Improving co-integration trading rule profitability with forecasts from an artificial neural network

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Research › peer-review

Original language	English
Title of host publication	Enformatika
Editors	C Ardil
Place of Publication	Taksim Turkey
Publisher	International Enformatika Society
Pages	36 - 39
Number of pages	4
Volume	7
Publication status	Published - 2005
Event	International Enformatika Conference - Prague Czech Republic, Taksim Turkey Duration: 1 Jan 2005 → …

Conference	International Enformatika Conference
City	Taksim Turkey
Period	1/01/05 → …

Cite this

@inproceedings{d39a7adf0bb84b7cb206e5e96c31f7a1,

title = "Improving co-integration trading rule profitability with forecasts from an artificial neural network",

author = "Lajbcygier, {Paul Richard} and Seng Lee",

year = "2005",

language = "English",

volume = "7",

pages = "36 -- 39",

editor = "C Ardil",

booktitle = "Enformatika",

publisher = "International Enformatika Society",

note = "International Enformatika Conference ; Conference date: 01-01-2005",

}

TY - GEN

T1 - Improving co-integration trading rule profitability with forecasts from an artificial neural network

AU - Lajbcygier, Paul Richard

AU - Lee, Seng

PY - 2005

Y1 - 2005

M3 - Conference Paper

VL - 7

SP - 36

EP - 39

BT - Enformatika

A2 - Ardil, C

PB - International Enformatika Society

CY - Taksim Turkey

T2 - International Enformatika Conference

Y2 - 1 January 2005

ER -