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- W3141961024 abstract "This paper reports some results of an on-going project using neural network modelling and learning techniques to search for and decode nonlinear regularities in asset price movements. We focus here on the case of IBM common stock daily returns. Having to deal with the salient features of economic data highlights the role to be played by statistical inference and requires modifications to standard learning techniques which may prove useful in other contexts." @default.
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- W3141961024 title "ECONOMIC PERDICATION USING NEURAL NETWORKS: THE CASE OF IBM DAILY STOCK RETURNS" @default.
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