Robust trading rule selection and forecasting accuracy

Harald Schmidbauer, Angi Roesch, Tolga Sezer, Vehbi Sinan Tunalioglu. Robust trading rule selection and forecasting accuracy. J. Systems Science & Complexity, 27(1):169-180, 2014. [doi]

@article{SchmidbauerRST14,
  title = {Robust trading rule selection and forecasting accuracy},
  author = {Harald Schmidbauer and Angi Roesch and Tolga Sezer and Vehbi Sinan Tunalioglu},
  year = {2014},
  doi = {10.1007/s11424-014-3302-7},
  url = {http://dx.doi.org/10.1007/s11424-014-3302-7},
  researchr = {https://researchr.org/publication/SchmidbauerRST14},
  cites = {0},
  citedby = {0},
  journal = {J. Systems Science & Complexity},
  volume = {27},
  number = {1},
  pages = {169-180},
}