## Abstract Financial market time series exhibit high degrees of nonβlinear variability, and frequently have fractal properties. When the fractal dimension of a time series is nonβinteger, this is associated with two features: (1) inhomogeneityβextreme fluctuations at irregular intervals, and (2) s
Applications of AR*-GRNN model for financial time series forecasting
β Scribed by Weimin Li; Yishu Luo; Qin Zhu; Jianwei Liu; Jiajin Le
- Publisher
- Springer-Verlag
- Year
- 2007
- Tongue
- English
- Weight
- 356 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0941-0643
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