Multivariate Time Series Modelling of Financial Markets with Artificial Neural Networks.
Thomas AnkenbrandMarco TomassiniPublished in: ICANNGA (1995)
Keyphrases
- multivariate time series
- financial markets
- artificial neural networks
- multivariate time series data
- stock price
- stock market
- neural network
- categorical data
- dimension reduction
- risk management
- temporal data
- temporal patterns
- financial time series
- autoregressive
- spatial structure
- decision support system
- principal component analysis
- machine learning