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A comprehensive study of market prediction from efficient market hypothesis up to late intelligent market prediction approaches
Aminimehr, Amin; Raoofi, Ali; Aminimehr, Akbar; … - In: Computational economics 60 (2022) 2, pp. 781-815
Persistent link: https://www.econbiz.de/10013380831
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Short-term financial forecasting using ANN adaptive predictors in cascade
Dobrescu, Emilian; Nastac, Dumitru-Iulian; Pelinescu, Elena - In: International journal of process management and … 4 (2014) 4, pp. 376-405
Persistent link: https://www.econbiz.de/10011417291
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Adaptive evolutionary neural networks for forecasting and trading without a data-snooping bias
Sermpinis, Georgios; Verousis, Thanos; Theofilatos, … - In: Journal of forecasting 35 (2016) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10011417657
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Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua; Chen Zhou - 2013
Persistent link: https://www.econbiz.de/10010194513
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Forecasting time-varying daily betas : a new nonlinear approach
Messis, Petros; Zapranis, Achilleas - In: Managerial finance 42 (2016) 2, pp. 54-73
Persistent link: https://www.econbiz.de/10011539290
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Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua; Chen Zhou - In: International journal of forecasting 31 (2015) 2, pp. 349-363
Persistent link: https://www.econbiz.de/10011474104
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Do macro shocks matter for equities?
Dison, Will; Theodoridis, Konstantinos - 2017
Persistent link: https://www.econbiz.de/10011912881
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Modelling gold futures : should the level of speculation inform our choice of variables?
Coyle, Christopher; Gogolin, Fabian; Kearney, Fearghal - In: The European journal of finance 25 (2019) 10, pp. 966-977
Persistent link: https://www.econbiz.de/10012207046
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Leveraging a call-put ratio as a trading signal
Houlihan, Patrick; Creamer Guillén, Germán - In: Quantitative finance 19 (2019) 5, pp. 763-777
Persistent link: https://www.econbiz.de/10012194713
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A multivariate distance nonlinear causality test based on partial distance correlation : a machine learning application to energy futures
Creamer Guillén, Germán; Lee, Chihoon - In: Quantitative finance 19 (2019) 9, pp. 1531-1542
Persistent link: https://www.econbiz.de/10012194804