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Volumn 4881 LNCS, Issue , 2007, Pages 1000-1009

Time-series prediction using self-organising mixture autoregressive network

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL MODELS; REGRESSION ANALYSIS; TIME SERIES ANALYSIS; TOPOLOGY;

EID: 38449089172     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-540-77226-2_100     Document Type: Conference Paper
Times cited : (5)

References (13)
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    • Meese, R.A., Rogoff, K.: Empirical exchange rate models of the seventies: do they fit out of sample? Journal of International Economics 14, 3-24 (1983)
    • (1983) Journal of International Economics , vol.14 , pp. 3-24
    • Meese, R.A.1    Rogoff, K.2
  • 2
    • 0343337355 scopus 로고    scopus 로고
    • Much ado about nothing? Exchange rate forecasting: Neural networks vs. linear models using monthly and weekly data
    • Hann, T.H., Steurer, E.: Much ado about nothing? Exchange rate forecasting: Neural networks vs. linear models using monthly and weekly data. Neurocomputing 10, 323-339 (1996)
    • (1996) Neurocomputing , vol.10 , pp. 323-339
    • Hann, T.H.1    Steurer, E.2
  • 3
    • 0442297703 scopus 로고    scopus 로고
    • Regression neural network for error correction in foreign exchange forecasting and trading
    • Chen, A.-S., Leung, M.T.: Regression neural network for error correction in foreign exchange forecasting and trading. Computers and Operations Research 31, 1049-1068 (2004)
    • (2004) Computers and Operations Research , vol.31 , pp. 1049-1068
    • Chen, A.-S.1    Leung, M.T.2
  • 4
    • 0037381038 scopus 로고    scopus 로고
    • Support Vector Machines Experts for Time Series Forecasting
    • Cao, L.J.: Support Vector Machines Experts for Time Series Forecasting. Neurocomputing 51, 321-339 (2002)
    • (2002) Neurocomputing , vol.51 , pp. 321-339
    • Cao, L.J.1
  • 6
    • 0000346734 scopus 로고
    • A Subordinate Stochastic Process Model With Finite Variance for Speculative Price
    • Clark, P.K.: A Subordinate Stochastic Process Model With Finite Variance for Speculative Price. Economietrica, 135-155 (1973)
    • (1973) Economietrica , pp. 135-155
    • Clark, P.K.1
  • 7
    • 0000642461 scopus 로고
    • On the Distribution of Stock Price Differences
    • Mandelbrot, B., Taylor, H.: On the Distribution of Stock Price Differences. Operations Research 15, 1057-1062 (1969)
    • (1969) Operations Research , vol.15 , pp. 1057-1062
    • Mandelbrot, B.1    Taylor, H.2
  • 9
    • 0345257348 scopus 로고    scopus 로고
    • Topological local principal component analysis
    • Liu, Z., Xu, L.: Topological local principal component analysis. Neurocomputing 55, 739-745 (2003)
    • (2003) Neurocomputing , vol.55 , pp. 739-745
    • Liu, Z.1    Xu, L.2
  • 10


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.