A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading
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DOI: 10.1057/jam.2013.2
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- Vitor Azevedo & Christopher Hoegner, 2023. "Enhancing stock market anomalies with machine learning," Review of Quantitative Finance and Accounting, Springer, vol. 60(1), pages 195-230, January.
- Kang, Haijun & Zong, Xiangyu & Wang, Jianyong & Chen, Haonan, 2023. "Binary gravity search algorithm and support vector machine for forecasting and trading stock indices," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 507-526.
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Keywords
ASE 20; FTSE 100; trading simulation; genetic algorithms; support vector machines;All these keywords.
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