Modeling and forecasting trading volume index: GARCH versus TGARCH approach

[IFIP Advances in Information and Commun

[IFIP Advances in Information and Communication Technology] Artificial Intelligence Applications and Innovations Volume 412 || Modeling and Trading FTSE100 Index Using a Novel Sliding Window Approach Which Combines Adaptive Differential Evolution and Support Vector Regression

✍ Papadopoulos, Harris; Andreou, Andreas S.; Iliadis, Lazaros; Maglogiannis, Ilias 📂 Article 📅 2013 🏛 Springer Berlin Heidelberg 🌐 English ⚖ 224 KB

This book constitutes the refereed proceedings of the 9th IFIP WG 12.5 International Conference on Artificial Intelligence Applications and Innovations, AIAI 2013, held in Paphos, Cyprus, in September/October 2013. The 26 revised full papers presented together with a keynote speech at the main event