A constrained neural network Kalman filter for price estimation in high frequency financial data.

International journal of neural systems

Volumn 8, Issue 4, 1997, Pages 399-415

  Bolland, P J ^a   Connor, J T ^a  

^a LONDON BUSINESS SCHOOL   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHM; ARTICLE; ARTIFICIAL INTELLIGENCE; ARTIFICIAL NEURAL NETWORK; STATISTICAL MODEL;

ALGORITHMS; ARTIFICIAL INTELLIGENCE; MODELS, ECONOMIC; NEURAL NETWORKS (COMPUTER);

EID: 0031196302     PISSN: 01290657     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0129065797000409     Document Type: Article

References (0)