Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds
DOI10.1016/j.ejor.2017.06.019zbMath1380.90292OpenAlexW2621909493MaRDI QIDQ1694930
Georgios Sermpinis, Charalampos Stasinakis, Arman Hassanniakalager
Publication date: 6 February 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://eprints.gla.ac.uk/142241/7/142241.pdf
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of mathematical programming (90C90) Approximation methods and heuristics in mathematical programming (90C59) Microeconomic theory (price theory and economic markets) (91B24)
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