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Volumn , Issue , 2000, Pages 645-651

Building predictive models from fractal representations of symbolic sequences

Author keywords

[No Author keywords available]

Indexed keywords

MARKOV PROCESSES;

EID: 0003109896     PISSN: 10495258     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (3)

References (7)
  • 1
    • 4243766058 scopus 로고    scopus 로고
    • Model selection for variable length markov chains and tuning the context algorithm
    • press
    • P. Bühlmann. Model selection for variable length Markov chains and tuning the context algorithm. Annals of the Institute of Statistical Mathematics, (in press), 1999.
    • (1999) Annals of the Institute of Statistical Mathematics
    • Bühlmann, P.1
  • 2
    • 0000970729 scopus 로고    scopus 로고
    • Self-similar sequences and universal scaling of dynamical entropies
    • J. Freund, W. Ebeling, and K. Rateitschak. Self-similar sequences and universal scaling of dynamical entropies. Physical Review E, 54(5), pp. 5561-5566,1996.
    • (1996) Physical Review e , vol.54 , Issue.5 , pp. 5561-5566
    • Freund, J.1    Ebeling, W.2    Rateitschak, K.3
  • 3
    • 0002011215 scopus 로고
    • Forecasting volatility and option prices of the s&p 500 index
    • J. Noh, R.F. Engle, and A. Kane. Forecasting volatility and option prices of the s&p 500 index. Journal of Derivatives, pp. 17-30,1994.
    • (1994) Journal of Derivatives , pp. 17-30
    • Noh, J.1    Engle, R.F.2    Kane, A.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.