[PDF][PDF] Neural network applications of high-frequency financial time-series prediction
KJ Dahl - 2002 - unsworks.unsw.edu.au
Neural networks are applied to the domain of high-frequency financial time-series
prediction. The LIFFE record of Bund and Gilt futures contract trading price over 52 days is …
prediction. The LIFFE record of Bund and Gilt futures contract trading price over 52 days is …