Forecasting and arbitrage of the Nikkei Stock Index futures an application of backpropagation networks

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Bibliographische Detailangaben
Veröffentlicht in:	Asia-Pacific financial markets
1. Verfasser:	Yu, Shang-wu (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	1999
Schlagworte:	1989-1996 > Neuronale Netze > Index-Futures > Japan > ARMA-Modell > Aufsatz in Zeitschrift
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Titel	Jahr	Band
Special issue on Stanford-Tsukuba Joint Workshop on Financial Engeneering	2008	15.2008,1
Special issue: 7th JAFEE International Conference, Hitotsubashi Memorial Hall, Tokyo, March 14 - 15, 2005	2007	12.2005,4
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Special issue on: Empirical studies on Japanese finance	2003	10.2003,4
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Special issue devoted to the Third Columbia-JAFEE Conference on the Mathematics of Finance	1999	6.1999,1