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Rules-based integration of news-trading algorithms

Gagnon, Stephane - In: The journal of trading 8 (2013) 1, pp. 15-27

Persistent link: https://www.econbiz.de/10009706839

Rules-based integration of news-trading algorithms

Gagnon, Stephane - In: The journal of trading 8 (2013) 1, pp. 15-27

Persistent link: https://www.econbiz.de/10010096689

E-business Model Innovation and Capability Building

Gagnon, Stephane - World Institute for Development Economic Research … - 2003

Persistent link: https://www.econbiz.de/10005031713

Practical machine learning in financial market trend prediction

Lahmiri, Salim - In: Analytical approaches to strategic decision-making : …, (pp. 206-217). 2014

Persistent link: https://www.econbiz.de/10010339131

Features selection, data mining and finacial risk classification : a comparative study

Lahmiri, Salim - In: Intelligent systems in accounting finance and … 23 (2016) 4, pp. 265-275

Persistent link: https://www.econbiz.de/10011668094

A two-step system for direct bank telemarketing outcome classification

Lahmiri, Salim - In: Intelligent systems in accounting finance and … 24 (2017) 1, pp. 49-55

Persistent link: https://www.econbiz.de/10011757272

The effect of the COVID-19 pandemic on multifractals of price returns and trading volume variations of cryptocurrencies

Lahmiri, Salim - In: Decision analytics journal 6 (2023), pp. 1-5

We investigate the multifractal properties of daily price returns and trading volume variations in 35 cryptocurrencies by using the method of wavelet leaders prior and during the COVID-19 pandemic. The obtained results from the analysis of scaling exponent functions and multifractal spectrums...

Persistent link: https://www.econbiz.de/10014505962

Assessing efficiency in prices and trading volumes of cryptocurrencies before and during the COVID‑19 pandemic with fractal, chaos, and randomness : evidence from a large dataset

Lahmiri, Salim - In: Financial innovation : FIN 10 (2024), pp. 1-12

This study examines the market efciency in the prices and volumes of transactions of 41 cryptocurrencies. Specifcally, the correlation dimension (CD), Lyapunov Exponent (LE), and approximate entropy (AE) were estimated before and during the COVID-19 pandemic. Then, we applied Student's t-test...

Persistent link: https://www.econbiz.de/10014541840

An entropy-LVQ system for S&P500 downward shifts forecasting

Lahmiri, Salim - In: Management science letters 2 (2012) 1, pp. 21-28

Persistent link: https://www.econbiz.de/10009958957

A clustering approach to examine the dynamics of the NASDAQ topology in times of crisis

Lahmiri, Salim - In: Management science letters 2 (2012) 6, pp. 2113-2118

Persistent link: https://www.econbiz.de/10010077981