Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms : support vector regression forecast combinations
Georgios Sermpinis; Charalampos Stasinakis; Konstantinos Theofilatos; Andreas Karathanasopoulos
| Year of publication: |
2015
|
|---|---|
| Authors: | Sermpinis, Georgios ; Stasinakis, Charalampos ; Theofilatos, Konstantinos ; Karathanasopoulos, Andreas |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 247.2015, 3 (16.12.), p. 831-846
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| Subject: | Genetic algorithms | Support vector regression | Feature subset | Forecast combinations | Exchange rates | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Theorie | Theory | Regressionsanalyse | Regression analysis | Evolutionärer Algorithmus | Evolutionary algorithm | Mustererkennung | Pattern recognition | Modellierung | Scientific modelling |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011386316