A Hitchhiker's guide to the techniques of adaptive nonlinear models
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Bibliographic InfoArticle provided by Elsevier in its journal Insurance: Mathematics and Economics.
Volume (Year): 26 (2000)
Issue (Month): 2-3 (May)
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Web page: http://www.elsevier.com/locate/inca/505554
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- Benoit Mandelbrot, 1963. "The Variation of Certain Speculative Prices," The Journal of Business, University of Chicago Press, vol. 36, pages 394.
- William J. Baumol & Richard E. Quandt, 1985. "Chaos Models and Their Implications for Forecasting," Eastern Economic Journal, Eastern Economic Association, vol. 11(1), pages 3-15, Jan-Mar.
- Sancho Salcedo-Sanz & L. Carro-Calvo & Mercè Claramunt & Anna Castañer & Maite Marmol, 2013. "An Analysis of Black-box Optimization Problems in Reinsurance: Evolutionary-based Approaches," Working Papers XREAP2013-04, Xarxa de Referència en Economia Aplicada (XREAP), revised May 2013.
- Sermpinis, Georgios & Theofilatos, Konstantinos & Karathanasopoulos, Andreas & Georgopoulos, Efstratios F. & Dunis, Christian, 2013. "Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization," European Journal of Operational Research, Elsevier, vol. 225(3), pages 528-540.
- Andreas Lindemann & Christian Dunis & Paulo Lisboa, 2005. "Probability distributions and leveraged trading strategies: an application of Gaussian mixture models to the Morgan Stanley Technology Index Tracking Fund," Quantitative Finance, Taylor & Francis Journals, vol. 5(5), pages 459-474.
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