Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects

Created by W.Langdon from gp-bibliography.bib Revision:1.8051

@Article{Sermpinis:2014:JIFMIM,

• author = "Georgios Sermpinis and Charalampos Stasinakis and Christian Dunis",
• title = "Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects",
• journal = "Journal of International Financial Markets, Institutions and Money",
• volume = "30",
• pages = "21--54",
• year = "2014",
• ISSN = "1042-4431",
• DOI = "doi:10.1016/j.intfin.2014.01.006",
• 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