A hitchhiker's guide to the techniques of adaptive nonlinear models

DOI10.1016/S0167-6687(99)00058-XMaRDI QIDQ1584510zbMATH OpenFDO

Authors Arnold F. Shapiro

Publication date 2 May 2001

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

heuristicsgenetic algorithmsneural networksANM techniques

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

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• Automatic Generation of Neural Network Architecture Using Evolutionary Computation
• Complex Dynamics, Market Mediation and Stock Price Behavior
• Deterministic Nonperiodic Flow

Cited in

(11)

• Neural networks in financial trading
• Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds
• European exchange trading funds trading with locally weighted support vector regression
• Neural network copula portfolio optimization for exchange traded funds
• A new adaptive multiple modelling approach for non-linear and non-stationary systems
• Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and particle swarm optimization
• Forecasting government bond spreads with heuristic models: evidence from the eurozone periphery
• Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms -- support vector regression forecast combinations
• Development of adaptive modeling techniques for non-linear hysteretic systems
• Probability distributions and leveraged trading strategies: an application of Gaussian mixture models to the Morgan Stanley Technology Index Tracking Fund
• Implementing adaptive nonlinear models

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