The use of Neural Networks for modeling nonlinear mean reversion: Measuring efficiency and integration in ADR markets

E. Dante Suarez, Farzan Aminian, Mehran Aminian. The use of Neural Networks for modeling nonlinear mean reversion: Measuring efficiency and integration in ADR markets. In Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012. pages 1-8, IEEE, 2012. [doi]

Abstract

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