Modelling and trading the English and German stock markets with novelty optimization techniques

DOI10.1002/FOR.2445zbMATH Open1397.62417OpenAlexW2553699897WikidataQ123345424 ScholiaQ123345424MaRDI QIDQ4687654FDOQ4687654

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

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

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zbMATH Keywords

machine learningparticle swarm optimizationradial basis functionFTSE 100confirmation filtersDAX 30 day tradinginput selection criterion

Mathematics Subject Classification ID

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

Cited In (2)

• Modelling, forecasting and trading with a new sliding window approach: the crack spread example
• Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds

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