Biologically Inspired Algorithms for Financial Modelling (Natural Computing Series)
Biologically Inspired Algorithms for Financial Modelling (Natural Computing Series)
Evolving neural networks for static single-position automated trading
Journal of Artificial Evolution and Applications - Regular issue
Natural Computing in Computational Finance (Studies in Computational Intelligence)
Natural Computing in Computational Finance (Studies in Computational Intelligence)
Natural Computing in Computational Finance: Volume 2
Natural Computing in Computational Finance: Volume 2
A novel similarity-based crossover for artificial neural network evolution
PPSN'10 Proceedings of the 11th international conference on Parallel problem solving from nature: Part I
Natural Computing in Computational Finance
Natural Computing in Computational Finance
Robust estimation of vector autoregression (VAR) models using genetic algorithms
EvoApplications'13 Proceedings of the 16th European conference on Applications of Evolutionary Computation
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This work presents an evolutionary solution that aims to test the influence of the choice of numeraire on financial time series modeling. In particular, the method used in such a 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 a couple of very liquid financial time series expressed in their trading currency and several alternative numeraires like gold, silver, and a currency like the euro, which is intended to be stable 'by design', and compare the results.