Abstract:
A report is presented of some results of an ongoing project using neural-network modeling and learning techniques to search for and decode nonlinear regularities in asset...Show MoreMetadata
Abstract:
A report is presented of some results of an ongoing project using neural-network modeling and learning techniques to search for and decode nonlinear regularities in asset price movements. The author focuses on the case of IBM common stock daily returns. Having to deal with the salient features of economic data highlights the role to be played by statistical inference and requires modifications to standard learning techniques which may prove useful in other contexts.<>
Published in: IEEE 1988 International Conference on Neural Networks
Date of Conference: 24-27 July 1988
Date Added to IEEE Xplore: 06 August 2002