Neural networks trading returns are compared out-of-sample with traditional ARIMA returns for corn, silver, and deutsche mark. Results show that neural network and ARIMA models had positive returns, and at about the same levels. However, deutsche mark was less profitable and returns were not statist
✦ LIBER ✦
Electricity commodity and futures trading: “Gas by wire”
✍ Scribed by Schlesinger, Benjamin
- Publisher
- John Wiley and Sons
- Year
- 2007
- Weight
- 589 KB
- Volume
- 15
- Category
- Article
- ISSN
- 0743-5665
No coin nor oath required. For personal study only.
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