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Christian L. Dunis
Information about the author Christian L. Dunis will soon be added to the site.
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2 papers
in total
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Probability distributions, trading strategies and leverage: an application of Gaussian mixture models
2004
The purpose of this paper is twofold. Firstly, to assess the merit of estimating...
Forecasting and trading currency volatility: an application of recurrent neural regression and model combination
2002
In this paper, we examine the use of non-parametric Neural Network Regression (NNR)...
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