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

DOI10.1002/FOR.2445MaRDI QIDQ4687654zbMATH OpenOpenAlexWikidataFDO

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

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)

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