Kai Chun Chiu, Lei Xu. Stock Price and Index Forecasting by Arbitrage Pricing Theory-Based Gaussian TFA Learning. In Hujun Yin, Nigel M. Allinson, Richard T. Freeman, John A. Keane, Simon J. Hubbard, editors, Intelligent Data Engineering and Automated Learning - IDEAL 2002, Third International Conference, Manchester, UK, August 12-14, Proceedings. Volume 2412 of Lecture Notes in Computer Science, pages 366-371, Springer, 2002. [doi]
Abstract is missing.