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Technical analysis and central bank intervention
Neely, Christopher J.; Weller, Paul A. - In: Journal of international money and finance 20 (2001) 7, pp. 949-970
Persistent link: https://www.econbiz.de/10001637058
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Genetic programming with syntactic restrictions applied to financial volatility forecasting
Zumbach, Gilles O.; Pictet, Olivier V.; Masutti, Oliver - In: Computational methods in decision-making, economics and …, (pp. 557-581). 2010
Persistent link: https://www.econbiz.de/10009153065
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Risk Budgeting portfolios : existence and computation
Cetingoz, Adil Rengim; Fermanian, Jean-David; Guéant, … - In: Mathematical finance : an international journal of … 34 (2024) 3, pp. 896-924
Persistent link: https://www.econbiz.de/10014565279
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A penalty decomposition algorithm with greedy improvement for mean-reverting portfolios with sparsity and volatility constraints
Mousavi, Ahmad; Shen, Jinglai - In: International transactions in operational research : a … 30 (2023) 5, pp. 2415-2435
Persistent link: https://www.econbiz.de/10014259187
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Hybrid method of multiple kernel learning and genetic algorithm for forecasting short-term foreign exchange rates
Deng, Shangkun; Yoshiyama, Kazuki; Mitsubuchi, Takashi; … - In: Computational economics 45 (2015) 1, pp. 49-89
Persistent link: https://www.econbiz.de/10010511339
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Forecasting foreign exchange rates with adaptive neural networks using radial-based functions and Particle Swarm Optimization
Sermpinis, Georgios; Theofilatos, Konstantinos; … - In: European journal of operational research : EJOR 225 (2013) 3, pp. 528-540
Persistent link: https://www.econbiz.de/10009706882
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A genetic programming approach for EUR/USD exchange rate forecasting and trading
Vasilakis, Georgios A.; Theofilatos, Konstantinos; … - In: Computational economics 42 (2013) 4, pp. 415-431
Persistent link: https://www.econbiz.de/10010249879
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An assessment of the economic value of non-linear foreign exchange rate forecasts
Satchell, Stephen - In: Journal of forecasting 14 (1995) 6, pp. 477-497
Persistent link: https://www.econbiz.de/10001191617
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Genetic algorithms in economics and finance : forecasting stock market prices and foreign exchange ; a review
Drake, Adrian E.; Marks, Robert E. - 1998
Persistent link: https://www.econbiz.de/10000983091
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A hybrid neural network and optimization algorithm for forecasting and trend detection of Forex market indices
Perla, Someswari; Bisoi, Ranjeeta; Dash, P. K. - In: Decision analytics journal 6 (2023), pp. 1-16
An Autoencoder (AE) is an independent feature extractor from data samples and a deep network can be obtained by stacking several AEs. This paper presents a novel hybrid stacked Autoencoder-based Deep Kernel-based Random Vector Functional Link Network (DKRVFLN-AE) for forecasting and trend...
Persistent link: https://www.econbiz.de/10014506454