Forecasting financial time series through intrinsic dimension estimation and non-linear data projection

Reference:

Michel Verleysen, Eric de Bodt, and Amaury Lendasse. Forecasting financial time series through intrinsic dimension estimation and non-linear data projection. In J. Sanchez-Andres J. Mira, editor, IWANN99, International Work-conference on Artificial and Natural Neural networks, Alicante (Spain). Published in Engineering Applications of Bio-Inspired Artificial Neural Networks, volume 1607–2 of Lecture Notes in Computer Science, pages 596–605. Springer-Verlag, June 1999.

Suggested BibTeX entry:

@inproceedings{Verleysen99_10,
    author = {Michel Verleysen and Eric de Bodt and Amaury Lendasse},
    booktitle = {{IWANN}99, International Work-conference on Artificial and Natural Neural networks, Alicante (Spain). Published in Engineering Applications of Bio-Inspired Artificial Neural Networks},
    editor = {J. Mira, J. Sanchez-Andres},
    month = {June},
    pages = {596--605},
    publisher = {Springer-Verlag},
    series = {Lecture Notes in Computer Science},
    title = {Forecasting financial time series through intrinsic dimension estimation and non-linear data projection},
    volume = {1607--2},
    year = {1999},
}