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An Intelligent Model for Pairs Trading Using Genetic Algorithms
13 references·0 citing·48 second hop
An Intelligent Model for Pairs Trading Using Genetic Algorithms (2015)An Intelligent Model for Pairs Trading Us…A causal feature selection algorithm for stock prediction modeling (2014)A causal feature selection al…Statistical Arbitrage and High-Frequency Data with an Application to Eurostoxx 50 Equities (2013)Statistical Arbitrage and Hig…A hybrid stock selection model using genetic algorithms and support vector regression (2011)A hybrid stock selection mode…Statistical Arbitrage in the U.S. Equities Market (2008)Statistical Arbitrage in the …A hybrid SOFM-SVR with a filter-based feature selection for stock market forecasting (2008)A hybrid SOFM-SVR with a filt…Stock Selection: An Innovative Application of Genetic Programming Methodology (2007)Stock Selection: An Innovativ…Pairs Trading: Performance of a Relative-Value Arbitrage Rule (2006)Pairs Trading: Performance of…A Double-Stage Genetic Optimization Algorithm for Portfolio Selection (2006)A Double-Stage Genetic Optimi…Pairs trading (2005)Pairs tradingCost functions and model combination for VaR-based asset allocation using neural networks (2001)Cost functions and model comb…Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index (2000)Genetic algorithms approach t…Forecasting with artificial neural networks: (1998)Forecasting with artificial n…A nonlinear forecasts combination method based on Takagi–Sugeno fuzzy systems (1998)A nonlinear forecasts combina…Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)Time series forecasting using a hybrid ARIMA and neural network model (2003)DeepAR: Probabilistic forecasting with autoregressive recurrent networks (2019)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Seleção de uma Carteira de Pares de Ações Usando Cointegração: Uma Estratégia de Arbitragem Estatística (2013)Mean-Reverting Portfolio With Budget Constraint (2018)Enhancing a Pairs Trading strategy with the application of Machine Learning (2020)Application of support vector machines in financial time series forecasting (2001)Financial time series forecasting using support vector machines (2003)Forecasting stock market movement direction with support vector machine (2004)Portfolio formation with preselection using deep learning from long-term financial data (2019)Stock Market Forecasting Using Computational Intelligence: A Survey (2020)A survey on machine learning models for financial time series forecasting (2022)Fuzzy sets (1965)The Combination of Forecasts (1969)Fuzzy sets (1996)A short and mean-term automatic forecasting system––application to textile logistics (2003)Forecast Combination and Encompassing (2004)25 Years of Iif Time Series Forecasting: A Selective Review (2005)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Efficient Capital Markets: II (1991)The Sharpe Ratio (1994)Wrapper ANFIS-ICA method to do stock market timing and feature selection on the basis of Japanese Candlestick (2015)Forecasting East Asian Indices Futures via a Novel Hybrid of Wavelet-PCA Denoising and Artificial Neural Network Models (2016)Stock market prediction and Portfolio selection models: a survey (2017)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)On Persistence in Mutual Fund Performance (1997)Role of Managerial Incentives and Discretion in Hedge Fund Performance (2009)Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)Cryptocurrency trading: a comprehensive survey (2022)Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean reversion in stock prices (1988)Common Factors Affecting Bond Returns (1991)STATISTICAL ARBITRAGE PAIRS TRADING STRATEGIES: REVIEW AND OUTLOOK (2016)Large data sets and machine learning: Applications to statistical arbitrage (2019)Forecasting directional movements of stock prices for intraday trading using LSTM and random forests (2022)Pairs Trading: Quantitative Methods and Analysis (2004)A literature review of technical analysis on stock markets (2017)Network analysis of global stock markets at the beginning of the coronavirus disease (Covid-19) outbreak (2020)A novel deep learning framework: Prediction and analysis of financial time series using CEEMD and LSTM (2020)Artificial Intelligence Applied to Stock Market Trading: A Review (2021)Financial time series forecasting model based on CEEMDAN and LSTM (2018)NSE Stock Market Prediction Using Deep-Learning Models (2018)CNNpred: CNN-based stock market prediction using a diverse set of 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References

  • 1998Forecasting with artificial neural networks:4,225 cited
  • 2006Pairs Trading: Performance of a Relative-Value Arbitrage Rule785 cited
  • 2000Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index758 cited
  • 2008Statistical Arbitrage in the U.S. Equities Market375 cited
  • 2005Pairs trading295 cited
  • 2008A hybrid SOFM-SVR with a filter-based feature selection for stock market forecasting257 cited
  • 2011A hybrid stock selection model using genetic algorithms and support vector regression243 cited
  • 2014A causal feature selection algorithm for stock prediction modeling91 cited
  • 1998A nonlinear forecasts combination method based on Takagi–Sugeno fuzzy systems64 cited
  • 2013Statistical Arbitrage and High-Frequency Data with an Application to Eurostoxx 50 Equities52 cited
  • 2001Cost functions and model combination for VaR-based asset allocation using neural networks50 cited
  • 2006A Double-Stage Genetic Optimization Algorithm for Portfolio Selection44 cited
  • 2007Stock Selection: An Innovative Application of Genetic Programming Methodology41 cited

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