tailieunhanh - Elsevier, Neural Networks In Finance 2005_10

Tham khảo tài liệu 'elsevier, neural networks in finance 2005_10', tài chính - ngân hàng, ngân hàng - tín dụng phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả | Bibliography 227 Jarque . and . Bera 1980 Efficient Tests for Normality Homoskedasticity and Serial Independence of Regression Residuals Economics Letters 6 255-259. Judd Kenneth L. 1998 Numerical Methods in Economics. Cambridge MA MIT Press. Kantz H. and T. Schreiber 1997 Nonlinear Time Series Analysis. Cambridge UK Cambridge University Press. Kirkpatrick S . Gelatt Jr. and . Vecchi 1983 Optimization By Simulated Annealing Science 220 671-680. Kocenda E. 2001 An Alternative to the BDS Test Integration Across the Correlation Integral. Econometric Reviews 20 337-351. Krugman Paul 1998 Special Page on Japan Introduction. Webpage krugman www . Kuan Chung-Ming and Halbert White 1994 Artifical Neural Networks An Econometric Perspective Econometric Reviews 13 1-91. Kuan Chung-Ming and Tung Liu 1995 Forecasting Exchange Rates Using Feedforward and Recurrent Neural Networks Journal of Applied Econometrics 10 347-364. Lai Tze Leung and Samuel Po-Shing Wong 2001 Stochastic Neural Networks with Applications to Nonlinear Time Series. Journal of the American Statistical Association 96 968-981. LeBaron Blake 1998 An Evolutionary Bootstrap Method for Selecting Dynamic Trading Stratergies in . N. Refenes . Burgess and . Moody eds. Decision Technologies for Computational Finance Ansterdam Kluwer Academic Publishers 141-160. Lee . H. White and . Granger 1992 Testing for Neglected Nonlinearity in Times Series Models A Comparison of Neural Network Models and Standard Tests Journal of Econometrics 56 269-290. Ljung . and . Box 1978 On a Measure of Lack of Fit in Time Series Models. Biometrika 65 257-303. Lumsdaine Robin L. and D. H. Papell 1997 Multiple Trend Breaks and the Unit Root Hypothesis Review of Economics and Statistics 212-218. Mandic Danilo and Jonathan Chambers 2001 Recurrent Neural Networks for Prediction Learning Algorithms Architectures and Stability. New York John Wiley and Sons. 228 Bibliography McCarthy .

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