참고문헌
- Neural Networks in the Capital Markets Financial Market Applications of Learning from Hints Abu-Mostafa, Y.;A. Refenes(ed.)
- Technical Report No. 58 Universal Approximation Bounds for Superpositions of a Sigmoidal function Barron, A.
- Journal of Business and Economic Statistics v.7 The Message in Daily Exchange Rates : A Conditional Variance Tale Baillie, R.;T. Bollerslev
- Crises in the Economic and Financial Structures Bubbles, Rational Expectations and Financial Markets Blanchard, O.;M. Watson;Wachtel, P.(ed.)
- Statistical Theory and Economic Evidence Nonlinear Dynamics, Chaos, and Instability Brock, W.;A. Hsieh;B. LeBaron
- A Test for Independence Based on the Correlation Dimension Brock, W.;Dechert, W.;J. Scheinkman
- Journal of International Money and Finance v.10 Some Linear and Nonlinear Thoughts on Exchange Rates Chinn, M. D.
- Empirical Modeling of Exchange Rate Dynamics Diebold, F. X.
- Journal of International Economics v.28 Nonparametric Exchange Rate Prediction? Diebold, F.;J. Nason
- Cognitive Science v.14 Finding Structure in Time Elman, J.
- Econometrica v.50 Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of U.K. Inflation Engle, R.
- Neural Networks v.2 On the Approximate Realization of Continuous Mapping by Neural Networks Funahashi, K.I.
- Neural Networks v.2 Multi-layer Feedforward Networks Are Universal Approximators Hornik, K.;M. Stinchcombe;H. White
- Journal of International Economics The Statistical Properties of Daily Foreign Exchange Rates: 1974-1983 Hsieh, D. A.
- Journal of Business v.62 Testing for Nonlinear Dependence in Daily Foreign Exchange Rates Hsieh, D. A.
- Neural Networks in the Capital Markets A Neural Network Procedure for Selecting Predictive Indicators in Currency Trading Hsu, W.;L. Hsu;F. Tenorio;A. Refenes(ed.)
- NBER Working Paper No 2481 Target Zone and Exchange Rate Dynamics Krugman, P.
- BEBR Working Paper, 91-0114 Learning in a Partially Hard-wired Recurrent Network Kuan, C.-M.;K. Hornik
- BEBR Working Paper, 92-0128 Forecasting Exchange Rates Using Feedforward and Recurrent Neural Networks Kuan, C.-M.;T. Liu
- Econometric Reviews v.13 no.1 Artificial Neural Networks: An Econometric Perspective Kuan, C.-M.;H. White
- American Economic Review v.80 no.2 Nonlinear, Nonparametric, Nonessential Exchange Rate Estimation Meese, R;A. Rose
- Robust Forecasts of Exchange Rates Using Neural Network Regression Quantiles Park, B.-J.
- Digital Filter Design Parks, T.;C. Burrus
- Parallel Distributed Processing: Explorations in the Microstructure of Cognition Learning Internal Representations by Error Propagation Rumelhart, D.;G. Hinton;R. Williams;Rumelhart(ed.);M. McClelland(ed.)
- Explorations in the Microstructures of Cognition Rumelhart, D.;J. McClelland
- Biometrika v.73 no.2 Nonlinearity Tests for Time Series Tsay, R. S.
- Ph.D. Dissertation, University of Wisconsin-Madison Essays on Nonlinear Models of Foreign Exchange Tsibouris, G.
- Intl. J. Neur. Sys. v.1 Predicting the Future: A Connectionist Approach Weigend, A.;B. Huberman;D. Rumelhart
- Nonlinear Modeling and Forecasting Predicting Sunspots and Exchange Rates with Connectionist Networks Weigend, A.;M. Casdagli(ed.);S. Eubank(ed.)
- Proceedings of the IEEE Second International Conference on Neural Networks v.Ⅱ Economic Prediction Using Neural Networks: The Case of IBM Stock Prices White, H.
- A Study in the Analysis of Stationary Time Series Wold, H.
- Time Series Prediction: Forecasting the Future and Understanding the Past Simple Architectures on Fast Machines: Practical Issues in Nonlinear Time Series Prediction Zhang, X.;J. Hutchinson;A. Weigend(ed.);N. Gershenfeld