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Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities

Lookup NU author(s): Dr Thanos Verousis

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Author(s): Stasinakis C, Sermpinis G, Psaradellis I, Verousis T

Publication type: Article

Journal: Quantitative Finance

Year: 2016

Volume: 16

Issue: 12

Pages: 1901-1915

Online publication date: 14/09/2016

Acceptance date: 21/06/2016

ISSN (print): 1469-7688

ISSN (electronic): 1469-7696

Publisher: Routledge

URL: http://dx.doi.org/10.1080/14697688.2016.1211800

DOI: 10.1080/14697688.2016.1211800


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