Adam Smith Business School
Glasgow, Scotland G12 8LE
United Kingdom
University of Glasgow
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Technical Trading Rules; Spread Trading Predictability; False Discovery Rate; Bootstrap Test; Portfolio Performance
FinTech, Artificial Intelligence, Machine Learning, Big Data, Digital Finance, RegTech, Smart Data
Copulas, Neural Networks, Portfolio Optimization, ETF
Crude Oil; Technical Trading; Data Snooping; Transaction Costs; Persistence; Market Efficiency
Deep Reinforcement Learning, Pairs Trading, Commodities
Multiple testing, Functional false discovery rate, Informative covariates, Mutual funds, Alphas
tick size, market quality, microstructure, high frequency trading, trading costs, minimum trading unit
Financial risk management, Decision theory, Case-based reasoning, Credit risk, Particle swarm optimization
financial economics, false discovery rate, multiple hypothesis testing, stock index, portfolio management
Trading, Technical Analysis, Foreign Exchange, Bayesian Averaging, Relevance Vector Machines
Forecasting; Conditional Fuzzy Inference; Fuzzy Rules; Classification
Psi Sigma network, Recurrent Network, Forecast combinations, Kalman Filter, LASSO, Leverage