Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds
Georgios Sermpinis, Charalampos Stasinakis, Arman Hassanniakalager
| Year of publication: |
1 December 2017
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| Authors: | Sermpinis, Georgios ; Stasinakis, Charalampos ; Hassanniakalager, Arman |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 263.2017, 2 (1.12.), p. 540-558
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| Subject: | Forecasting | Support Vector Regression | Krill herd | Adaptive market hypothesis | Optimization | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Herdenverhalten | Herding | Theorie | Theory | Mustererkennung | Pattern recognition | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2017.06.019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011793981