Prediction in chaotic time series: Methods and comparisons with an application to financial intra-day data

European Journal of Finance

Volumn 11, Issue 2, 2005, Pages 137-150

  Guegan D ^a   Mercier, L ^a  

^a CREST   (France)

Author keywords

Chaotic systems; Nearest neighbors; Prediction radial basis functions

Indexed keywords

EID: 19844377708     PISSN: 1351847X     EISSN: None     Source Type: Journal    
DOI: 10.1080/13518470110074846     Document Type: Article

References (26)

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