The effects of variable stationarity in a financial time-series on Artificial Neural Networks - researchr publication authors

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Matthew Butler, Dimitar Kazakov. The effects of variable stationarity in a financial time-series on Artificial Neural Networks. In 2011 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2011, Paris, France, April 14-15, 2011. pages 124-131, IEEE, 2011. [doi]

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