๐”– Bobbio Scriptorium
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Using neural networks for forecasting volatility of S&P 500 Index futures prices

โœ Scribed by Shaikh A. Hamid; Zahid Iqbal


Book ID
117985813
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
269 KB
Volume
57
Category
Article
ISSN
0148-2963

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We would like to acknowledge N. Marovac and R. Swiniarski of the Department of Mathematical Sciences at San Diego State University for introducing us to neural networks. Also, the helpful comments of E. Ornberg and N. Varaiya of the Department of Finance, San Diego State University, and two anonymou