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

By Georgios Sermpinis, Charalampos Stasinakis, Christian L. Dunis. 2014

24 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research, Evolutionary Computation, Time-Series & Forecasting

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Omer Berat Sezer
2. A. Ozbayoglu
3. M. Ugur Gudelek

In Finance

1. M. Ugur Gudelek
2. A. Ozbayoglu
3. Omer Berat Sezer
4. Weiwei Jiang
5. Longbing Cao

In Management Science and Operations Research

1. M. Ugur Gudelek
2. Omer Berat Sezer
3. A. Ozbayoglu
4. Weiwei Jiang
5. Longbing Cao

In Evolutionary Computation

1. A. Ozbayoglu
2. M. Ugur Gudelek
3. Omer Berat Sezer

In Time-Series & Forecasting

1. M. Ugur Gudelek
2. Omer Berat Sezer
3. A. Ozbayoglu
4. Weiwei Jiang
5. Longbing Cao

Citations in the corpus

• Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019 (2019, methodology): “[175] EUR/USD, EUR/GBP, EUR/JPY, EUR/CHF 1999-2012 Price data 12d 1d RNN, MLP, PSN MAE, MAPE, RMSE, THEIL-U -”