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 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 Collections: Faculty of Science, Engineering and Built Environment Centre for Pattern Recognition and Data Analytics (PRADA) Related Links Link Description   Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Versions Version Filter Type Thu, 03 Aug 2017, 12:30:52 EST Fri, 04 Aug 2017, 05:07:58 EST Fri, 04 Aug 2017, 06:10:02 EST Fri, 22 Jun 2018, 15:03:52 EST Fri, 22 Jun 2018, 15:05:05 EST Filtered Full Citation counts:   Cited 0 times in TR Web of Science Cited 1 times in Scopus Search Google Scholar Access Statistics: 53 Abstract Views  -  Detailed Statistics Created: Thu, 03 Aug 2017, 12:30:52 EST

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