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

DOI10.1016/S0167-6687(99)00058-XzbMATH Open0959.62098MaRDI QIDQ1584510FDOQ1584510

Authors: Arnold F. Shapiro 

Publication date: 2 May 2001

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

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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)

Cites Work

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• Deterministic Nonperiodic Flow
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• Complex Dynamics, Market Mediation and Stock Price Behavior
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• Automatic Generation of Neural Network Architecture Using Evolutionary Computation
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Cited In (11)

• Neural networks in financial trading
• A new adaptive multiple modelling approach for non-linear and non-stationary systems
• 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
• Implementing adaptive nonlinear models
• Forecasting government bond spreads with heuristic models: evidence from the eurozone periphery
• Probability distributions and leveraged trading strategies: an application of Gaussian mixture models to the Morgan Stanley Technology Index Tracking Fund
• Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and particle swarm optimization
• 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

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