Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds
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 | Indexderivat | Index derivative | Anlageverhalten | Behavioural finance |
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