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1

Artificial Intelligence in Financial Markets || Artificial Intelligence for Islamic Sukuk Rating Predictions

Dunis, Christian L., Middleton, Peter W., Karathanasopolous, Andreas, Theofilatos, Konstantinos

Year:

2016

Language:

english

File:

PDF, 494 KB

english, 2016

2

Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization

Sermpinis, Georgios, Theofilatos, Konstantinos, Karathanasopoulos, Andreas, Georgopoulos, Efstratios F., Dunis, Christian

Journal:

European Journal of Operational Research

Year:

2013

Language:

english

File:

PDF, 493 KB

english, 2013

3

Intelligent trading of seasonal effects: A decision support algorithm based on reinforcement learning

Eilers, Dennis, Dunis, Christian L., von Mettenheim, Hans-Jörg, Breitner, Michael H.

Journal:

Decision Support Systems

Year:

2014

Language:

english

File:

PDF, 313 KB

english, 2014

4

Probability distributions and leveraged trading strategies: an application of Gaussian mixture models to the Morgan Stanley Technology Index Tracking Fund

Lindemann, Andreas, Dunis, Christian L., Lisboa, Paulo

Journal:

Quantitative Finance

Year:

2005

Language:

english

File:

PDF, 802 KB

english, 2005

5

Artificial Intelligence in Financial Markets ||

Dunis, Christian L., Middleton, Peter W., Karathanasopolous, Andreas, Theofilatos, Konstantinos

Year:

2016

Language:

english

File:

PDF, 8.40 MB

english, 2016

6

Profitable Pair Trading: A Comparison Using the S&P 100 Constituent Stocks and the 100 Most Liquid ETFs

Rudy, Jozef, Dunis, Christian, Laws, Jason

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 653 KB

english, 2010

7

Forecasting and trading the EUR/USD exchange rate with Gene Expression and Psi Sigma Neural Networks

Georgios Sermpinis, Jason Laws, Andreas Karathanasopoulos, Christian L. Dunis

Journal:

Expert Systems with Applications

Year:

2012

Language:

english

File:

PDF, 821 KB

english, 2012

8

Artificial Intelligence in Financial Markets || A Review of Artificially Intelligent Applications in the Financial Domain

Dunis, Christian L., Middleton, Peter W., Karathanasopolous, Andreas, Theofilatos, Konstantinos

Year:

2016

Language:

english

File:

PDF, 538 KB

english, 2016

9

Applied Quantitative Methods for Trading and Investment (Dunis/Trading and Investment) || Stochastic Volatility Models: A Survey with Applications to Option Pricing and Value at Risk

Dunis, Christian L., Laws, Jason, Naïm, Patrick

Year:

2003

Language:

english

File:

PDF, 1.62 MB

english, 2003

10

Alternative volatility models for risk management and trading: Application to the EUR/USD and USD/JPY rates

Christian L Dunis,Yao Xian Chen

Journal:

Journal of Derivatives & Hedge Funds

Year:

2005

Language:

english

File:

PDF, 432 KB

english, 2005

11

Probability distributions, trading strategies and leverage: an application of Gaussian mixture models

Andreas Lindemann, Christian L. Dunis, Paulo Lisboa

Journal:

Journal of Forecasting

Year:

2004

Language:

english

File:

PDF, 566 KB

english, 2004

12

Foreign exchange, fractional cointegration and the implied–realized volatility relation

Neil Kellard, Christian Dunis, Nicholas Sarantis

Journal:

Journal of Banking & Finance

Year:

2010

Language:

english

File:

PDF, 240 KB

english, 2010

13

Forecasting EUR–USD implied volatility: The case of intraday data

Dunis, Christian, Kellard, Neil M., Snaith, Stuart

Journal:

Journal of Banking & Finance

Year:

2013

Language:

english

File:

PDF, 1.06 MB

english, 2013

14

Stock market prediction using evolutionary support vector machines: an application to the ASE20 index

Karathanasopoulos, Andreas, Theofilatos, Konstantinos Athanasios, Sermpinis, Georgios, Dunis, Christian, Mitra, Sovan, Stasinakis, Charalampos

Journal:

European Journal of Finance

Year:

2015

Language:

english

File:

PDF, 710 KB

english, 2015

15

Trading and hedging the corn/ethanol crush spread using time-varying leverage and nonlinear models

Dunis, Christian L., Laws, Jason, Middleton, Peter W., Karathanasopoulos, Andreas

Journal:

European Journal of Finance

Year:

2015

Language:

english

File:

PDF, 1.08 MB

english, 2015

16

Applied Quantitative Methods for Trading and Investment (Dunis/Trading and Investment) || Quantitative Equity Investment Management with Time-Varying Factor Sensitivities

Dunis, Christian L., Laws, Jason, Naïm, Patrick

Year:

2003

Language:

english

File:

PDF, 357 KB

english, 2003

17

Artificial Intelligence in Financial Markets || An Automated Literature Analysis on Data Mining Applications to Credit Risk Assessment

Dunis, Christian L., Middleton, Peter W., Karathanasopolous, Andreas, Theofilatos, Konstantinos

Year:

2016

Language:

english

File:

PDF, 391 KB

english, 2016

18

Currency trading in volatile markets: Did neural networks outperform for the EUR/USD during the financial crisis 2007–2009?

Dunis, Christian L, Laws, Jason, Schilling, Ulrike

Journal:

Journal of Derivatives & Hedge Funds

Year:

2012

Language:

english

File:

PDF, 572 KB

english, 2012

19

Level estimation, classification and probability distribution architectures for trading the EUR/USD exchange rate

Andreas Lindemann, Christian L. Dunis, Paulo Lisboa

Journal:

Neural Computing and Applications

Year:

2005

Language:

english

File:

PDF, 789 KB

english, 2005

20

Forecasting IBEX-35 moves using support vector machines

Dunis, Christian L., Rosillo, Rafael, de la Fuente, David, Pino, Raúl

Journal:

Neural Computing and Applications

Year:

2013

Language:

english

File:

PDF, 551 KB

english, 2013

21

Modelling commodity value at risk with Psi Sigma neural networks using open–high–low–close data

Sermpinis, Georgios, Laws, Jason, Dunis, Christian L.

Journal:

European Journal of Finance

Year:

2015

Language:

english

File:

PDF, 272 KB

english, 2015

22

Advanced Trading Rules || The economic value of leading edge techniques for exchange rate prediction

DUNIS, CHRISTIAN L.

Year:

2002

Language:

english

File:

PDF, 273 KB

english, 2002

23

Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects

Sermpinis, Georgios, Stasinakis, Charalampos, Dunis, Christian

Journal:

Journal of International Financial Markets, Institutions and Money

Year:

2014

Language:

english

File:

PDF, 2.08 MB

english, 2014

24

Higher order and recurrent neural architectures for trading the EUR/USD exchange rate

Dunis, Christian L., Laws, Jason, Sermpinis, Georgios

Journal:

Quantitative Finance

Year:

2011

Language:

english

File:

PDF, 525 KB

english, 2011

25

Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms

Karatahansopoulos, Andreas, Sermpinis, Georgios, Laws, Jason, Dunis, Christian

Journal:

Journal of Forecasting

Year:

2014

Language:

english

File:

PDF, 1.12 MB

english, 2014

26

Operational risk: Emerging markets, sectors and measurement

Mitra, Sovan, Karathanasopoulos, Andreas, Sermpinis, Georgios, Dunis, Christian, Hood, John

Journal:

European Journal of Operational Research

Year:

2015

Language:

english

File:

PDF, 638 KB

english, 2015

27

Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks

Sermpinis, Georgios, Laws, Jason, Dunis, Christian L.

Journal:

European Journal of Finance

Year:

2013

Language:

english

File:

PDF, 464 KB

english, 2013

28

Efficiency tests with overlapping data: an application to the currency options market

Dunis, Christian, Keller, André

Journal:

European Journal of Finance

Year:

1995

Language:

english

File:

PDF, 1.13 MB

english, 1995

29

Volatility filters for FX portfolios trading: the impact of alternative volatility models

Miao, Jia, Dunis, Christian L.

Journal:

Applied Financial Economics Letters

Year:

2006

Language:

english

File:

PDF, 198 KB

english, 2006

30

Extending the variance ratio test to visualize structure in data: an application to the S&P 100 Index

Lindemann *, Andreas, Dunis, Christian L., Lisboa, Paulo

Journal:

Applied Financial Economics Letters

Year:

2005

Language:

english

File:

PDF, 432 KB

english, 2005

31

Applied Quantitative Methods for Trading and Investment (Dunis/Trading and Investment) || Using Cointegration to Hedge and Trade International Equities

Dunis, Christian L., Laws, Jason, Naïm, Patrick

Year:

2003

Language:

english

File:

PDF, 593 KB

english, 2003

32

Modelling, forecasting and trading with a new sliding window approach: the crack spread example

Karathanasopoulos, Andreas, Dunis, Christian, Khalil, Samer

Journal:

Quantitative Finance

Year:

2016

Language:

english

File:

PDF, 994 KB

english, 2016

33

Artificial Intelligence in Financial Markets || Modelling, Forecasting and Trading the Crack: A Sliding Window Approach to Training Neural Networks

Dunis, Christian L., Middleton, Peter W., Karathanasopolous, Andreas, Theofilatos, Konstantinos

Year:

2016

Language:

english

File:

PDF, 1.30 MB

english, 2016

34

Artificial Intelligence in Financial Markets || Intelligent Credit Risk Decision Support: Architecture and Implementations

Dunis, Christian L., Middleton, Peter W., Karathanasopolous, Andreas, Theofilatos, Konstantinos

Year:

2016

Language:

english

File:

PDF, 707 KB

english, 2016

35

Volatility filters for asset management: An application to managed futures

Dunis, Christian, Miao, Jia

Journal:

Journal of Asset Management

Year:

2006

Language:

english

File:

PDF, 163 KB

english, 2006

36

Optimal trading frequency for active asset management: Evidence from technical trading rules

Christian L Dunis,Jia Miao

Journal:

Journal of Asset Management

Year:

2005

Language:

english

File:

PDF, 617 KB

english, 2005

37

Applied Quantitative Methods for Trading and Investment (Dunis/Trading and Investment) || Switching Regime Volatility: An Empirical Evaluation

Dunis, Christian L., Laws, Jason, Naïm, Patrick

Year:

2003

Language:

english

File:

PDF, 192 KB

english, 2003

38

Applied Quantitative Methods for Trading and Investment (Dunis/Trading and Investment) || Applied Volatility and Correlation Modelling Using Excel

Dunis, Christian L., Laws, Jason, Naïm, Patrick

Year:

2003

Language:

english

File:

PDF, 1.42 MB

english, 2003

39

Applied Quantitative Methods for Trading and Investment (Dunis/Trading and Investment) || Portfolio Analysis Using Excel

Dunis, Christian L., Laws, Jason, Naïm, Patrick

Year:

2003

Language:

english

File:

PDF, 1.42 MB

english, 2003

40

Applied Quantitative Methods for Trading and Investment (Dunis/Trading and Investment) || Forecasting and Trading Currency Volatility: An Application of Recurrent Neural Regression and Model Combination

Dunis, Christian L., Laws, Jason, Naïm, Patrick

Year:

2003

Language:

english

File:

PDF, 386 KB

english, 2003

41

Applied Quantitative Methods for Trading and Investment (Dunis/Trading and Investment) || Optimal Allocation of Trend-Following Rules: An Application Case of Theoretical Results

Dunis, Christian L., Laws, Jason, Naïm, Patrick

Year:

2003

Language:

english

File:

PDF, 261 KB

english, 2003

42

Statistical Arbitrage and High-Frequency Data with an Application to Eurostoxx 50 Equities

Rudy, Jozef, Dunis, Christian, Giorgioni, Gianluigi, Laws, Jason

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 655 KB

english, 2010

43

Forecasting and trading currency volatility: an application of recurrent neural regression and model combination

Christian L. Dunis, Xuehuan Huang

Journal:

Journal of Forecasting

Year:

2002

Language:

english

File:

PDF, 384 KB

english, 2002

44

Haematological characteristics and HIV status of pregnant women in Abidjan, Côte d'Ivoire, 1995–1996

Rosa Ramon, Duni Sawadogo, Fatoumata Sylla Koko, Valentin Noba, Ruffin Likikouët, Gwenolla Gourvellec, Ida Viho, Laurent Mandelbrot, François Dabis, Christiane Welffens Ekra, Philippe Msellati

Journal:

Transactions of the Royal Society of Tropical Medicine and Hygiene

Year:

1999

Language:

english

File:

PDF, 553 KB

english, 1999

45

Forecasting and trading the EUR/USD exchange rate with stochastic Neural Network combination and time-varying leverage

Georgios Sermpinis, Christian Dunis, Jason Laws, Charalampos Stasinakis

Journal:

Decision Support Systems

Year:

2012

Language:

english

File:

PDF, 965 KB

english, 2012

46

NONLINEAR FORECASTING OF THE GOLD MINER SPREAD: AN APPLICATION OF CORRELATION FILTERS

Dunis, Christian L., Laws, Jason, Middleton, Peter W., Karathanasopoulos, Andreas

Journal:

Intelligent Systems in Accounting, Finance and Management

Year:

2013

Language:

english

File:

PDF, 1.61 MB

english, 2013

47

Similar patient survival following kidney allograft failure compared with non-transplanted patients

Mourad, Georges, Minguet, Johanna, Pernin, Vincent, Garrigue, Valérie, Peraldi, Marie-Noelle, Kessler, Michèle, Jacquelinet, Christian, Couchoud, Cécile, Duny, Yohan, Daurès, Jean-Pierre

Journal:

Kidney International

Year:

2014

Language:

english

File:

PDF, 423 KB

english, 2014

48

Analysing mergers and acquisitions in European financial services: An application of real options

Dunis, Christian L., Klein, Til

Journal:

European Journal of Finance

Year:

2005

Language:

english

File:

PDF, 284 KB

english, 2005

49

FX volatility forecasts and the informational content of market data for volatility

Dunis, Christian, Laws, Jason, Chauvin, Stéphane

Journal:

European Journal of Finance

Year:

2003

Language:

english

File:

PDF, 12.33 MB

english, 2003

50

The Economic Value of Advanced Time Series Methods for Modelling and Trading 10-year Government Bonds

Dunis, Christian L., Morrison, Vincent

Journal:

European Journal of Finance

Year:

2007

Language:

english

File:

PDF, 169 KB

english, 2007

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