Financial Time Series Prediction Using Mixture of Experts.

M. Serdar Yümlü Fikret S. Gürgen Nesrin Okay

Published in: ISCIS (2003)

Keyphrases

financial time series
stock market
financial time series forecasting
non stationary
financial data
turning points
stock exchange
exchange rate
stock price
multivariate time series
stock returns
expectation maximization
long term