Author:
Chen Shu-Heng,Wang Paul P.
Publisher
Springer Berlin Heidelberg
Reference95 articles.
1. Aha, D. (1997): Lazy Learning. Kluwer
2. Aoki, M. (1987): State Space Modeling of Time Series. Springer-Verlag
3. Armano, G., Minnt A., Marchesi, M. (2002): NXCS-A Hybrid Approach to Stock Indexes Forecasting. In: Chen, S.-H. (Ed.), Genetic Algorithms and Genetic Programming in Computational Finance, Kluwer
4. Aussem, A., Campbell, J., Murtagh F. (1998): Wavelet-Based Feature Extraction and Decomposition Strategies for Financial Forecasting. Computational Intelligence in Economics and Finance, Vol. 6, No. 2, 5–12
5. Azoff, M. (1994): Neural Network Time Series: Forecasting of Financial Markets. Wiley
Cited by
10 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献