Neural network forecasting of an opening cash price index
From MaRDI portal
Publication:4784553
DOI10.1080/00207720110092216zbMath1032.91594OpenAlexW2063606086MaRDI QIDQ4784553
Chih-Chou Chiu, Tian-Shyug Lee
Publication date: 9 March 2004
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207720110092216
Learning and adaptive systems in artificial intelligence (68T05) Microeconomic theory (price theory and economic markets) (91B24) Statistical methods; economic indices and measures (91B82)
Related Items (2)
Mining the customer credit using classification and regression tree and multivariate adaptive regression splines ⋮ 50 Years of international journal of systems science: a review of the past and trends for the future
Cites Work
- Neural networks: A review from a statistical perspective. With comments and a rejoinder by the authors
- Multilayer feedforward networks are universal approximators
- Feedforward Neural Nets as Models for Time Series Forecasting
- Neural Networks in Applied Statistics
- Approximation by superpositions of a sigmoidal function
This page was built for publication: Neural network forecasting of an opening cash price index