Dimension reduction of technical indicators for the prediction of financial time series, Application to the Bel 20 market index

Reference:

Amaury Lendasse, John A. Lee, Vincent Wertz, Eric de Bodt, and Michel Verleysen. Dimension reduction of technical indicators for the prediction of financial time series, application to the bel 20 market index. European Journal of Economic and Social Systems, 15(2):31–48, 2001.

Suggested BibTeX entry:

@article{ejess01_45,
    author = {Amaury Lendasse and John A. Lee and Vincent Wertz and Eric de Bodt and Michel Verleysen},
    journal = {European Journal of Economic and Social Systems},
    number = {2},
    pages = {31--48},
    title = {Dimension reduction of technical indicators for the prediction of financial time series, Application to the Bel 20 market index},
    volume = {15},
    year = {2001},
}