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

DOI10.1051/EJESS:2001114zbMATH Open1021.91048OpenAlexW2020421747MaRDI QIDQ4531409FDOQ4531409

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

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zbMATH Keywords

principal component analysisfinancial time seriesneural networksprojection methods

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cited In (2)

• Heterogeneous local model networks for time series prediction
• Examining deterrence of adult sex crimes: a semi-parametric intervention time-series approach

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