Input data reduction for the prediction of financial time series

Reference:

Amaury Lendasse, John A. Lee, Eric de Bodt, Vincent Wertz, and Michel Verleysen. Input data reduction for the prediction of financial time series. In M. Verleysen, editor, ESANN 2001, European Symposium on Artificial Neural Networks, Bruges (Belgique), pages 237–244. d-side publ. (Evere, Belgium), April 2001.

Suggested BibTeX entry:

@inproceedings{Lendasse01_41,
    author = {Amaury Lendasse and John A. Lee and Eric de Bodt and Vincent Wertz and Michel Verleysen},
    booktitle = {{ESANN} 2001, European Symposium on Artificial Neural Networks, Bruges (Belgique)},
    editor = {M. Verleysen},
    month = {April},
    pages = {237--244},
    publisher = {d-side publ. (Evere, Belgium)},
    title = {Input data reduction for the prediction of financial time series},
    year = {2001},
}