Abstract
This chapter describes the financial data series that is to be used to test ANTAS. In this chapter we describe the Long Gilt Futures Contract (LGFC) and other financial series that will be used by ANTAS in Chapter 8 in order to formulate a predictive model of the LGFC. The chapter provides a description of this data series in the context of financial forecasting, and in terms of the Efficient Market Hypothesis.
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© 1997 Springer-Verlag London Limited
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Kingdon, J. (1997). The Data: The Long Gilt Futures Contract. In: Intelligent Systems and Financial Forecasting. Perspectives in Neural Computing. Springer, London. https://doi.org/10.1007/978-1-4471-0949-5_7
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DOI: https://doi.org/10.1007/978-1-4471-0949-5_7
Publisher Name: Springer, London
Print ISBN: 978-3-540-76098-6
Online ISBN: 978-1-4471-0949-5
eBook Packages: Springer Book Archive