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.

@inproceedings{LajbcygierL05,
  title = {Improving Co-integration Trading Rule Profitability with Forecasts from an Artificial Neural Network},
  author = {Paul Lajbcygier and Seng Lee},
  year = {2005},
  tags = {rule-based, rules},
  researchr = {https://researchr.org/publication/LajbcygierL05},
  cites = {0},
  citedby = {0},
  pages = {36-39},
  booktitle = {International Enformatika Conference, IEC 05, August 26-28, 2005, Prague, Czech Republic, CDROM},
  editor = {Cemal Ardil},
  publisher = {Enformatika, Çanakkale, Turkey},
  isbn = {975-98458-6-5},
}