Application of Bayesian Techniques for MLPs to Financial Time Series Forecasting - researchr publication related

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Andrew Skabar. Application of Bayesian Techniques for MLPs to Financial Time Series Forecasting. In Shichao Zhang, Ray Jarvis, editors, AI 2005: Advances in Artificial Intelligence, 18th Australian Joint Conference on Artificial Intelligence, Sydney, Australia, December 5-9, 2005, Proceedings. Volume 3809 of Lecture Notes in Computer Science, pages 888-891, Springer, 2005. [doi]

The following publications are possibly variants of this publication:

Lag-Dependent Regularization for MLPs Applied to Financial Time Series Forecasting TasksAndrew Skabar. iccS 2009: 515-523 [doi]

A Kernel-Based Technique for Direction-of-Change Financial Time Series ForecastingAndrew Skabar. iccS 2008: 441-449 [doi]

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