Karathanasopoulos, Andreas S.; Theofilatos, Konstantinos Athanasios; Sermpinis, Georgios S.; Dunis, Christian L.; Mitra, Sovan; Stasinakis, Charalampos
(Routledge, 2016)
The main motivation for this paper is to introduce a novel hybrid method for the prediction of the directional movement of financial assets with an application to the ASE20 Greek stock index. Specifically, we use an ...