Dimension reduction of technical indicators for the prediction of financial time series - Application to the BEL20 Market Index (Q4531409)

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scientific article; zbMATH DE number 1747498
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Dimension reduction of technical indicators for the prediction of financial time series - Application to the BEL20 Market Index
scientific article; zbMATH DE number 1747498

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    Dimension reduction of technical indicators for the prediction of financial time series - Application to the BEL20 Market Index (English)
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    24 July 2002
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    principal component analysis
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    financial time series
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    neural networks
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    projection methods
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