Pages that link to "Item:Q4687256"
From MaRDI portal
The following pages link to Forecasting Performance of Nonlinear Models for Intraday Stock Returns (Q4687256):
Displaying 7 items.
- Neural networks in financial trading (Q829154) (← links)
- Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets (Q1615795) (← links)
- Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and particle swarm optimization (Q2253530) (← links)
- Performance of advanced stock price models when it becomes exotic: an empirical study (Q2701104) (← links)
- Functional prediction of intraday cumulative returns (Q4970962) (← links)
- (Q5197171) (← links)
- USING NON-PARAMETRIC SEARCH ALGORITHMS TO FORECAST DAILY EXCESS STOCK RETURNS (Q5756940) (← links)
