Predicting Stock Market Time Series Using Evolutionary Artificial Neural Networks with Hurst Exponent Input Windows

Somesh Selvaratnam, Michael Kirley. Predicting Stock Market Time Series Using Evolutionary Artificial Neural Networks with Hurst Exponent Input Windows. In Abdul Sattar, Byeong Ho Kang, editors, AI 2006: Advances in Artificial Intelligence, 19th Australian Joint Conference on Artificial Intelligence, Hobart, Australia, December 4-8, 2006, Proceedings. Volume 4304 of Lecture Notes in Computer Science, pages 617-626, Springer, 2006. [doi]

Abstract

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