Matches in SemOpenAlex for { <https://semopenalex.org/work/W92336183> ?p ?o ?g. }
- W92336183 endingPage "164" @default.
- W92336183 startingPage "155" @default.
- W92336183 abstract "AbstractWe investigate the correlations among the intraday prices of the major stocks of the Milan Stock Exchange by means of a neuro-evolutionary modeling method. In particular, the method used to approach such problem is to apply a very powerful natural computing analysis tool, namely evolutionary neural networks, based on the joint evolution of the topology and the connection weights together with a novel similarity-based crossover, to the analysis of a financial intraday time series expressing the stock quote variations of the FTSE MIB components. We show that it is possible to obtain extremely accurate models of the variations of the price of one stock based on the price variations of the other components of the stock list, which may be used for statistical arbitrage.KeywordsEvolutionary AlgorithmsNeural NetworksIntraday TradingStatistical Arbitrage" @default.
- W92336183 created "2016-06-24" @default.
- W92336183 creator A5021476457 @default.
- W92336183 creator A5069303169 @default.
- W92336183 creator A5079938701 @default.
- W92336183 date "2012-01-01" @default.
- W92336183 modified "2023-09-27" @default.
- W92336183 title "A Neuro-evolutionary Approach to Intraday Financial Modeling" @default.
- W92336183 cites W1588482716 @default.
- W92336183 cites W2015772239 @default.
- W92336183 cites W2032292402 @default.
- W92336183 cites W2064270391 @default.
- W92336183 cites W2083946438 @default.
- W92336183 cites W2123455615 @default.
- W92336183 cites W2149312065 @default.
- W92336183 cites W2316564661 @default.
- W92336183 cites W2119857550 @default.
- W92336183 doi "https://doi.org/10.1007/978-3-642-29178-4_16" @default.
- W92336183 hasPublicationYear "2012" @default.
- W92336183 type Work @default.
- W92336183 sameAs 92336183 @default.
- W92336183 citedByCount "1" @default.
- W92336183 countsByYear W923361832012 @default.
- W92336183 crossrefType "book-chapter" @default.
- W92336183 hasAuthorship W92336183A5021476457 @default.
- W92336183 hasAuthorship W92336183A5069303169 @default.
- W92336183 hasAuthorship W92336183A5079938701 @default.
- W92336183 hasConcept C10138342 @default.
- W92336183 hasConcept C106159729 @default.
- W92336183 hasConcept C122507166 @default.
- W92336183 hasConcept C127413603 @default.
- W92336183 hasConcept C142450864 @default.
- W92336183 hasConcept C143724316 @default.
- W92336183 hasConcept C149782125 @default.
- W92336183 hasConcept C151730666 @default.
- W92336183 hasConcept C154945302 @default.
- W92336183 hasConcept C159149176 @default.
- W92336183 hasConcept C160623529 @default.
- W92336183 hasConcept C162324750 @default.
- W92336183 hasConcept C167416602 @default.
- W92336183 hasConcept C181236170 @default.
- W92336183 hasConcept C200870193 @default.
- W92336183 hasConcept C204036174 @default.
- W92336183 hasConcept C2988984586 @default.
- W92336183 hasConcept C29912722 @default.
- W92336183 hasConcept C41008148 @default.
- W92336183 hasConcept C42854785 @default.
- W92336183 hasConcept C50644808 @default.
- W92336183 hasConcept C78519656 @default.
- W92336183 hasConcept C86803240 @default.
- W92336183 hasConceptScore W92336183C10138342 @default.
- W92336183 hasConceptScore W92336183C106159729 @default.
- W92336183 hasConceptScore W92336183C122507166 @default.
- W92336183 hasConceptScore W92336183C127413603 @default.
- W92336183 hasConceptScore W92336183C142450864 @default.
- W92336183 hasConceptScore W92336183C143724316 @default.
- W92336183 hasConceptScore W92336183C149782125 @default.
- W92336183 hasConceptScore W92336183C151730666 @default.
- W92336183 hasConceptScore W92336183C154945302 @default.
- W92336183 hasConceptScore W92336183C159149176 @default.
- W92336183 hasConceptScore W92336183C160623529 @default.
- W92336183 hasConceptScore W92336183C162324750 @default.
- W92336183 hasConceptScore W92336183C167416602 @default.
- W92336183 hasConceptScore W92336183C181236170 @default.
- W92336183 hasConceptScore W92336183C200870193 @default.
- W92336183 hasConceptScore W92336183C204036174 @default.
- W92336183 hasConceptScore W92336183C2988984586 @default.
- W92336183 hasConceptScore W92336183C29912722 @default.
- W92336183 hasConceptScore W92336183C41008148 @default.
- W92336183 hasConceptScore W92336183C42854785 @default.
- W92336183 hasConceptScore W92336183C50644808 @default.
- W92336183 hasConceptScore W92336183C78519656 @default.
- W92336183 hasConceptScore W92336183C86803240 @default.
- W92336183 hasLocation W923361831 @default.
- W92336183 hasOpenAccess W92336183 @default.
- W92336183 hasPrimaryLocation W923361831 @default.
- W92336183 hasRelatedWork W1615906227 @default.
- W92336183 hasRelatedWork W1935491089 @default.
- W92336183 hasRelatedWork W1971081652 @default.
- W92336183 hasRelatedWork W1992296946 @default.
- W92336183 hasRelatedWork W1996347212 @default.
- W92336183 hasRelatedWork W2026263244 @default.
- W92336183 hasRelatedWork W2037066644 @default.
- W92336183 hasRelatedWork W2044828825 @default.
- W92336183 hasRelatedWork W2055363100 @default.
- W92336183 hasRelatedWork W2135349957 @default.
- W92336183 hasRelatedWork W2144897824 @default.
- W92336183 hasRelatedWork W2149073582 @default.
- W92336183 hasRelatedWork W2219012045 @default.
- W92336183 hasRelatedWork W2250068747 @default.
- W92336183 hasRelatedWork W2299254870 @default.
- W92336183 hasRelatedWork W2316993160 @default.
- W92336183 hasRelatedWork W2828290777 @default.
- W92336183 hasRelatedWork W3118577826 @default.
- W92336183 hasRelatedWork W3119228098 @default.
- W92336183 hasRelatedWork W3156518543 @default.
- W92336183 isParatext "false" @default.
- W92336183 isRetracted "false" @default.