Number of items: 11.
Article
Sermpinis, G., Theofilatos, K., Karathanasopoulos, A., and Dunis, C.
(2013)
Forecasting foreign exchange rates with adaptive neural networks using radial basis functions and particle swarm optimization.
European Journal of Operational Research, 225
(3).
pp. 528-540.
ISSN 0377-2217
(doi:10.1016/j.ejor.2012.10.020)
Dunis, C.L., Likothanassis, S.D., Karathanasopoulos, A.S., Sermpinis, G.S., and Theofilatos, K.A.
(2013)
A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading.
Journal of Asset Management, 14
(1).
pp. 52-71.
ISSN 1470-8272
(doi:10.1057/jam.2013.2)
Sermpinis, G, Laws, J., and Dunis, C.L.
(2013)
Modelling commodity value at risk with Psi Sigma neural networks using open–high–low–close data.
European Journal of Finance
.
ISSN 1351-847X
(doi:10.1080/1351847X.2012.744763)
(In Press)
Sermpinis, G., Laws, J., and Dunis, C.L.
(2013)
Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks.
European Journal of Finance
.
pp. 1-15.
ISSN 1351-847X
(doi:10.1080/1351847X.2011.606990)
(In Press)
Sermpinis, G., Dunis, C., Laws, J., and Stasinakis, C.
(2012)
Forecasting and trading the EUR/USD exchange rate with stochastic Neural Network combination and time-varying leverage.
Decision Support Systems, 54
(1).
pp. 316-329.
ISSN 0167-9236
(doi:10.1016/j.dss.2012.05.039)
Sermpinis, G., Laws, J., Karathanasopoulos, A., and Dunis, C.L.
(2012)
Forecasting and trading the EUR/USD exchange rate with Gene Expression and Psi Sigma Neural Networks.
Expert Systems with Applications, 39
(10).
pp. 8865-8877.
ISSN 0957-4174
(doi:10.1016/j.eswa.2012.02.022)
Dunis, C.L., Laws, J., and Sermpinis, G.
(2011)
Higher order and recurrent neural architectures for trading the EUR/USD exchange rate.
Quantitative Finance, 11
(4).
pp. 615-629.
ISSN 1469-7688
(doi:10.1080/14697680903386348)
Dunis, C.L., Laws, J., and Sermpinis, G.
(2010)
Modelling and trading the EUR/USD exchange rate at the ECB fixing.
European Journal of Finance, 16
(6).
pp. 541-560.
ISSN 1351-847X
(doi:10.1080/13518470903037771)
Dunis, C.L., Laws, J., and Sermpinis, G.
(2010)
Modelling commodity value at risk with higher order neural networks.
Applied Financial Economics, 20
(7).
pp. 585-600.
ISSN 0960-3107
(doi:10.1080/09603100903459873)
Dunis, C.L., Laws, J., and Sermpinis, G.
(2009)
The robustness of neural networks for modelling and trading the EUR/USD exchange rate at the ECB fixing.
Journal of Derivatives and Hedge Funds, 15
(3).
pp. 186-205.
ISSN 1753-9641
(doi:10.1057/jdhf.2009.10)
Dunis, C.L., Likothanasis, S.D., Karathanasopoulos, A.A., Sermpinis, G.S., and Theofilatos, K.A.
A hybrid genetic algorithm–supportvector machine approach
in the task of forecasting and trading.
Journal of Asset Management
.
ISSN 1470-8272
(doi:10.1057/jam.2013.2)
This list was generated on Fri May 24 21:34:52 2013 BST.