Soheil Almasi Monfared, David Enke. Noise Canceling in Volatility Forecasting Using an Adaptive Neural Network Filter. In Cihan H. Dagli, editor, Proceedings of the Complex Adaptive Systems 2015 Conference, San Jose, CA, USA, November 2-4, 2015. Volume 61 of Procedia Computer Science, pages 80-84, Elsevier, 2015. [doi]
Abstract is missing.