Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms -- support vector regression forecast combinations

DOI10.1016/J.EJOR.2015.06.052zbMATH Open1347.91237OpenAlexW1504141014MaRDI QIDQ320100FDOQ320100

Authors: Georgios Sermpinis, Charalampos Stasinakis, Konstantinos Theofilatos, Andreas Karathanasopoulos 

Publication date: 6 October 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2015.06.052

Recommendations

• Exchange-rates forecasting: A hybrid algorithm based on genetically optimized adaptive neural networks
• Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and particle swarm optimization
• A hybrid support vector machine regression for exchange rate prediction
• Publication:4945601
• scientific article; zbMATH DE number 953068

zbMATH Keywords

exchange ratesforecast combinationsgenetic algorithmsfeature subsetsupport vector regression

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Inference from stochastic processes and prediction (62M20) Financial applications of other theories (91G80)

Cites Work

• Title not available (Why is that?)
• Robust Truncated Hinge Loss Support Vector Machines
• Title not available (Why is that?)
• Multicategory Support Vector Machines
• Comprehensible credit scoring models using rule extraction from support vector machines
• Discriminatory Analysis. Nonparametric Discrimination: Consistency Properties
• Practical selection of SVM parameters and noise estimation for SVM regression
• Multicategory ψ-Learning
• Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and particle swarm optimization
• Support vector regression for warranty claim forecasting
• Support vector machines for default prediction of SMEs based on technology credit
• A hitchhiker's guide to the techniques of adaptive nonlinear models
• Weighted least squares support vector machines: robustness and sparse approximation
• Support vector regression for loss given default modelling
• Short term forecasting with support vector machines and application to stock price prediction
• A note on genetic algorithms for large-scale feature selection
• A hybrid support vector machine regression for exchange rate prediction

Cited In (8)

• Exchange rate forecasting using ensemble modeling for better policy implications
• Forecasting government bond spreads with heuristic models: evidence from the eurozone periphery
• Non-Linear Interactions and Exchange Rate Prediction: Empirical Evidence Using Support Vector Regression
• A hybrid forecasting approach applied in the electrical power system based on data preprocessing, optimization and artificial intelligence algorithms
• Modelling, forecasting and trading with a new sliding window approach: the crack spread example
• Personal income tax reforms: a genetic algorithm approach
• 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

This page was built for publication: Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms -- support vector regression forecast combinations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q320100)