Search Results

Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds

Sermpinis, Georgios; Stasinakis, Charalampos; … - In: European journal of operational research : EJOR 263 (2017) 2, pp. 540-558

Persistent link: https://www.econbiz.de/10011793981

A conditional fuzzy inference approach in forecasting

Hassanniakalager, Arman; Sermpinis, Georgios; … - In: European journal of operational research : EJOR 283 (2020) 1, pp. 196-216

Persistent link: https://www.econbiz.de/10012161960

Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization

Sermpinis, Georgios; Theofilatos, Konstantinos; … - In: European Journal of Operational Research 225 (2013) 3, pp. 528-540

The motivation for this paper is to introduce a hybrid neural network architecture of Particle Swarm Optimization and Adaptive Radial Basis Function (ARBF–PSO), a time varying leverage trading strategy based on Glosten, Jagannathan and Runkle (GJR) volatility forecasts and a neural network...

Persistent link: https://www.econbiz.de/10011052637

Modelling market implied ratings using LASSO variable selection techniques

Sermpinis, Georgios; Tsoukas, Serafeim; Zhang, Ping - In: Journal of empirical finance 48 (2018), pp. 19-35

Persistent link: https://www.econbiz.de/10012109239

Industry return prediction via interpretable deep learning

Zografopoulos, Lazaros; Iannino, Maria Chiara; … - In: European journal of operational research : EJOR 321 (2025) 1, pp. 257-268

Persistent link: https://www.econbiz.de/10015094955