Financial time series modelling with discounted least squares backpropagation

Neurocomputing

Volumn 14, Issue 2, 1997, Pages 123-138

  Refenes, A N ^a   Bentz, Y ^a   Bunn, D W ^a   Burgess, A N ^a   Zapranis, A D ^a  

^a LONDON BUSINESS SCHOOL   (United Kingdom)

Author keywords

discounted least squares; financial engineering; neural networks; stock selection; time series analysis

Indexed keywords

BACKPROPAGATION; COMPUTER SIMULATION; FINANCE; MATHEMATICAL MODELS; OPTIMIZATION; PARAMETER ESTIMATION; TIME SERIES ANALYSIS;

COST FUNCTIONS; DISCOUNTED LEAST SQUARES BACKPROPAGATION; FINANCIAL ENGINEERING; STOCK SELECTION;

NEURAL NETWORKS;

ARTICLE; ARTIFICIAL NEURAL NETWORK; ENGINEERING; PRIORITY JOURNAL;

EID: 0031553660     PISSN: 09252312     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0925-2312(96)00005-7     Document Type: Article

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