Mr Jason Laws
- Dissertation supervisor (Adam Smith Business School)
email:
Jason.Laws@glasgow.ac.uk
pronouns:
He/him/his
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email:
Jason.Laws@glasgow.ac.uk
pronouns:
He/him/his
Psaradellis, I., Laws, J., Pantelous, A. A. and Sermpinis, G. (2023) Technical analysis, spread trading, and data snooping control. International Journal of Forecasting, 39(1), pp. 178-191. (doi: 10.1016/j.ijforecast.2021.10.002)
Psaradellis, I., Laws, J., Pantelous, A. A. and Sermpinis, G. (2019) Performance of technical trading rules: evidence from the crude oil market. European Journal of Finance, 25(17), pp. 1793-1815. (doi: 10.1080/1351847X.2018.1552172)
Karathanasopoulos, A., Sermpinis, G. , Laws, J. and Dunis, C. (2014) Modelling and trading the Greek stock market with gene expression and genetic programing algorithms. Journal of Forecasting, 33(8), pp. 596-610. (doi: 10.1002/for.2290)
Sermpinis, G. , Dunis, C., Laws, J. and Stasinakis, C. (2012) Forecasting and trading the EUR/USD exchange rate with stochastic Neural Network combination and time-varying leverage. Decision Support Systems, 54(1), pp. 316-329. (doi: 10.1016/j.dss.2012.05.039)
Sermpinis, G. , Dunis, C., Laws, J. and Stasinakis, C. (2012) Kalman filters and neural networks in forecasting and trading. In: Jayne, C., Yue, S. and Iliadis, L. (eds.) Engineering Applications of Neural Networks, 13th International Conference EANN 2012 Proceedings, EANN 2012, CCIS 311. Series: Communications in Computer and Information Science (311). Springer Berlin Heidelberg: Berlin Heidelberg, pp. 433-442. ISBN 9783642329081 (doi: 10.1007/978-3-642-32909-8_44)
Psaradellis, I., Laws, J., Pantelous, A. A. and Sermpinis, G. (2023) Technical analysis, spread trading, and data snooping control. International Journal of Forecasting, 39(1), pp. 178-191. (doi: 10.1016/j.ijforecast.2021.10.002)
Psaradellis, I., Laws, J., Pantelous, A. A. and Sermpinis, G. (2019) Performance of technical trading rules: evidence from the crude oil market. European Journal of Finance, 25(17), pp. 1793-1815. (doi: 10.1080/1351847X.2018.1552172)
Karathanasopoulos, A., Sermpinis, G. , Laws, J. and Dunis, C. (2014) Modelling and trading the Greek stock market with gene expression and genetic programing algorithms. Journal of Forecasting, 33(8), pp. 596-610. (doi: 10.1002/for.2290)
Sermpinis, G. , Dunis, C., Laws, J. and Stasinakis, C. (2012) Forecasting and trading the EUR/USD exchange rate with stochastic Neural Network combination and time-varying leverage. Decision Support Systems, 54(1), pp. 316-329. (doi: 10.1016/j.dss.2012.05.039)
Sermpinis, G. , Dunis, C., Laws, J. and Stasinakis, C. (2012) Kalman filters and neural networks in forecasting and trading. In: Jayne, C., Yue, S. and Iliadis, L. (eds.) Engineering Applications of Neural Networks, 13th International Conference EANN 2012 Proceedings, EANN 2012, CCIS 311. Series: Communications in Computer and Information Science (311). Springer Berlin Heidelberg: Berlin Heidelberg, pp. 433-442. ISBN 9783642329081 (doi: 10.1007/978-3-642-32909-8_44)