An algorithmic trading system based on a stacked generalization model and hidden Markov model in the foreign exchange market
Ali Fereydooni, Masoud Mahootchi
| Year of publication: |
2023
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|---|---|
| Authors: | Fereydooni, Ali ; Mahootchi, Masoud |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 56.2023, p. 1-24
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| Subject: | Foreign exchange market | Hidden Markov model | Stacked generalization model | Time series clustering | Time series forecasting | Markov-Kette | Markov chain | Devisenmarkt | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.gfj.2023.100825 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014478899