𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Direction-of-Change Financial Time Series Forecasting using a Similarity-Based Classification Model

✍ Scribed by Skabar, Andrew


Book ID
120838548
Publisher
John Wiley and Sons
Year
2013
Tongue
English
Weight
691 KB
Volume
32
Category
Article
ISSN
0277-6693

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Direction-of-change forecasting using a
✍ S. D. Bekiros; D. A. Georgoutsos πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 114 KB

## Abstract This paper investigates the profitability of a trading strategy, based on recurrent neural networks, that attempts to predict the direction‐of‐change of the market in the case of the NASDAQ composite index. The sample extends over the period 8 February 1971 to 7 April 1998, while the su