Neural networks approach to the random walk dilemma of financial time series

DOI10.1023/A:1014380315182zbMATH Open1003.68720OpenAlexW1590006905MaRDI QIDQ1610941FDOQ1610941

Authors: Renate Sitte, Joaquin Sitte 

Publication date: 20 August 2002

Published in: Applied Intelligence (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1014380315182

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zbMATH Keywords

random walkfinancial time series

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Computing methodologies and applications (68U99)

Cited In (6)

• Signal propagation of fuzzy granule networks deriving from financial time series
• Swarm-based translation-invariant morphological prediction method for financial time series forecasting
• Correcting and combining time series forecasters
• Neural network stochastic differential equation models with applications to financial data forecasting
• Neural network approach to forecasting of quasiperiodic financial time series
• A morphological-rank-linear evolutionary method for stock market prediction

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