USING NON-PARAMETRIC SEARCH ALGORITHMS TO FORECAST DAILY EXCESS STOCK RETURNS

DOI10.1016/S0731-9053(04)19004-XMaRDI QIDQ5756940zbMATH OpenOpenAlexFDO

Authors Nathan Lael Joseph, David S. Brée, Efstathios Kalyvas

Publication date 5 September 2007

Published in Applications of Artificial Intelligence in Finance and Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0731-9053(04)19004-x

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Approximation methods and heuristics in mathematical programming (90C59)

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