Pages that link to "Item:Q2253530"

The following pages link to Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and particle swarm optimization (Q2253530):

Displaying 15 items.

• A hybrid stock trading system using genetic network programming and mean conditional value-at-risk (Q300078) (← links)
• Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms -- support vector regression forecast combinations (Q320100) (← links)
• A data analytic approach to forecasting daily stock returns in an emerging market (Q323244) (← links)
• Eidetic wolf search algorithm with a global memory structure (Q323278) (← links)
• Neural networks in financial trading (Q829154) (← links)
• Deep learning with long short-term memory networks for financial market predictions (Q1651723) (← links)
• Soft computing hybrids for FOREX rate prediction: a comprehensive review (Q1654378) (← links)
• TRANSFORM-ANN for online optimization of complex industrial processes: casting process as case study (Q1694351) (← links)
• Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds (Q1694930) (← links)
• Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S\&P 500 (Q1751873) (← links)
• News-based forecasts of macroeconomic indicators: a semantic path model for interpretable predictions (Q1991118) (← links)
• Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate (Q2078000) (← links)
• Revealing pairs-trading opportunities with long short-term memory networks (Q2239926) (← links)
• Forecasting government bond spreads with heuristic models: evidence from the eurozone periphery (Q2288926) (← links)
• Modelling, forecasting and trading with a new sliding window approach: the crack spread example (Q4554253) (← links)