A Radial Basis Function Approach to Financial Time Series Analysis
Nonlinear multivariate statistical techniques on fast computers offer the potential to capture more of the dynamics of the high dimensional, noisy systems underlying financial markets than traditional models, while making fewer restrictive assumptions. This thesis presents a collection of prac...
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| Language: | en_US |
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2004
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| Online Access: | http://hdl.handle.net/1721.1/6783 |