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Speculative strategies in the foreign exchange market based on genetic programming predictions
Álvarez Díaz, Marcos - In: Applied financial economics 20 (2010) 4/6, pp. 465-476
In this article, we investigate the out-of-sample forecasting ability of a Genetic Program (GP) to approach the dynamic … extraordinary profits in the foreign exchange market. Our results reveal a slight forecasting ability for one-period-ahead, which is …
Persistent link: https://www.econbiz.de/10003963441
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Applying simulation optimization to dynamic financial analysis for the asset-liability management of a property-casualty insurer
Yu, Tzu-yi; Tsai, Chenghsien; Huang, Hsiao-tzu; Chen, … - In: Applied financial economics 21 (2011) 7/9, pp. 505-518
Persistent link: https://www.econbiz.de/10009153262
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The performance evaluation for fund of funds by comparing asset allocation of mean-variance model or genetic algorithms to that of fund managers
Lai, Syouching; Li, Hungchih - In: Applied financial economics 18 (2008) 4/6, pp. 483-499
Persistent link: https://www.econbiz.de/10003739183
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Forecasting volatility in developing countries' nominal exchange returns
Antonakakis, Nikolaos; Darby, Julia - In: Applied financial economics 23 (2013) 19/21, pp. 1675-1691
Persistent link: https://www.econbiz.de/10010260183
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Testing the value of lead information in forecasting monthly changes in employment from the Bureau of Labor Statistics
Gregory, Allan W.; Zhu, Hui - In: Applied financial economics 24 (2014) 7/9, pp. 505-514
Persistent link: https://www.econbiz.de/10010402794
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Volatility transmission across currencies and stock markets : GIIPS in crisis
Andrikopulos, Andreas A.; Samitas, Aristeidis; … - In: Applied financial economics 24 (2014) 19/21, pp. 1261-1283
Persistent link: https://www.econbiz.de/10010460183
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Share prices under Tory and Labour governments in the UK since 1945
Hudson, Robert; Keasey, Kevin; Dempsey, Mike - In: Applied financial economics 8 (1998) 4, pp. 389-400
Persistent link: https://www.econbiz.de/10001363512
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Short- and long-term links among European and US stock markets
Gerrits, Robert-Jan; Yüce, Ayse - In: Applied financial economics 9 (1999) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001363833
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The weekend effect, the stock exchange account and the Financial Times Industrial Ordinary Shares Index : 1987 - 1994
Coutts, J. Andrew; Hayes, Peter A. - In: Applied financial economics 9 (1999) 1, pp. 67-71
Persistent link: https://www.econbiz.de/10001363839
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Macroeconomic determinants of long-term stock market comovements among major EMS countries
Cheung, Yin-Wong; Lai, Kon S. - In: Applied financial economics 9 (1999) 1, pp. 73-85
Persistent link: https://www.econbiz.de/10001363842