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Volumn , Issue , 1996, Pages 66-71
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Experiments in predicting the German stock index DAX with density estimating neural networks
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Author keywords
[No Author keywords available]
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Indexed keywords
FORECASTING;
MARKETING;
MATHEMATICAL MODELS;
NEURAL NETWORKS;
PROBABILITY;
REGRESSION ANALYSIS;
TIME SERIES ANALYSIS;
DENSITY ESTIMATING NEURAL NETWORKS;
FINANCIAL FORECASTING;
GERMAN STOCK INDEX;
MULTILAYER PERCEPTRONS;
NON CONSTANT VARIANCES;
OUTLIERS;
REGRESSION THEORY;
FINANCIAL DATA PROCESSING;
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EID: 0030404017
PISSN: None
EISSN: None
Source Type: Conference Proceeding
DOI: None Document Type: Conference Paper |
Times cited : (31)
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References (11)
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