Predicting the Australian stock market index using neural networks exploiting dynamical swings and intermarket influences

Pan, H, Tilakaratne, C and Yearwood, John Leighton 2003, Predicting the Australian stock market index using neural networks exploiting dynamical swings and intermarket influences, in Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), Springer, Berlin, Germany, pp. 327-338.


Title Predicting the Australian stock market index using neural networks exploiting dynamical swings and intermarket influences
Author(s) Pan, H
Tilakaratne, C
Yearwood, John LeightonORCID iD for Yearwood, John Leighton orcid.org/0000-0002-7562-6767
Conference location Perth, W.A.
Conference dates 2005/12/03 - 2005/12/05
Title of proceedings Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Publication date 2003
Start page 327
End page 338
Total pages 12
Publisher Springer
Place of publication Berlin, Germany
ISBN 9783540206460
ISSN 0302-9743
1611-3349
Field of Research 08 Information And Computing Sciences
HERDC Research category EN.1 Other conference paper
Persistent URL http://hdl.handle.net/10536/DRO/DU:30101527

Document type: Conference Paper
Collection: Centre for Pattern Recognition and Data Analytics
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