Abstract is missing.
- Robust neural networksR. Douglas Martin. 1 [doi]
- Nonparametric estimation of state-price densities implicit in financial asset pricesYacine Aït-Sahalia, Andrew W. Lo. 2-5 [doi]
- Price behavior and Hurst exponents of tick-by-tick interbank foreign exchange ratesJohn E. Moody, Lizhong Wu. 26-30 [doi]
- Intraday volatility forecasting for option pricing using a neural network approachFernando González Miranda, A. Neil Burgess. 31 [doi]
- A methodology for stock market analysis utilizing rough set theoryRobert Golan, Wojciech Ziarko. 32-40 [doi]
- Estimation of dependencies based on small number of observationsVladimir Vapnik. 41 [doi]
- Multicriteria decision making using fuzzy quantifiersRonald R. Yager. 42-46 [doi]
- Nonlinear time-series analysis with non-singleton fuzzy logic systemsGeorge C. Mouzouris, Jerry M. Mendel. 47-56 [doi]
- Forecasting by density shaping using neural networksYoram Baram, Ze'ew Roth. 57-71 [doi]
- An analysis of neural-network forecasts from a large-scale, real-world stock selection systemGanesh Mani, Kung-Khoon Quah, Sam Mahfoud, Dean Barr. 72-78 [doi]
- A multinomial characterization of feedforward neural networksBruce N. Lehmann. 79-86 [doi]
- An approach to social system simulation based on information fusionIchiro Kobayashi, Michio Sugeno. 87-90 [doi]
- Predicting company failure-a comparison between neural networks and established statistical techniques by applying the McNemar testR. J. Van Eyden, P. W. C. De Wit, J. C. Arron. 91-96 [doi]
- Multiresolution methods for financial time series predictionV. Bjorn. 97 [doi]
- Neural networks and multivariate currency forecastingKah Hwa Ng, Woon-Seng Gan. 98-102 [doi]
- Predicting exchange rates using a fuzzy learning systemTao Li, Luyuan Fang, D. Guo, Stan Klasa. 103-107 [doi]
- Predicting the Canadian spot exchange rate with neural networksMark Staley, Peter Kim. 108-112 [doi]
- Conservative thirty calendar day stock prediction using a probabilistic neural networkHong Tan, Danil V. Prokhorov, Donald C. Wunsch. 113-117 [doi]
- Input variable selection for neural networks: application to predicting the U.S. business cycleJoachim Utans, John E. Moody, Steven Rehfuss, Hava T. Siegelmann. 118-122 [doi]
- Company financial strategic analysis using neural classifiersAntonio Ballarin, Simona Gervasi, V. Cannata, S. Liudaki. 123-127 [doi]
- A neural network model to exploit the econometric properties of Austrian IPOsChristian Haefke, Christian Helmenstein. 128-135 [doi]
- Can a multivariate QTARCH combined with technical indicators estimate returns in the commodity futures markets?Foort Hamelink, Thieny Vessereau. 136-140 [doi]
- Portfolio choice through convex optimizationPhilippe Henrotte, Hervé Lebret. 141-145 [doi]
- Trend visualizationSteve W. Piche. 146-150 [doi]
- An intelligent system for financial time series prediction combining dynamical systems theory, fractal theory, and statistical methodsOscar Castillo, Patricia Melin. 151-155 [doi]
- Artificial market making with neural nets: an application to optionsHarald Englisch, Stewart Mayhew. 156-159 [doi]
- A neurofuzzy arbitrage simulator for stock investingAllen Hobbs, Nikolaos G. Bourbakis. 160-177 [doi]
- Function approximation with learning networks in the financial field and its application to the interest rate sectorGünther A. Hoffmann. 178-182 [doi]
- Neural networks in finance: an information analysisR. N. Kahn, Anuparn Basu. 183-191 [doi]