Improving Co-integration Trading Rule Profitability with Forecasts from an Artificial Neural Network

Paul Lajbcygier, Seng Lee. Improving Co-integration Trading Rule Profitability with Forecasts from an Artificial Neural Network. In Cemal Ardil, editor, International Enformatika Conference, IEC 05, August 26-28, 2005, Prague, Czech Republic, CDROM. pages 36-39, Enformatika, Çanakkale, Turkey, 2005.

Abstract

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