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Trading futures spread portfolios : applications of higher order and recurrent networks
Dunis, Christian; Laws, Jason; Evans, Ben - In: The European journal of finance 14 (2008) 5/6, pp. 503-521
Persistent link: https://www.econbiz.de/10003772117
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Modelling commodity value at risk with higher order neural networks
Dunis, Christian; Laws, Jason; Sermpinis, Georgios - In: Applied financial economics 20 (2010) 7/9, pp. 585-600
Persistent link: https://www.econbiz.de/10009009326
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Modelling and trading the greek stock market with gene expression and genetic programing algorithms
Karatahansopoulos, Andreas; Sermpinis, Georgios; Laws, Jason - In: Journal of forecasting 33 (2014) 8, pp. 596-610
Persistent link: https://www.econbiz.de/10011282849
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Modeling commodity value at risk with Psi Sigma neural networks using open-high-low-close data
Sermpinis, Georgios; Laws, Jason; Dunis, Christian - In: The European journal of finance 21 (2015) 4/6, pp. 316-336
Persistent link: https://www.econbiz.de/10010528195
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Trading and hedging the corn/ethanol crush spread using time-varying leverage and nonlinear models
Dunis, Christian; Laws, Jason; Middleton, Peter W.; … - In: The European journal of finance 21 (2015) 4/6, pp. 352-375
Persistent link: https://www.econbiz.de/10010528977
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Nonlinear forecasting of the Gold Miner Spread : an application of correlations filters
Dunis, Christian; Laws, Jason; Middleton, Peter W.; … - In: Intelligent systems in accounting finance and … 20 (2013) 4, pp. 207-231
Persistent link: https://www.econbiz.de/10010233196
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GP algorithm versus hybrid and mixed neural networks
Dunis, Christian; Laws, Jason; Karathanasopoulos, Andreas - In: The European journal of finance 19 (2013) 3/4, pp. 180-205
Persistent link: https://www.econbiz.de/10010243660
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Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks
Sermpinis, Georgios; Laws, Jason; Dunis, Christian - In: The European journal of finance 19 (2013) 3/4, pp. 165-179
Persistent link: https://www.econbiz.de/10010243662
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Modelling and trading the corn-ethanol crush spread with neural networks
Dunis, Christian; Laws, Jason; Middleton, Peter W.; … - In: Computational intelligence techniques for trading and …, (pp. 81-115). 2014
Persistent link: https://www.econbiz.de/10010341928
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Profitable mean reversion after large price drops : a story of day and night in the S&P 500, 400 MidCap and 600 SmallCap Indices
Dunis, Christian; Laws, Jason; Rudy, Jozef - In: The journal of asset management 12 (2011) 3, pp. 185-202
Persistent link: https://www.econbiz.de/10009297425