Modelling non-linear moving average processes using neural networks with error feedback: An application to implied volatility forecasting

Signal Processing

Volumn 74, Issue 1, 1999, Pages 89-99

  Burgess, A N ^a   Refenes, A P N ^a  

^a LONDON BUSINESS SCHOOL   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

ERROR ANALYSIS; MATHEMATICAL MODELS; MONTE CARLO METHODS; NEURAL NETWORKS; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

AUTOREGRESSIVE PROCESS;

SIGNAL FILTERING AND PREDICTION;

EID: 0032686084     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1684(98)00202-3     Document Type: Article

References (18)

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