Pages that link to "Item:Q5901315"
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The following pages link to Computational Science and Its Applications – ICCSA 2004 (Q5901315):
Displaying 9 items.
- Volatility degree forecasting of stock market by stochastic time strength neural network (Q473664) (← links)
- Effectiveness of stochastic neural network for prediction of fall or rise of TOPIX (Q816773) (← links)
- Bayesian testing for non-linearity in volatility modeling (Q1010548) (← links)
- Using neural networks to forecast the systematic risk of stocks (Q1268447) (← links)
- Modelling non-linear moving average processes using neural networks with error feedback: An application to implied volatility forecasting (Q1285706) (← links)
- A comparison of linear regression and neural network methods for predicting excess returns on large stocks (Q1385339) (← links)
- Nonlinear modelling and forecasting of S\& P 500 volatility (Q1614020) (← links)
- GARCH based artificial neural networks in forecasting conditional variance of stock returns (Q2965681) (← links)
- Stochastic Variance Models in Discrete Time with Feedforward Neural Networks (Q3497613) (← links)
