Nonlinear trading models through Sharpe Ratio maximization.

International journal of neural systems

Volumn 8, Issue 4, 1997, Pages 417-431

  Choey, M ^a   Weigend, A S ^a  

^a SIEMENS AG   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHM; ARTICLE; ARTIFICIAL INTELLIGENCE; ARTIFICIAL NEURAL NETWORK; NONLINEAR SYSTEM; STATISTICAL ANALYSIS; STATISTICAL MODEL;

ALGORITHMS; ARTIFICIAL INTELLIGENCE; DATA INTERPRETATION, STATISTICAL; MODELS, ECONOMIC; NEURAL NETWORKS (COMPUTER); NONLINEAR DYNAMICS;

EID: 0031196666     PISSN: 01290657     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0129065797000410     Document Type: Article

References (0)