Response surface methodology for simulating hedging and trading strategies.
R. Evren BaysalBarry L. NelsonJeremy StaumPublished in: WSC (2008)
Keyphrases
- trading strategies
- response surface methodology
- financial markets
- prediction model
- support vector regression
- particle swarm optimisation
- stock market
- test bed
- trading agents
- neural network
- trading systems
- stock price
- portfolio selection
- computer programs
- risk management
- regression model
- expert systems
- exchange rate
- supply chain management
- experimental data
- support vector