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

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]

@inproceedings{ButlerK11,
  title = {The effects of variable stationarity in a financial time-series on Artificial Neural Networks},
  author = {Matthew Butler and Dimitar Kazakov},
  year = {2011},
  doi = {10.1109/CIFER.2011.5953557},
  url = {http://dx.doi.org/10.1109/CIFER.2011.5953557},
  researchr = {https://researchr.org/publication/ButlerK11},
  cites = {0},
  citedby = {0},
  pages = {124-131},
  booktitle = {2011 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2011, Paris, France, April 14-15, 2011},
  publisher = {IEEE},
  isbn = {978-1-4244-9932-8},
}