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

DOI10.1016/S0167-6687(99)00058-XzbMath0959.62098MaRDI QIDQ1584510

Arnold F. Shapiro

Publication date: 2 May 2001

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

zbMATH Keywords

heuristicsneural networksgenetic algorithmsANM techniques

Mathematics Subject Classification ID

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

Related Items (9)

Neural networks in financial trading ⋮ Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms -- support vector regression forecast combinations ⋮ Neural network copula portfolio optimization for exchange traded funds ⋮ 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 ⋮ 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 ⋮ Probability distributions and leveraged trading strategies: an application of Gaussian mixture models to the Morgan Stanley Technology Index Tracking Fund ⋮ Implementing adaptive nonlinear models

Cites Work

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

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