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Genetic algorithm optimisation for finance and investment
Pereira, Robert - 2000
Persistent link: https://www.econbiz.de/10001454651
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Genetic algorithms and trading rules
Pereira, Robert - In: Nonlinear economic models : cross-sectional, times …, (pp. 191-210). 1997
Persistent link: https://www.econbiz.de/10001302939
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Forecasting ability but no profitability : an empirical evaluation of genetic algorithm-optimised technical trading rules
Pereira, Robert - In: Evolutionary computation in economics and finance : …, (pp. 287-310). 2002
Persistent link: https://www.econbiz.de/10001677448
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Unit root tests and structural breaks
Silvapulle, Paramsothy - 1995
Persistent link: https://www.econbiz.de/10000947713
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Testing stationary nonnested short memory against long memory processes
Silvapulle, Paramsothy - 1995
Persistent link: https://www.econbiz.de/10000947716
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A lagrange multiplier test for seasonal fractional integration
Silvapulle, Paramsothy - 1995
Persistent link: https://www.econbiz.de/10000947717
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A score test for seasonal fractional integration and cointegration
Silvapulle, Paramsothy - 1996
Persistent link: https://www.econbiz.de/10000948478
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Testing for linear and nonlinear granger causality in the stock price-volume relation : Korean evidence
Silvapulle, Paramsothy; Choi, Jong-seo - In: The quarterly review of economics and finance : journal … 39 (1999) 1, pp. 59-76
Persistent link: https://www.econbiz.de/10001433858
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Testing AR(1) against MA(1) disturbances in the dynamic linear regression model
Silvapulle, Paramsothy - 1992
Persistent link: https://www.econbiz.de/10000837423
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Unit root testing : AR(1) against IMA(1,1) disturbances in the linear regression model
Silvapulle, Paramsothy - 1992
Persistent link: https://www.econbiz.de/10000837471