Skip to main content
Book Chapter

Modelling, Forecasting and Trading the Crack: A Sliding Window Approach to Training Neural Networks

  • Dunis C
  • Middleton P
  • Theofilatos K
  • et al.
Palgrave Macmillan UK, (2016), 69-106
DOI: 10.1057/978-1-137-48880-0_3
N/ACitations
Citations of this article
1Readers
Mendeley users who have this article in their library.
Get full text

Abstract

… In artificial intelligence (AI) outputs from the neural networks provide forecasts and in this case the outputs provide forecasts for one-day-ahead trading simulations. To model the spread …

Cite

CITATION STYLE

APA

Dunis, C. L., Middleton, P. W., Theofilatos, K., & Karathanasopoulos, A. (2016). Modelling, Forecasting and Trading the Crack: A Sliding Window Approach to Training Neural Networks. In Artificial Intelligence in Financial Markets (pp. 69–106). Palgrave Macmillan UK. https://doi.org/10.1057/978-1-137-48880-0_3

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free