Portfolio Investments in the Forex Market
Author:
Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-21743-2_8
Reference22 articles.
1. Amiri, M., Zandieh, M., Vahdani, B., Soltani, R., Roshanaei, V.: An integrated eigenvector-DEA-TOPSIS methodology for portfolio risk evaluation in the FOREX spot market. Expert Syst. App. 37, 509–516 (2010)
2. Bollinger, J.: Bollinger on Bollinger Bands, McGraw-Hill, (2002)
3. de Brito, R. F. B., Oliveira, A. L. I.: Comparative study of forex trading systems builtwith SVR+GHSOM and genetic algorithms optimization of technical indicators, in: Proceedings of the 2012 24th IEEE International Conference on Tools withArtificial Intelligence, IEEE, pp. 351–358, (2012)
4. Carapuco, J., Neves, R., Horta, N.: Reinforcement learning applied to Forex trading. Appl. Soft Comput. 73, 783–794 (2018)
5. Deng, S., Yoshiyama, K., Mitsubuchi, T., Sakurai, A.: Hybrid method of multiple kernel learning and genetic algorithm for forecasting short-term foreign exchangerates. Comput. Econ. 45, 49–89 (2015)
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