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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

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

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

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

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

Modeling commodity value at risk with Psi Sigma neural networks using open-high-low-close data

Sermpinis, Georgios; Laws, Jason; Dunis, Christian - In: The European journal of finance 21 (2015) 4/6, pp. 316-336

Persistent link: https://www.econbiz.de/10010528195

Trading and hedging the corn/ethanol crush spread using time-varying leverage and nonlinear models

Dunis, Christian; Laws, Jason; Middleton, Peter W.; … - In: The European journal of finance 21 (2015) 4/6, pp. 352-375

Persistent link: https://www.econbiz.de/10010528977

Cross-border exchanges and volatility forecasting

Goyal, Abhinav; Kallinterakis, Vasileios; Kambouroudis, … - In: Quantitative finance 18 (2018) 5, pp. 789-799

Persistent link: https://www.econbiz.de/10011907940

Investor Sentiment and Forecasting Ability : Evidence from COT Reports in Precious Metal Futures Markets

Zhang, Yang - 2017

Exploring the information contained in Commodity Futures Trading Commission's (CFTC) Commitments of Traders (COT) reports, this analysis investigates the forecasting ability of investor sentiment index in three major precious metal futures markets, namely, Gold, Silver, and Platinum. A strong...

Persistent link: https://www.econbiz.de/10012973584

Technical analysis, spread trading, and data snooping control

Psaradellis, Ioannis; Laws, Jason; Pantelous, Athanasios A. - In: International journal of forecasting 39 (2023) 1, pp. 178-191

Persistent link: https://www.econbiz.de/10014462774