Modelling and Trading the English and German Stock Markets with Novelty Optimization Techniques-Reference-Cited by-同舟云学术

Modelling and Trading the English and German Stock Markets with Novelty Optimization Techniques

Published:2016-11-06 Issue:8 Volume:36 Page:974-988
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Karathanasopoulos Andreas¹,Mitra Sovan²,Skindilias Konstantinos³,Lo Chia Chun⁴

Affiliation:

1. Department of Finance, Accounting and Managerial Economics; American University of Beirut; Lebanon

2. Department of Mathematical Sciences; University of Liverpool; UK

3. School of Computing and Mathematical Sciences; University of Greenwich; London UK

4. Faculty of Business Administration; University of Macau; Taipa Macau China

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Reference38 articles.

1. Black and Scholes versus artificial neural networks in pricing FTSE100 options;Bennell;Intelligent Systems in Accounting, Finance and Management,2005

2. Multivariate functional interpolation and adaptive networks;Broomhead;Complex Systems,1988

3. Support vector machine with adaptive parameters in financial time series forecasting;Cao;IEEE Transactions on Neural Networks,2003

4. Comparing predictive accuracy;Diebold;Journal of Business and Economic Statistics,1995

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A review of artificial intelligence quality in forecasting asset prices;Journal of Forecasting;2023-04-02

2. A hybrid prediction model with time‐varying gain tracking differentiator in Taylor expansion: Evidence from precious metals;Journal of Forecasting;2022-12-04

3. Evaluation Model of Physical Education Effect: On the Application of Radial Basis Function-Particle Swarm Optimization Neural Network (RBFNN-PSO);Computational Intelligence and Neuroscience;2021-07-30

4. Machine learning applied in the stock market through the Moving Average Convergence Divergence (MACD) indicator;Investment Management and Financial Innovations;2020-11-03

5. Optimization of Backtesting Techniques in Automated High Frequency Trading Systems Using the d-Backtest PS Method;Computational Economics;2019-12-17