Abstract
This final chapter starts with a summary of the material of the book, and questions that arise from this, before attempting to view further avenues opened up by the work. To begin with, the philosophy of the prediction modelling approach has two main components, that determine its more detailed character:
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To attempt to capture as much information as possible from other financial and economic variables so as to improve the quality of the predictions of a given asset.
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At the same time not to neglect any information that may be carried by past values of the target time series itself.
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© 2002 Springer-Verlag London
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Taylor, J.G. (2002). Financial Prediction Modelling: Summary and Future Avenues. 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_27
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DOI: https://doi.org/10.1007/978-1-4471-0151-2_27
Publisher Name: Springer, London
Print ISBN: 978-1-85233-531-1
Online ISBN: 978-1-4471-0151-2
eBook Packages: Springer Book Archive