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Artificial intelligence in financial markets: cutting-edge applications for risk management, portfolio optimization and economics

2016

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Forecasting and trading the EUR/USD exchange rate with Gene Expression and Psi Sigma Neural Networks

Expert systems with applications, 2012-08, Vol.39 (10), p.8865-8877

2012

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Higher order and recurrent neural architectures for trading the EUR/USD exchange rate

Quantitative finance, 2011-04, Vol.11 (4), p.615-629

2011

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Intelligent trading of seasonal effects: A decision support algorithm based on reinforcement learning

Decision Support Systems, 2014-08, Vol.64, p.100-108

2014

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Applied Quantitative Methods for Trading and Investment

1. Aufl., 2004

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Modelling commodity value at risk with Psi Sigma neural networks using open-high-low-close data

The European journal of finance, 2015-03, Vol.21 (4), p.316-336

2015

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Trading and hedging the corn/ethanol crush spread using time-varying leverage and nonlinear models

The European journal of finance, 2015-03, Vol.21 (4), p.352-375

2015

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Forecasting IBEX-35 moves using support vector machines

Neural computing & applications, 2013-07, Vol.23 (1), p.229-236

2013

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GP algorithm versus hybrid and mixed neural networks

The European journal of finance, 2013-03, Vol.19 (3), p.180-205

2013

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Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks

The European journal of finance, 2013-03, Vol.19 (3), p.165-179

2013

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Modelling and trading the Greek stock market with mixed neural network models

Applied financial economics, 2011-12, Vol.21 (23), p.1793-1808

2011

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Modelling commodity value at risk with higher order neural networks

Applied financial economics, 2010-04, Vol.20 (7), p.585-600

2010

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NONLINEAR FORECASTING OF THE GOLD MINER SPREAD: AN APPLICATION OF CORRELATION FILTERS

Intelligent systems in accounting, finance & management, 2013-10, Vol.20 (4), p.207-231

2013

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Currency trading in volatile markets: Did neural networks outperform for the EUR/USD during the financial crisis 2007–2009?

Journal of Derivatives & Hedge Funds, 2012-02, Vol.18 (1), p.2-41

2012

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Modelling and trading the EUR/USD exchange rate at the ECB fixing

The European journal of finance, 2010-01, Vol.16 (6), p.541-560

2010

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A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading

Journal of asset management, 2013-02, Vol.14 (1), p.52-71

2013

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Forecasting and trading currency volatility: an application of recurrent neural regression and model combination

Journal of forecasting, 2002-08, Vol.21 (5), p.317-354

2002

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Profitable mean reversion after large price drops: A story of day and night in the S&P 500, 400 MidCap and 600 SmallCap Indices

Journal of asset management, 2011-08, Vol.12 (3), p.185-202

2011

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Cointegration portfolios of European equities for index tracking and market neutral strategies

Journal of asset management, 2005-06, Vol.6 (1), p.33-52

2005

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Emerging markets of South-East and Central Asia: Do they still offer a diversification benefit?

Journal of asset management, 2005-10, Vol.6 (3), p.168-190

2005

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Trading futures spread portfolios: applications of higher order and recurrent networks

The European journal of finance, 2008-01, Vol.14 (6), p.503-521

2008

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The robustness of neural networks for modelling and trading the EUR USD exchange rate at the ECB fixing

Journal of Derivatives & Hedge Funds, 2009-11, Vol.15 (3), p.186-205

2009

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Cointegration-based optimisation of currency portfolios

Journal of Derivatives & Hedge Funds, 2011-08, Vol.17 (2), p.86-114

2011

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Trading and filtering futures spread portfolios: Further applications of threshold and correlation filters

Journal of Derivatives & Hedge Funds, 2010-02, Vol.15 (4), p.274-287

2010

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Trading foreign exchange portfolios with volatility filters: the carry model revisited

Applied financial economics, 2007-01, Vol.17 (3), p.249-255

2007

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Artificial intelligence in financial markets: cutting-edge applications for risk management, portfolio optimization and economics

Forecasting and trading the EUR/USD exchange rate with Gene Expression and Psi Sigma Neural Networks

Higher order and recurrent neural architectures for trading the EUR/USD exchange rate

Intelligent trading of seasonal effects: A decision support algorithm based on reinforcement learning

Applied Quantitative Methods for Trading and Investment

Modelling commodity value at risk with Psi Sigma neural networks using open-high-low-close data

Trading and hedging the corn/ethanol crush spread using time-varying leverage and nonlinear models

Forecasting IBEX-35 moves using support vector machines

GP algorithm versus hybrid and mixed neural networks

Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks

Modelling and trading the Greek stock market with mixed neural network models

Modelling commodity value at risk with higher order neural networks

NONLINEAR FORECASTING OF THE GOLD MINER SPREAD: AN APPLICATION OF CORRELATION FILTERS

Currency trading in volatile markets: Did neural networks outperform for the EUR/USD during the financial crisis 2007–2009?

Modelling and trading the EUR/USD exchange rate at the ECB fixing

A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading

Forecasting and trading currency volatility: an application of recurrent neural regression and model combination

Profitable mean reversion after large price drops: A story of day and night in the S&P 500, 400 MidCap and 600 SmallCap Indices

Cointegration portfolios of European equities for index tracking and market neutral strategies

Emerging markets of South-East and Central Asia: Do they still offer a diversification benefit?

Trading futures spread portfolios: applications of higher order and recurrent networks

The robustness of neural networks for modelling and trading the EUR USD exchange rate at the ECB fixing

Cointegration-based optimisation of currency portfolios

Trading and filtering futures spread portfolios: Further applications of threshold and correlation filters

Trading foreign exchange portfolios with volatility filters: the carry model revisited

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