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Volumn 2, Issue 3, 1999, Pages 264-273

A long memory pattern modelling and recognition system for financial time-series forecasting

Author keywords

Financial forecasting; Financial indices; Neural networks; Pattern recognition; PMRS

Indexed keywords


EID: 0033457115     PISSN: 14337541     EISSN: None     Source Type: Journal    
DOI: 10.1007/s100440050034     Document Type: Article
Times cited : (21)

References (14)
  • 3
    • 0031272644 scopus 로고    scopus 로고
    • Neural networks in financial engineering: A study in methodology
    • Refenes AN, Burgess N, Bentz Y. Neural networks in financial engineering: A study in methodology. IEEE Trans Neural Networks 1997; 8(6):1222-1267
    • (1997) IEEE Trans Neural Networks , vol.8 , Issue.6 , pp. 1222-1267
    • Refenes, A.N.1    Burgess, N.2    Bentz, Y.3
  • 5
    • 0001929973 scopus 로고
    • Predicting chaotic dynamics
    • JAS Kelso, AJ Mandell, MF Shlesinger, eds, World Scientific, Singapore
    • Farmer JD, Sidorowich JJ. Predicting chaotic dynamics. In: JAS Kelso, AJ Mandell, MF Shlesinger, eds, Dynamic Patterns in Complex Systems. World Scientific, Singapore, 1988; 265-292
    • (1988) Dynamic Patterns in Complex Systems , pp. 265-292
    • Farmer, J.D.1    Sidorowich, J.J.2
  • 6
    • 0001852562 scopus 로고    scopus 로고
    • Time-series forecasting by pattern imitation
    • Motnikar BS, Pisanski T, Cepar D. Time-series forecasting by pattern imitation. OR Spektrum 1996; 18(1):43-49
    • (1996) OR Spektrum , vol.18 , Issue.1 , pp. 43-49
    • Motnikar, B.S.1    Pisanski, T.2    Cepar, D.3
  • 7
    • 0002847043 scopus 로고
    • The evaluation of extrapolative forecasting methods
    • Fildes R. The evaluation of extrapolative forecasting methods. International Journal of Forecasting 1992; 8:81-98
    • (1992) International Journal of Forecasting , vol.8 , pp. 81-98
    • Fildes, R.1
  • 8
    • 0002006114 scopus 로고
    • Error measures for generalising about forecasting methods: Empirical comparisons
    • Armstrong JS, Collopy F. Error measures for generalising about forecasting methods: Empirical comparisons. International Journal of Forecasting 1992; 8:69-80
    • (1992) International Journal of Forecasting , vol.8 , pp. 69-80
    • Armstrong, J.S.1    Collopy, F.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.