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	Improved prediction of financial market cycles with artificial neural network and markov regime switching
	Liu, David; Zhang, Lei
刊名	Lecture Notes in Electrical Engineering
	2011
卷号	90 LNEE期号:[db:dc_citation_issue]页码:405-417
关键词	Artificial neural network modeling Markov regime-switching Markov switching models Movement Forecasting Non-linear model Non-parametric estimations Regime switching Shanghai stock exchange composite indices
ISSN号	1876-1100
DOI	[db:dc_identifier_doi]
URL标识	查看原文
WOS记录号	[DB:DC_IDENTIFIER_WOSID]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4487926
专题	西安交通大学
推荐引用方式 GB/T 7714	Liu, David,Zhang, Lei. Improved prediction of financial market cycles with artificial neural network and markov regime switching[J]. Lecture Notes in Electrical Engineering,2011,90 LNEE([db:dc_citation_issue]):405-417.
APA	Liu, David,&Zhang, Lei.(2011).Improved prediction of financial market cycles with artificial neural network and markov regime switching.Lecture Notes in Electrical Engineering,90 LNEE([db:dc_citation_issue]),405-417.
MLA	Liu, David,et al."Improved prediction of financial market cycles with artificial neural network and markov regime switching".Lecture Notes in Electrical Engineering 90 LNEE.[db:dc_citation_issue](2011):405-417.

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