Michael Kampouridis

Feature engineering for improving financial derivatives-based rainfall prediction

2016

Rainfall is one of the most challenging variables to predict, as it exhibits very unique characteristics that do not exist in other time series data. Moreover, rainfall is a major component and is essential for …

Multi-Objective Optimisation and Genetic Programming for Trading by Combining Directional Changes and Technical Indicators

2023

Directional changes (DC) have been shown to form an effective approach in algorithmic trading by converting fixed time series into event-based series and focusing on key events. Previous work has focused on forecasting the inflection …