Abstract
In earlier chapters we have considered, in general terms, the kind of data we will be interested in for prediction of financial markets. In this chapter we will try to relate this more directly to the specific data used for modelling monthly returns using economic indicators as inputs.
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© 2002 Springer-Verlag London
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Shadbolt, J. (2002). Data Selection. 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_5
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DOI: https://doi.org/10.1007/978-1-4471-0151-2_5
Publisher Name: Springer, London
Print ISBN: 978-1-85233-531-1
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