Feature Selection, Deep Neural Network and Trend Prediction-Reference-Cited by-同舟云学术

Feature Selection, Deep Neural Network and Trend Prediction

Published:2018-04 Issue:2 Volume:23 Page:297-307
ISSN:1007-1172
Container-title:Journal of Shanghai Jiaotong University (Science)
language:en
Short-container-title:J. Shanghai Jiaotong Univ. (Sci.)

Author:

Fang Yan

Publisher

Springer Science and Business Media LLC

Subject

Multidisciplinary

Link

http://link.springer.com/content/pdf/10.1007/s12204-018-1938-5.pdf

Reference20 articles.

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2. CAMPBELL J Y, LO A W C, MACKINLAY A C. The econometrics of financial markets [M]. New Jersey: Princeton University Press, 1997.

3. CAMPBELL J Y, YOGO M. Efficient tests of stock return predictability [J]. Journal of Financial Economics, 2006, 81(1): 27–60.

4. ANG A, BEKAERT G. Stock return predictability: Is it there? [J]. Review of Financial Studies, 2007, 20(3): 651–707.

5. GARDNER E S. Exponential smoothing: The state of the art—Part II [J]. International Journal of Forecasting, 2006, 22(4): 637–666.

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