A comparison of wavelet networks and genetic programming in the context of temperature derivatives
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Antonios K. Alexandridis is a Lecturer in Finance at the School of Mathematics, Statistics and Actuarial Science, University of Kent, UK. His research interests are close related to Artificial Intelligence and Financial Engineering. So far, he has published several research papers in leading, international and well recognized journals. He has also authored 2 books in the area of weather derivatives and wavelet networks (Springer: Weather Derivatives: Modeling and Pricing Weather-Related Risk, Wiley: Wavelet Neural Networks: Methodology and Applications in Financial Engineering, Classification and Chaos).
Michael Kampouridis is a lecturer at the School of Computing at the University of Kent, UK. His main research interests lie on the intersection of Computational Intelligence and Computational Finance. Areas of particular interest include algorithmic trading, financial forecasting, and intelligent decision support systems.
Sam Cramer is a Ph.D. student at the School of Computing at the University of Kent, UK. His main research interests lie on the intersection of Computational Intelligence and Computational Finance. Areas of particular interest include weather derivatives, financial forecasting, and intelligent decision support systems.