Forecasting Financial Time Series through Intrinsic Dimension Estimation and Non-Linear Data Projection

Michel Verleysen, Eric de Bodt, Amaury Lendasse. Forecasting Financial Time Series through Intrinsic Dimension Estimation and Non-Linear Data Projection. In José Mira, Juan Vincente Sánchez-Andrés, editors, Engineering Applications of Bio-Inspired Artificial Neural Networks, International Work-Conference on Artificial and Natural Neural Networks, IWANN 99, Alicante, Spain, June 2-4, 1999, Proceedings, Volume II. Volume 1607 of Lecture Notes in Computer Science, pages 596-605, Springer, 1999.

Abstract

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