scientific article; zbMATH DE number 1903876

zbMath1022.91031MaRDI QIDQ4806033

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Publication date: 4 May 2003

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Neural networksFinancial marketsasset value predictionBayesian evidence ratio modelbond series predictionbond yield curveinterest series predictionneural network prediction modelsportfolio allocation and optimizationPortfolio optimisationpredicting financial market returns

Mathematics Subject Classification ID

Economic time series analysis (91B84) Learning and adaptive systems in artificial intelligence (68T05) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20) Auctions, bargaining, bidding and selling, and other market models (91B26) Portfolio theory (91G10)

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