Using Kalman-filtered radial basis function networks for index arbitrage in the financial markets
Year of publication: |
2008
|
---|---|
Authors: | Edelman, David |
Published in: |
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]. - Berlin [u.a.] : Springer, ISBN 978-3-540-77476-1. - 2008, p. 187-195
|
Subject: | Wertpapierhandel | Securities trading | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Arbitrage | Zustandsraummodell | State space model | Neuronale Netze | Neural networks | Theorie | Theory | Irland | Ireland | Großbritannien | United Kingdom |
-
Using neural networks to enhance technical trading rule returns : a case with KLCI
Jacinta Chan Phooi M'ng, (2016)
-
Interrelationships among international stock market indices : Europe, Asia and the Americas
Sharkasi, Adel, (2005)
-
Stock market index prediction using artificial neural network
Moghaddam, Amin Hedayati, (2016)
- More ...
-
La ciudad en el siglo XXI: Experiencias exitosas en gestión del desarrollo urbano en América Latina
Daughters, Robert,
-
Special issue credit risk modelling
Crook, Jonathan, (2014)
-
La ciudad en el siglo XXI: Experiencias exitosas en gestión del desarrollo urbano en América Latina
Daughters, Robert,
- More ...