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

DOI10.1051/EJESS:2001114MaRDI QIDQ4531409zbMATH OpenOpenAlexFDO

Authors Amaury Lendasse, John A. N. Lee, Éric de Bodt, Michel Verleysen, Vincent Wertz

Publication date 24 July 2002

Published in European Journal of Economic and Social Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1051/ejess:2001114

zbMATH Keywords

principal component analysisfinancial time seriesneural networksprojection methods

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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• Heterogeneous local model networks for time series prediction
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