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Volumn , Issue , 2004, Pages 203-209

Hurst exponent and financial market predictability

Author keywords

Forecasting; Hurst exponent; Monte Carlo simulation; Neural networks; Time series analysis

Indexed keywords

ERROR ANALYSIS; FINANCIAL DATA PROCESSING; FORECASTING; MATHEMATICAL MODELS; MONTE CARLO METHODS; NEURAL NETWORKS; STATISTICAL METHODS; TIME SERIES ANALYSIS;

EID: 11144301725     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (228)

References (24)
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    • Walczak, S.1
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.