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Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities. (2016). Verousis, Thanos ; Psaradellis, Ioannis ; Sermpinis, Georgios ; Stasinakis, Charalampos.
In: Quantitative Finance.
RePEc:taf:quantf:v:16:y:2016:i:12:p:1901-1915.

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  1. Evaluation of current research on stock return predictability. (2020). Guzmics, Sandor ; Zwatz, Christian ; Mangat, Manveer Kaur ; Reschenhofer, Erhard.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:2:p:334-351.

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  2. Forecasting government bond spreads with heuristic models: evidence from the Eurozone periphery. (2019). Zekaite, Zivile ; Fernandes, Filipa ; Stasinakis, Charalampos.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2808-0.

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  3. A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression. (2019). Anderson, Gary ; Audzeyeva, Alena.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2019-74.

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