Neural networks in financial trading
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Publication:829154
DOI10.1007/S10479-019-03144-YzbMATH Open1462.91019OpenAlexW2914668013MaRDI QIDQ829154FDOQ829154
Authors: Georgios Sermpinis, Andreas Karathanasopoulos, Rafael Rosillo, David de la Fuente 
Publication date: 5 May 2021
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: http://eprints.gla.ac.uk/178881/1/178881.pdf
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Cites Work
- The Stationary Bootstrap
- A Direct Approach to False Discovery Rates
- A Reality Check for Data Snooping
- Control of generalized error rates in multiple testing
- Multilayer feedforward networks are universal approximators
- Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and particle swarm optimization
- A hitchhiker's guide to the techniques of adaptive nonlinear models
- Nonlinearity, data-snooping, and stock index ETF return predictability
- Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S\&P 500
- Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters
- Forecasting performance of nonlinear models for intraday stock returns
Cited In (11)
- Modelling and trading the English and German stock markets with novelty optimization techniques
- Credit default prediction from user-generated text in peer-to-peer lending using deep learning
- A deep multitask learning approach for air quality prediction
- A neural network based multi-class trading strategy for the S\&P 500 index
- Using Kalman-filtered Radial Basis Function Networks for Index Arbitrage in the Financial Markets
- Title not available (Why is that?)
- On the profitability of technical trading rules based on artificial neural networks: Evidence from the Madrid stock market
- Application of neural networks to an emerging financial market: Forecasting and trading the Taiwan Stock index.
- Adaptive evolutionary neural networks for forecasting and trading without a data-snooping bias
- Classification-based financial markets prediction using deep neural networks
- A multi-criteria approach to evolve sparse neural architectures for stock market forecasting
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