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

DOI10.1016/S0731-9053(04)19004-XzbMath1118.91325OpenAlexW408872355MaRDI QIDQ5756940

Efstathios Kalyvas, Nathan Lael Joseph, David S. Brée

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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