Similar Search Results

Statistical arbitrage with genetic programming

Saks, Philip; Maringer, Dietmar G. - In: Natural computing in computational finance : volume 2 ; …, (pp. 9-29). 2009

Persistent link: https://www.econbiz.de/10009515161

On predictability and profitability : would GP induced trading rules be sensitive to the observed entropy of time series?

Navet, Nicolas; Chen, Shu-Heng - In: Natural computing in computational finance ; [the …, (pp. 197-210). 2008

Persistent link: https://www.econbiz.de/10009515168

Fuzzy-evolutionary modeling for single-position day trading

Costa Pereira, Célia da; Tettamanzi, Andrea G. B. - In: Natural computing in computational finance ; [the …, (pp. 131-159). 2008

Persistent link: https://www.econbiz.de/10009515171

Using a genetic algorithm to improve recurrent reinforcement learning for equity trading

Zhang, Jin; Maringer, Dietmar G. - In: Computational economics 47 (2016) 4, pp. 551-567

Persistent link: https://www.econbiz.de/10011712464

Are cryptocurrencies cryptic or a source of arbitrage? : a genetic algorithm approach

Bewaji, Oluwasegun; Hamid, Sania; Aerts, Timothy; Byck, … - In: The journal of financial market infrastructures 11 (2023) 1, pp. 37-65

Persistent link: https://www.econbiz.de/10014484591

Forecasting of future stock prices using neural networks and genetic algorithms

Mitilineos, Stelios A.; Artikis, Panayiotis G. - In: International journal of decision sciences, risk and … 7 (2017) 1/2, pp. 2-25

Persistent link: https://www.econbiz.de/10011797297

Artificial long memory effects in two agent-based asset pricing models

Franke, Reiner - 2008

This note is concerned with two recent agent-based models of speculative dynamics from the literature, one by Gaunersdorfer and Hommes and the other by He and Li. At short as well as long lags, both of them display an autocorrelation structure in absolute and squared returns that comes...