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Comparing Neural Networks and ARMA Models in Artificial Stock Market

  1. 1.
    SYSNO0361537
    TitleComparing Neural Networks and ARMA Models in Artificial Stock Market
    Author(s) Krtek, Jiří (UTIA-B) [E]
    Vošvrda, Miloslav (UTIA-B) [E] RID
    Source Title Bulletin of the Czech Econometric Society. Roč. 18, č. 28 (2011), s. 53-65
    Document TypeČlánek v odborném periodiku
    Grant GD402/09/H045 GA ČR - Czech Science Foundation (CSF)
    CEZAV0Z10750506 - UTIA-B (2005-2011)
    Languageeng
    CountryCZ
    Keywords neural networks * vector ARMA * artificial market
    URL http://library.utia.cas.cz/separaty/2011/E/krtek-comparing neural networks and arma models in artificial stock market.pdf
    Permanent Linkhttp://hdl.handle.net/11104/0198831
     
Number of the records: 1  

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