Detecting non-linear dynamics in financial time series

Christian Schittenkopf, Gustavo Deco. Detecting non-linear dynamics in financial time series. In Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering, CIFEr 1997, New York City, USA, March 24-25, 1997. pages 287-292, IEEE, 1997. [doi]

@inproceedings{SchittenkopfD97-0,
  title = {Detecting non-linear dynamics in financial time series},
  author = {Christian Schittenkopf and Gustavo Deco},
  year = {1997},
  doi = {10.1109/CIFER.1997.618950},
  url = {http://dx.doi.org/10.1109/CIFER.1997.618950},
  researchr = {https://researchr.org/publication/SchittenkopfD97-0},
  cites = {0},
  citedby = {0},
  pages = {287-292},
  booktitle = {Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering, CIFEr 1997, New York City, USA, March 24-25, 1997},
  publisher = {IEEE},
  isbn = {0-7803-4133-3},
}