A multi-component nonlinear prediction system for the S&P 500 index
- 30 April 1996
- journal article
- Published by Elsevier in Neurocomputing
- Vol. 10 (3) , 275-290
- https://doi.org/10.1016/0925-2312(95)00109-3
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
- Combining Prior Symbolic Knowledge and Constructive Neural Network LearningConnection Science, 1993
- Approximation by superpositions of a sigmoidal functionMathematics of Control, Signals, and Systems, 1989
- Some anomalous evidence regarding market efficiencyJournal of Financial Economics, 1978
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Nearest neighbor pattern classificationIEEE Transactions on Information Theory, 1967
- Capital Asset Prices: A Theory of Market Equilibrium under Conditions of RiskThe Journal of Finance, 1964