Nonlinear financial time series forecasting - Application to the Bel 20 stock market index

Reference:

Amaury Lendasse, Eric de Bodt, Vincent Wertz, and Michel Verleysen. Nonlinear financial time series forecasting - application to the bel 20 stock market index. European Journal of Economic and Social Systems, 14(1):81–92, February 2001.

Suggested BibTeX entry:

@article{Lendasse00_46,
    author = {Amaury Lendasse and Eric de Bodt and Vincent Wertz and Michel Verleysen},
    journal = {European Journal of Economic and Social Systems},
    month = {February},
    number = {1},
    pages = {81--92},
    title = {Nonlinear financial time series forecasting - Application to the Bel 20 stock market index},
    volume = {14},
    year = {2001},
}