Modelling, forecasting and trading with a new sliding window approach: the crack spread example (Q4554253)
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scientific article; zbMATH DE number 6976848
Language | Label | Description | Also known as |
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English | Modelling, forecasting and trading with a new sliding window approach: the crack spread example |
scientific article; zbMATH DE number 6976848 |
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Modelling, forecasting and trading with a new sliding window approach: the crack spread example (English)
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13 November 2018
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spread trading
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PSO RBF neural network
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MLP neural network
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HONN
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sliding window training
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ARMA
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GARCH
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threshold confirmation filters
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