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

DOI10.1023/A:1014380315182MaRDI QIDQ1610941zbMATHOpenAlexFDO

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

zbMATH Keywords

random walkfinancial time series

Mathematics Subject Classification ID

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

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Cited in

(6)

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

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