A methodology for time series prediction in Finance

Reference:

Qi Yu, Antti Sorjamaa, Yoan Miche, and Eric Séverin. A methodology for time series prediction in finance. In Amaury Lendasse, editor, ESTSP, European Symposium on Time Series Prediction, pages 285–293, Porvoo, Finland, September 17-19 2008. Multiprint Oy / Otamedia , Espoo, Finland.

Suggested BibTeX entry:

@inproceedings{yu08_16,
    address = {Porvoo, Finland},
    author = {Qi Yu and Antti Sorjamaa and Yoan Miche and Eric S\'{e}verin},
    booktitle = {{ESTSP}, European Symposium on Time Series Prediction},
    editor = {Amaury Lendasse},
    month = {September 17-19},
    pages = {285-293},
    publisher = {Multiprint Oy / Otamedia , Espoo, Finland},
    title = {A methodology for time series prediction in Finance},
    year = {2008},
}