Time dependent directional profit model for financial time series forecasting

Proceedings of the International Joint Conference on Neural Networks

Volumn 5, Issue , 2000, Pages 291-296

  Yao, Jingtao ^a   Tan, Chew Lim ^a  

^a MASSEY UNIVERSITY   (New Zealand)

Author keywords

[No Author keywords available]

Indexed keywords

BACKPROPAGATION; ERRORS; FORECASTING; LEAST SQUARES APPROXIMATIONS; TIME SERIES ANALYSIS;

FINANCIAL TIME SERIES FORECASTING;

NEURAL NETWORKS;

EID: 0033699176     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (9)