Adaptive evolutionary neural networks for forecasting and trading without a data-snooping bias

DOI10.1002/FOR.2338MaRDI QIDQ4687579zbMATH OpenOpenAlexFDO

Authors Georgios Sermpinis, Thanos Verousis, Konstantinos Theofilatos

Publication date 12 October 2018

Published in Journal of Forecasting (Search for Journal in Brave)

Full work available at URL http://repository.essex.ac.uk/24180/1/Adaptive%20Evolutionary%20Neural%20Networks%20for%20Forecasting%20and%20Trading%20without%20a%20Data%20Snooping%20Bias%20Verousis.pdf

zbMATH Keywords

artificial intelligencedata snoopingfinancial forecastingtrading

Mathematics Subject Classification ID

Neural nets and related approaches to inference from stochastic processes (62M45) Applications of statistics to economics (62P20)

Recommendations

• Neural networks in financial trading
• scientific article; zbMATH DE number 1304890
• Neural networks in the capital markets: An application to index forecasting
• Evolutionary training for dynamical recurrent neural networks: an application in finantial time series prediction
• Application of neural networks to an emerging financial market: Forecasting and trading the Taiwan Stock index.

Cited in

(4)

• European exchange trading funds trading with locally weighted support vector regression
• A Neuro-Evolutionary Approach for Interest Rate Modelling
• A multi-criteria approach to evolve sparse neural architectures for stock market forecasting
• Robust trading rule selection and forecasting accuracy

This page was built for publication: Adaptive evolutionary neural networks for forecasting and trading without a data-snooping bias

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4687579)