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},
}