Hujun Yin, He Ni. Generalized Self-Organizing Mixture Autoregressive Model for Modeling Financial Time Series. In Cesare Alippi, Marios M. Polycarpou, Christos Panayiotou, Georgios Ellinas, editors, Artificial Neural Networks - ICANN 2009, 19th International Conference, Limassol, Cyprus, September 14-17, 2009, Proceedings, Part I. Volume 5768 of Lecture Notes in Computer Science, pages 577-586, Springer, 2009. [doi]
Abstract is missing.