Adaptive evolutionary neural networks for forecasting and trading without a data-snooping bias

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Sermpinis, Georgios; Verousis, Thanos; Theofilatos, Konstantinos;
(2016)
  • Publisher: John Wiley & Sons Ltd.

In this paper, we present two neural-network-based techniques: an adaptive evolutionary multilayer perceptron (aDEMLP) and an adaptive evolutionary wavelet neural network (aDEWNN). The two models are applied to the task of forecasting and trading the SPDR Dow Jones Indu... View more
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