Forecasting and trading the EUR/USD exchange rate with stochastic Neural Network combination and time-varying leverage-Reference-Cited by-同舟云学术

Forecasting and trading the EUR/USD exchange rate with stochastic Neural Network combination and time-varying leverage

Published:2012-12 Issue:1 Volume:54 Page:316-329
ISSN:0167-9236
Container-title:Decision Support Systems
language:en
Short-container-title:Decision Support Systems

Author:

Sermpinis Georgios,Dunis Christian,Laws Jason,Stasinakis Charalampos

Publisher

Elsevier BV

Subject

Information Systems and Management,Arts and Humanities (miscellaneous),Developmental and Educational Psychology,Information Systems,Management Information Systems

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5. L. Bertolini, Trading Foreign Exchange Carry Portfolios, PhD Thesis, Cass Business School, City University London, 2010.

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