Application of dynamic financial time-series prediction on the interval Artificial Neural Network approach with Value-at-Risk model

Hsio-Yi Lin, An-Pin Chen. Application of dynamic financial time-series prediction on the interval Artificial Neural Network approach with Value-at-Risk model. In Proceedings of the International Joint Conference on Neural Networks, IJCNN 2008, part of the IEEE World Congress on Computational Intelligence, WCCI 2008, Hong Kong, China, June 1-6, 2008. pages 3918-3925, IEEE, 2008. [doi]

Abstract

Abstract is missing.