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

DOI10.1016/J.EJOR.2015.06.052MaRDI QIDQ320100zbMATHOpenAlexFDO

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

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)

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Cited in

(9)

• A hybrid forecasting approach applied in the electrical power system based on data preprocessing, optimization and artificial intelligence algorithms
• Exchange rate forecasting using ensemble modeling for better policy implications
• 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
• Modelling, forecasting and trading with a new sliding window approach: the crack spread example
• Non-linear interactions and exchange rate prediction: empirical evidence using support vector regression
• Personal income tax reforms: a genetic algorithm approach
• Forecasting government bond spreads with heuristic models: evidence from the eurozone periphery
• Forecasting RMB exchange rate based on EEMD and SVR

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