TRADING EQUITY INDEX FUTURES WITH A NEURAL NETWORK - A MACHINE LEARNING-ENHANCED TRADING STRATEGY

被引：75
|
作者：
TRIPPI, RR [1 ]
DESIENO, D [1 ]
机构：
[1] LOG DESIGNS CONSULTING INC,LA JOLLA,CA 92037
来源：
JOURNAL OF PORTFOLIO MANAGEMENT | 1992年 / 19卷 / 01期
关键词：
D O I：
10.3905/jpm.1992.409432
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：27 / 33
页数：7
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