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Modeling intraday information in financial markets with the scatter search metaheuristic
Silva, Carlos Gomes da - In: International journal of financial engineering 2 (2015) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10011333425
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Design of an Artificial Neural Network battery for an optimal recognition of patterns in financial time series
Fioribello, Simone; Giribone, Pier Giuseppe - In: International journal of financial engineering 5 (2018) 4, pp. 1-17
Persistent link: https://www.econbiz.de/10012028806
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Combining robust dynamic neural networks with traditional technical indicators for generating mechanic trading signals
Giribone, Pier Giuseppe; Ligato, Simone; Penone, Francesco - In: International journal of financial engineering 5 (2018) 4, pp. 1-44
Persistent link: https://www.econbiz.de/10012028821
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A state space modeling for proactive management in equity investment
Takahashi, Akihiko; Takahashi, Soichiro - In: International journal of financial engineering 9 (2022) 4, pp. 1-29
Persistent link: https://www.econbiz.de/10014234372
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Market efficiency of energy ETFs : evidence from USO and UGA
Metghalchi, Massoud; Cloninger, Peggy; Niroomand, Farhang - In: International journal of financial engineering 10 (2023) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10014304324
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Heavy-tailed features and dependence in limit order book volume profiles in futures markets
Richards, Kylie-Anne; Peters, Gareth W.; Dunsmuir, … - In: International journal of financial engineering 2 (2015) 3, pp. 1-56
Persistent link: https://www.econbiz.de/10011403201