Abstract
In this chapter we will consider the network integration prediction technique. We will start by describing the general theoretical basis for making predictions using ensembles of neural networks. We will then proceed to describe the specific features of the implementation and then conclude by presenting some results for the USA bond market.
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© 2002 Springer-Verlag London
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Larsson, S. (2002). Network Integration. In: Shadbolt, J., Taylor, J.G. (eds) Neural Networks and the Financial Markets. Perspectives in Neural Computing. Springer, London. https://doi.org/10.1007/978-1-4471-0151-2_20
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DOI: https://doi.org/10.1007/978-1-4471-0151-2_20
Publisher Name: Springer, London
Print ISBN: 978-1-85233-531-1
Online ISBN: 978-1-4471-0151-2
eBook Packages: Springer Book Archive