A Bootstrap Evaluation of the Effect of Data Splitting on Financial Time Series
暂无分享,去创建一个
[1] Wray L. Buntine,et al. Bayesian Back-Propagation , 1991, Complex Syst..
[2] Regina Y. Liu. Moving blocks jackknife and bootstrap capture weak dependence , 1992 .
[3] H. Künsch. The Jackknife and the Bootstrap for General Stationary Observations , 1989 .
[4] Gerhard Paass,et al. Assessing and Improving Neural Network Predictions by the Bootstrap Algorithm , 1992, NIPS.
[5] David E. Rumelhart,et al. Predicting the Future: a Connectionist Approach , 1990, Int. J. Neural Syst..
[6] A. Satorra,et al. Measurement Error Models , 1988 .
[7] Ashok N. Srivastava,et al. Predicting conditional probability distributions: a connectionist approach , 1995, Int. J. Neural Syst..
[8] Geoffrey E. Hinton,et al. Bayesian Learning for Neural Networks , 1995 .
[9] David J. C. MacKay,et al. A Practical Bayesian Framework for Backpropagation Networks , 1992, Neural Computation.
[10] Ashok N. Srivastava,et al. Nonlinear gated experts for time series: discovering regimes and avoiding overfitting , 1995, Int. J. Neural Syst..
[11] D. Rumelhart,et al. Predicting sunspots and exchange rates with connectionist networks , 1991 .
[12] B. LeBaron. Some Relations between Volatility and Serial Correlations in Stock Market Returns , 1992 .
[13] Peter E. Rossi,et al. Nonlinear dynamic structures , 1993 .
[14] Jonathan M. Karpoff. The Relation between Price Changes and Trading Volume: A Survey , 1987, Journal of Financial and Quantitative Analysis.
[15] T. K. Leen. Learning Local Error Bars for Nonlinear Regression , 1995 .
[16] R. Chou,et al. ARCH modeling in finance: A review of the theory and empirical evidence , 1992 .
[17] Blake LeBaron,et al. Persistence of the Dow Jones Index on Rising Volume , 1992 .
[18] B. Efron. The jackknife, the bootstrap, and other resampling plans , 1987 .
[19] Jens Timmer,et al. Modeling Volatility Using State Space Models , 1997, Int. J. Neural Syst..
[20] Robert Tibshirani,et al. A Comparison of Some Error Estimates for Neural Network Models , 1996, Neural Computation.
[21] J. M. Bates,et al. The Combination of Forecasts , 1969 .
[22] Robert A. Jacobs,et al. Methods For Combining Experts' Probability Assessments , 1995, Neural Computation.