Multivariate time series modeling of financial markets with artificial neural networks (1996)
Source: Anais. Conference titles: Simpósio Brasileiro de Redes Neurais. Unidade: EP
Assunto: INTELIGÊNCIA ARTIFICIAL
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YOSHIKAWA, E e CABRAL JÚNIOR, Euvaldo Ferreira. Multivariate time series modeling of financial markets with artificial neural networks. 1996, Anais.. Recife: UFPE, 1996. . Acesso em: 17 nov. 2024.APA
Yoshikawa, E., & Cabral Júnior, E. F. (1996). Multivariate time series modeling of financial markets with artificial neural networks. In Anais. Recife: UFPE.NLM
Yoshikawa E, Cabral Júnior EF. Multivariate time series modeling of financial markets with artificial neural networks. Anais. 1996 ;[citado 2024 nov. 17 ]Vancouver
Yoshikawa E, Cabral Júnior EF. Multivariate time series modeling of financial markets with artificial neural networks. Anais. 1996 ;[citado 2024 nov. 17 ]
