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Cites work
- A Direct Approach to False Discovery Rates
- A Reality Check for Data Snooping
- A hitchhiker's guide to the techniques of adaptive nonlinear models
- Control of generalized error rates in multiple testing
- Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S\&P 500
- Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and particle swarm optimization
- Forecasting performance of nonlinear models for intraday stock returns
- Multilayer feedforward networks are universal approximators
- Nonlinearity, data-snooping, and stock index ETF return predictability
- Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters
- The Stationary Bootstrap
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
- scientific article; zbMATH DE number 1304902 (Why is no real title available?)
- 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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