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]
@inproceedings{SuarezAA12, title = {The use of Neural Networks for modeling nonlinear mean reversion: Measuring efficiency and integration in ADR markets}, author = {E. Dante Suarez and Farzan Aminian and Mehran Aminian}, year = {2012}, doi = {10.1109/CIFEr.2012.6327769}, url = {http://dx.doi.org/10.1109/CIFEr.2012.6327769}, researchr = {https://researchr.org/publication/SuarezAA12}, cites = {0}, citedby = {0}, pages = {1-8}, booktitle = {Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012}, publisher = {IEEE}, isbn = {978-1-4673-1802-0}, }