Direction-of-change forecasting using a volatility-based recurrent neural network-Reference-Cited by-同舟云学术

Direction-of-change forecasting using a volatility-based recurrent neural network

Published:2008-08 Issue:5 Volume:27 Page:407-417
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Bekiros S. D.,Georgoutsos D. A.

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Reference30 articles.

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3. An examination of risk return relationship in bull and bear markets using time varying betas;Chen;Journal of Financial and Quantitative Analysis,1982

4. Neural networks: a review from a statistical perspective;Cheng;Statistical Science,1994

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