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Interest rate next-day variation prediction based on hybrid feedforward neural network, particle swarm optimization, and multiresolution techniques. (2016). Lahmiri, Salim.
In: Physica A: Statistical Mechanics and its Applications.
RePEc:eee:phsmap:v:444:y:2016:i:c:p:388-396.

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    In: Intelligent Systems in Accounting, Finance and Management.
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  2. Cryptocurrency forecasting with deep learning chaotic neural networks. (2019). Bekiros, Stelios ; Lahmiri, Salim.
    In: Chaos, Solitons & Fractals.
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  3. Estimating stock closing indices using a GA-weighted condensed polynomial neural network. (2018). Misra, Bijan Bihari ; Nayak, Sarat Chandra.
    In: Financial Innovation.
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  4. Minute-ahead stock price forecasting based on singular spectrum analysis and support vector regression. (2018). Lahmiri, Salim.
    In: Applied Mathematics and Computation.
    RePEc:eee:apmaco:v:320:y:2018:i:c:p:444-451.

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  5. Identification of market trends with string and D2-brane maps. (2017). Barto, Erik ; Pinak, Richard .
    In: Physica A: Statistical Mechanics and its Applications.
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  6. Modeling and predicting historical volatility in exchange rate markets. (2017). Lahmiri, Salim.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:471:y:2017:i:c:p:387-395.

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References

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