Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds

DOI10.1016/j.ejor.2017.06.019zbMath1380.90292OpenAlexW2621909493MaRDI QIDQ1694930

Georgios Sermpinis, Charalampos Stasinakis, Arman Hassanniakalager

Publication date: 6 February 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: http://eprints.gla.ac.uk/142241/7/142241.pdf

zbMATH Keywords

optimizationforecastingsupport vector regressionkrill herdadaptive market hypothesis

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of mathematical programming (90C90) Approximation methods and heuristics in mathematical programming (90C59) Microeconomic theory (price theory and economic markets) (91B24)

Related Items (1)

Forecasting government bond spreads with heuristic models: evidence from the eurozone periphery

Uses Software

• ABC
• Krill herd

Cites Work

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