Modeling and trading FTSE100 index using a novel sliding window approach which combines adaptive Differential Evolution and Support Vector Regression

IFIP Advances in Information and Communication Technology

Volumn 412, Issue , 2013, Pages 486-496

  Theofilatos, Konstantinos ^a   Karathanasopoulos, Andreas ^b   Middleton, Peter ^c   Georgopoulos, Efstratios ^d   Likothanassis, Spiros ^a  

^a UNIVERSITY OF PATRAS   (Greece)

^b UNIVERSITY OF EAST LONDON   (United Kingdom)

^c UNIVERSITY OF LIVERPOOL   (United Kingdom)

^d TECHNOLOGICAL EDUCATIONAL INSTITUTE OF KALAMATA   (Greece)

Author keywords

Confirmation filters; Daily trading; Differential Evolution; FTSE100; Support Vector Regression

Indexed keywords

ARTIFICIAL INTELLIGENCE; EVOLUTIONARY ALGORITHMS; LEARNING SYSTEMS; OPTIMIZATION; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

CONFIRMATION FILTERS; DAILY TRADING; DIFFERENTIAL EVOLUTION; FTSE100; SUPPORT VECTOR REGRESSION (SVR);

COMMERCE;

EID: 84894039372     PISSN: 18684238     EISSN: None     Source Type: Book Series    
DOI: 10.1007/978-3-642-41142-7_49     Document Type: Conference Paper

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