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

Created by W.Langdon from gp-bibliography.bib Revision:1.3872

@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