Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms - Support vector regression forecast combinations

European Journal of Operational Research

Volumn 247, Issue 3, 2015, Pages 831-846

  Sermpinis, Georgios ^a   Stasinakis, Charalampos ^a   Theofilatos, Konstantinos ^b   Karathanasopoulos, Andreas ^c  

^a UNIVERSITY OF GLASGOW   (United Kingdom)

^b UNIVERSITY OF PATRAS   (Greece)

^c UNIVERSITY OF EAST LONDON   (United Kingdom)

Author keywords

Exchange rates; Feature subset; Forecast combinations; Genetic algorithms; Support vector regression

Indexed keywords

COMMERCE; FINANCE; FORECASTING; GENETIC ALGORITHMS;

EXCHANGE RATES; FEATURE SUBSET; FITNESS FUNCTIONS; FORECAST COMBINATIONS; OPTIMAL PARAMETER SELECTION; STATISTICAL ACCURACY; TRADING EFFICIENCY; TRAINING PROCEDURES;

SUPPORT VECTOR REGRESSION;

EID: 84940590334     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2015.06.052     Document Type: Article

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