Forecasting and arbitrage of the Nikkei stock index futures: An application of backpropagation networks

DOI10.1023/A:1010012728229zbMath1153.91738OpenAlexW150366897MaRDI QIDQ1000494

Shang-Wu Yu

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010012728229

Mathematics Subject Classification ID

Economic time series analysis (91B84) Neural networks for/in biological studies, artificial life and related topics (92B20) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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