Impact

I have provided seminars, organized workshops and offered advice in machine learning, trading algorithms and financial forecasting for major banks such as Goldman Sachs, BNP Paribas, Santander, Societe Generale and Acanto Holding.

For example:

The volatility time varying leverage trading strategy and its successful application in my two papers (with C. Dunis) “Forecasting and Trading the EUR/USD Exchange Rate with Gene Expression and Psi Sigma Neural Networks, 2012, Expert Systems with Applications” and “Forecasting and Trading the EUR/USD Exchange Rate with Stochastic Neural Network Combination and Time-Varying Leverage. 2012, Decision Support Systems”, have led to the creation of a financial instrument (warrant) by Societe Generale (ISIN code: FR0011176544).

The trading models introduced in the paper “Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects. Journal of International Financial Markets, Institutions and Money, 2014” are being applied by the Acanto Holding UG. The same bank is backtesting at the moment the trading strategy introduced in my paper “Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms: support vector regression forecast combinations. European Journal of Operational Research, 2014”.