Investigating the information content of non-cash-trading index futures using neural networks.

Tian-Shyug Lee Nen-Jing Chen

Published in: Expert Syst. Appl. (2002)

Keyphrases

information content
futures market
neural network
short run
long run
mutual information
artificial neural networks
normal form
investment strategies
pattern recognition
high level
attribute values
semantic similarity
salient points
database systems
management system