| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A conditional fuzzy inference approach in forecasting |
0 |
0 |
2 |
12 |
0 |
1 |
6 |
42 |
| A data-driven explainable case-based reasoning approach for financial risk detection |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
| A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading |
0 |
0 |
1 |
10 |
1 |
1 |
6 |
26 |
| Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias |
0 |
0 |
1 |
6 |
1 |
2 |
4 |
33 |
| Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls |
1 |
1 |
1 |
1 |
1 |
2 |
9 |
9 |
| European Exchange Trading Funds Trading with Locally Weighted Support Vector Regression |
0 |
0 |
0 |
7 |
1 |
1 |
2 |
31 |
| Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions |
0 |
0 |
1 |
11 |
0 |
0 |
6 |
124 |
| Forecasting and trading Bitcoin with machine learning techniques and a hybrid volatility/sentiment leverage |
0 |
2 |
3 |
12 |
0 |
3 |
13 |
26 |
| Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization |
0 |
0 |
13 |
168 |
0 |
2 |
27 |
412 |
| Forecasting: theory and practice |
1 |
4 |
18 |
49 |
7 |
26 |
148 |
293 |
| Higher order and recurrent neural architectures for trading the EUR/USD exchange rate |
0 |
0 |
0 |
14 |
1 |
1 |
3 |
65 |
| Industry return prediction via interpretable deep learning |
1 |
1 |
1 |
1 |
1 |
6 |
6 |
6 |
| Inflation and Unemployment Forecasting with Genetic Support Vector Regression |
0 |
1 |
4 |
37 |
1 |
3 |
6 |
209 |
| Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
20 |
| Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations |
0 |
0 |
0 |
24 |
0 |
1 |
4 |
85 |
| Modelling Financial Markets during Times of Extreme Volatility: Evidence from the GameStop Short Squeeze |
0 |
0 |
0 |
3 |
0 |
2 |
4 |
16 |
| Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms |
0 |
0 |
0 |
15 |
0 |
1 |
1 |
112 |
| Modelling and trading the EUR/USD exchange rate at the ECB fixing |
0 |
0 |
1 |
52 |
0 |
1 |
8 |
362 |
| Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices |
0 |
0 |
1 |
37 |
1 |
1 |
6 |
159 |
| Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks |
0 |
0 |
1 |
12 |
1 |
1 |
3 |
58 |
| Modelling commodity value at risk with Psi Sigma neural networks using open-high-low-close data |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
26 |
| Modelling commodity value at risk with higher order neural networks |
1 |
1 |
1 |
29 |
1 |
1 |
1 |
124 |
| Modelling market implied ratings using LASSO variable selection techniques |
0 |
0 |
1 |
23 |
1 |
1 |
4 |
90 |
| Money demand stability: New evidence from transfer entropy |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Neural network copula portfolio optimization for exchange traded funds |
0 |
0 |
2 |
7 |
0 |
0 |
2 |
26 |
| Neural networks in financial trading |
1 |
1 |
4 |
16 |
1 |
5 |
14 |
56 |
| One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations |
0 |
0 |
0 |
14 |
0 |
1 |
6 |
116 |
| Operational risk: Emerging markets, sectors and measurement |
0 |
0 |
1 |
75 |
0 |
3 |
4 |
289 |
| Pascal's Wager and Information |
0 |
1 |
2 |
8 |
0 |
1 |
2 |
35 |
| Performance of technical trading rules: evidence from the crude oil market |
0 |
0 |
2 |
6 |
0 |
0 |
2 |
22 |
| Preface: application of operations research to financial markets |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
9 |
| Real‐Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
53 |
| Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
35 |
| Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization |
0 |
1 |
2 |
13 |
0 |
1 |
3 |
37 |
| Special Issue of Quantitative Finance on the ‘23rd Forecasting Financial Markets Conference’ |
0 |
0 |
1 |
2 |
0 |
0 |
1 |
12 |
| Special Issue of on ‘Commodity Markets’ |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
7 |
| Special issue of the International Journal of Finance and Economics innovations in finance, economics, risk management, and policy |
0 |
0 |
0 |
5 |
2 |
4 |
7 |
35 |
| Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects |
0 |
0 |
1 |
31 |
0 |
0 |
5 |
110 |
| Stock Market Simulation Using Support Vector Machines |
0 |
0 |
0 |
17 |
1 |
1 |
1 |
50 |
| Stock market linkages among new EMU members and the euro area |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
47 |
| Stock market prediction using evolutionary support vector machines: an application to the ASE20 index |
0 |
0 |
2 |
6 |
1 |
2 |
5 |
27 |
| Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices |
0 |
0 |
1 |
9 |
0 |
0 |
3 |
24 |
| Technical analysis, spread trading, and data snooping control |
0 |
0 |
2 |
2 |
0 |
2 |
7 |
8 |
| The Information Content of Equity Block Trades on the Warsaw Stock Exchange: An Estimation of Shares' Returns with the Usage of Simple Linear Regression and Multivariate Adaptive Regression Splines |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
29 |
| Trading the foreign exchange market with technical analysis and Bayesian Statistics |
0 |
2 |
4 |
20 |
1 |
5 |
17 |
56 |
| Ultra‐High‐Frequency Algorithmic Arbitrage Across International Index Futures |
0 |
0 |
2 |
44 |
0 |
0 |
3 |
101 |
| What influences a bank's decision to go public? |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
26 |
| Total Journal Articles |
5 |
15 |
76 |
849 |
24 |
83 |
358 |
3,543 |
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