Modelling and Trading the English and German Stock Markets with Novelty Optimization Techniques

DOI10.1002/FOR.2445zbMath1397.62417OpenAlexW2553699897WikidataQ123345424 ScholiaQ123345424MaRDI QIDQ4687654

Konstantinos Skindilias, Chia Chun Lo, Sovan Mitra, Andreas Karathanasopoulos

Publication date: 12 October 2018

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

Full work available at URL: https://doi.org/10.1002/for.2445

zbMATH Keywords

radial basis functionmachine learningparticle swarm optimizationFTSE 100confirmation filtersDAX 30 day tradinginput selection criterion

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Learning and adaptive systems in artificial intelligence (68T05) Paired and multiple comparisons; multiple testing (62J15)

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