Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations

Title
Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations
Authors
Keywords
Genetic algorithms, Support vector regression, Feature subset, Forecast combinations, Exchange rates
Journal
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume 247, Issue 3, Pages 831-846
Publisher
Elsevier BV
Online
2015-06-30
DOI
10.1016/j.ejor.2015.06.052

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