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Book Chapter

Multivariate Time Series Modelling of Financial Markets with Artificial Neural Networks

  • Ankenbrand T
  • Tomassini M
Springer Vienna, (1995), 257-260
DOI: 10.1007/978-3-7091-7535-4_68
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Ankenbrand, T., & Tomassini, M. (1995). Multivariate Time Series Modelling of Financial Markets with Artificial Neural Networks. In Artificial Neural Nets and Genetic Algorithms (pp. 257–260). Springer Vienna. https://doi.org/10.1007/978-3-7091-7535-4_68

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