A Radial Basis Function Approach to Financial Time Series Analysis

A Radial Basis Function Approach to Financial Time Series Analysis

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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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Bibliographic Details
Main Author: Hutchinson, James M.
Language:en_US
Published: 2004
Subjects:
radial basis functions
option pricing
parametersestimation
time series prediction
confidence
stock market
Online Access:http://hdl.handle.net/1721.1/6783
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