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Volumn 16, Issue 2, 2006, Pages 109-128

Autoregression and artificial neural networks for rinancial market forecast

Author keywords

Artificial neural networks; Autoregression; Support vector machine; Support vector regression; Technical analysis

Indexed keywords

ECONOMIC AND SOCIAL EFFECTS; INDUSTRIAL ECONOMICS; INDUSTRIAL MANAGEMENT; INVESTMENTS; MARKETING; REGRESSION ANALYSIS;

EID: 33646596901     PISSN: 12100552     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (5)

References (22)
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    • University of Stuttgart, University of Tbingen
    • Stuttgart Neural Networks Simulator. User Manual. Version 4.2. University of Stuttgart, University of Tbingen.
    • User Manual. Version 4.2
  • 4
    • 33646577261 scopus 로고    scopus 로고
    • The Mathworks, Inc., June 18
    • MatLab The Language of Technical Computing. User Manual. Version 6.5. The Mathworks, Inc., June 18, 2002.
    • (2002) User Manual. Version 6.5
  • 7
    • 84945595789 scopus 로고
    • Distribution of residual autocorrelations in autoregressive integrated moving average time series models
    • Box G. E. P., Pierce D. A.: Distribution of Residual Autocorrelations in Autoregressive Integrated Moving Average Time Series Models. JASA 65, 1970, pp. 1509-1526.
    • (1970) JASA , vol.65 , pp. 1509-1526
    • Box, G.E.P.1    Pierce, D.A.2
  • 17
    • 0003401675 scopus 로고    scopus 로고
    • A tutorial on support vector regression
    • Technical report, Royal Holloway College
    • Smola A. J., Scholkopf B.: A Tutorial on Support Vector Regression. Technical report, NeuroCOLT2 Technical Report NC2-TR-1998-030, Royal Holloway College, 1998.
    • (1998) NeuroCOLT2 Technical Report , vol.NC2-TR-1998-030
    • Smola, A.J.1    Scholkopf, B.2
  • 18
    • 0003414688 scopus 로고    scopus 로고
    • New support vector algorithms
    • Technical report, GMDFIRST
    • Smola A. J., Scholkopf B.: New Support Vector Algorithms. Technical report, NeuroCOLT2 Technical Report NC2-TR-1998-031, GMDFIRST, 1998.
    • (1998) NeuroCOLT2 Technical Report , vol.NC2-TR-1998-031
    • Smola, A.J.1    Scholkopf, B.2
  • 21
    • 0012195187 scopus 로고
    • Some asymptotic result for learning in single hidden-layer feedforward network models
    • White H.: Some asymptotic result for learning in single hidden-layer feedforward network models. Journal of the American Statistical Association, 84, 408, 1989, pp. 1003-1013.
    • (1989) Journal of the American Statistical Association , vol.84 , Issue.408 , pp. 1003-1013
    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.