Evaluating Neural Network Predictors by Bootstrapping
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Other versions of this item:
- Blake LeBaron & Andreas S. Weigend, 1994. "Evaluating Neural Network Predictors by Bootstrapping," Finance 9411002, University Library of Munich, Germany.
References listed on IDEAS
- Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59.
- Gallant, A Ronald & Rossi, Peter E & Tauchen, George, 1993. "Nonlinear Dynamic Structures," Econometrica, Econometric Society, vol. 61(4), pages 871-907, July.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Estanislao Arana & Pedro Delicado & Luis Martí, 1999. "Validation procedures in radiological diagnostic models. Neural network and logistic regression," Economics Working Papers 414, Department of Economics and Business, Universitat Pompeu Fabra.
- D. Guegan & L. Mercier, 2005. "Prediction in chaotic time series: methods and comparisons with an application to financial intra-day data," The European Journal of Finance, Taylor & Francis Journals, vol. 11(2), pages 137-150.
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