Using Kalman-Filtered Radial Basis Function Networks to Forecast Changes in the ISEQ Index - researchr publication related

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David Edelman. Using Kalman-Filtered Radial Basis Function Networks to Forecast Changes in the ISEQ Index. In Mario Giacobini, Anthony Brabazon, Stefano Cagnoni, Gianni Di Caro, Rolf Drechsler, Muddassar Farooq, Andreas Fink, Evelyne Lutton, Penousal Machado, Stefan Minner, Michael O Neill, Juan Romero, Franz Rothlauf, Giovanni Squillero, Hideyuki Takagi, Sima Uyar, Shengxiang Yang, editors, Applications of Evolutinary Computing, EvoWorkshops 2007: EvoCoMnet, EvoFIN, EvoIASP,EvoINTERACTION, EvoMUSART, EvoSTOC and EvoTransLog, Valencia, Spain, April11-13, 2007, Proceedings. Volume 4448 of Lecture Notes in Computer Science, pages 228-232, Springer, 2007. [doi]

The following publications are possibly variants of this publication:

Using Kalman-filtered Radial Basis Function Networks for Index Arbitrage in the Financial MarketsDavid Edelman. In Anthony Brabazon, Michael O Neill, editors, Natural Computing in Computational Finance. Volume 100 of Studies in Computational Intelligence, pages 187-195, Springer, 2008. [doi]

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