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Modelling and trading the Gree...
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Forecasting model
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Dunis, Christian
96
Laws, Jason
61
Sermpinis, Georgios
35
Dunis, Christian L.
21
Karathanasopoulos, Andreas
14
Miao, Jia
10
Theofilatos, Konstantinos
8
Breitner, Michael H.
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Giorgioni, Gianluigi
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2
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2
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2
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The European journal of finance
25
The European Journal of Finance
10
Journal of Forecasting
9
The journal of asset management
9
Applied financial economics
8
European journal of operational research : EJOR
5
Applied Financial Economics
4
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4
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4
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Banque : revue mensuelle du banquier, de son personnel et de sa clientèle
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Computational intelligence techniques for trading and investment
1
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Gestion 2000
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Intelligent Systems in Accounting, Finance and Management
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New Developments in Quantitative Trading and Investment
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New developments in quantitative trading and asset management
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Revue d'économie politique
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Routledge advances in experimental and computable economics
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ECONIS (ZBW)
70
RePEc
38
OLC EcoSci
27
Other ZBW resources
3
USB Cologne (EcoSocSci)
2
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1
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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