Applying independent component analysis and predictive systems for algorithmic trading
Attila Ceffer, Janos Levendovszky, Norbert Fogarasi
| Year of publication: |
2019
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|---|---|
| Authors: | Ceffer, Attila ; Levendovszky, Janos ; Fogarasi, Norbert |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 54.2019, 1, p. 281-303
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| Subject: | Algorithmic trading | Financial time series | Independent component analysis | Mean reverting portfolio | Neural network | Support vector machine | Algorithmus | Algorithm | Zeitreihenanalyse | Time series analysis | Elektronisches Handelssystem | Electronic trading | Mustererkennung | Pattern recognition | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Theorie | Theory | Aktienindex | Stock index | Finanzanalyse | Financial analysis | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-017-9719-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012134161