A self-organising mixture autoregressive network for FX time series modelling and prediction

He Ni, Hujun Yin. A self-organising mixture autoregressive network for FX time series modelling and prediction. Neurocomputing, 72(16-18):3529-3537, 2009. [doi]

@article{NiY09a,
  title = {A self-organising mixture autoregressive network for FX time series modelling and prediction},
  author = {He Ni and Hujun Yin},
  year = {2009},
  doi = {10.1016/j.neucom.2009.03.019},
  url = {http://dx.doi.org/10.1016/j.neucom.2009.03.019},
  researchr = {https://researchr.org/publication/NiY09a},
  cites = {0},
  citedby = {0},
  journal = {Neurocomputing},
  volume = {72},
  number = {16-18},
  pages = {3529-3537},
}