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

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

Shang-Wu Yu

Publication date: 6 February 2009

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

Mathematics Subject Classification ID

91B84: Economic time series analysis

92B20: Neural networks for/in biological studies, artificial life and related topics

91B74: Economic models of real-world systems (e.g., electricity markets, etc.)