Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects
Created by W.Langdon from
gp-bibliography.bib Revision:1.8110
- @Article{Sermpinis:2014:JIFMIM,
-
author = "Georgios Sermpinis and Charalampos Stasinakis and
Christian Dunis",
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title = "Stochastic and genetic neural network combinations in
trading and hybrid time-varying leverage effects",
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journal = "Journal of International Financial Markets,
Institutions and Money",
-
volume = "30",
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pages = "21--54",
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year = "2014",
-
ISSN = "1042-4431",
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DOI = "doi:10.1016/j.intfin.2014.01.006",
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URL = "http://www.sciencedirect.com/science/article/pii/S1042443114000080",
-
keywords = "genetic algorithms, genetic programming, Forecast
combinations, Kalman Filter, Support vector regression,
Trading strategies",
- }
Genetic Programming entries for
Georgios Sermpinis
Charalampos Stasinakis
Christian L Dunis
Citations