S&P500 Forecasting and trading using convolution analysis of major asset classes

Panagiotis Papaioannou, Thomas Dionysopoulos, Lucia Russo, Francesco Giannino, Dietmar Janetzko, Constantinos I. Siettos. S&P500 Forecasting and trading using convolution analysis of major asset classes. In Elhadi M. Shakshuki, editor, The 8th International Conference on Emerging Ubiquitous Systems and Pervasive Networks (EUSPN 2017) / The 7th International Conference on Current and Future Trends of Information and Communication Technologies in Healthcare (ICTH-2017) / Affiliated Workshops, September 18-20, 2017, Lund, Sweden. Volume 113 of Procedia Computer Science, pages 484-489, Elsevier, 2017. [doi]

@inproceedings{PapaioannouDRGJ17,
  title = {S&P500 Forecasting and trading using convolution analysis of major asset classes},
  author = {Panagiotis Papaioannou and Thomas Dionysopoulos and Lucia Russo and Francesco Giannino and Dietmar Janetzko and Constantinos I. Siettos},
  year = {2017},
  doi = {10.1016/j.procs.2017.08.307},
  url = {https://doi.org/10.1016/j.procs.2017.08.307},
  researchr = {https://researchr.org/publication/PapaioannouDRGJ17},
  cites = {0},
  citedby = {0},
  pages = {484-489},
  booktitle = {The 8th International Conference on Emerging Ubiquitous Systems and Pervasive Networks (EUSPN 2017) / The 7th International Conference on Current and Future Trends of Information and Communication Technologies in Healthcare (ICTH-2017) / Affiliated Workshops, September 18-20, 2017, Lund, Sweden},
  editor = {Elhadi M. Shakshuki},
  volume = {113},
  series = {Procedia Computer Science},
  publisher = {Elsevier},
}