Neural networks in financial trading

dc.contributor.author	Sermpinis, G.
dc.contributor.author	Karathanasopoulos, A.
dc.contributor.author	Rosillo Camblor, Rafael
dc.contributor.author	Fuente García, David Alfonso de la
dc.date.accessioned	2019-08-21T07:33:39Z
dc.date.available	2019-08-21T07:33:39Z
dc.date.issued	2019
dc.identifier.citation	Annals of Operations Research (2019); doi:10.1007/s10479-019-03144-y
dc.identifier.issn	0254-5330
dc.identifier.uri	http://hdl.handle.net/10651/52039
dc.language.iso	eng
dc.relation.ispartof	Annals of Operations Research
dc.rights	© Springer Science+Business Media, LLC, part of Springer Nature 2019
dc.source	Scopus
dc.source.uri	https://www.scopus.com/inward/record.uri?eid=2-s2.0-85060686076&doi=10.1007%2fs10479-019-03144-y&partnerID=40&md5=40d21b533277e399b934b46c261bc5eb
dc.title	Neural networks in financial trading
dc.type	journal article
dc.identifier.doi	10.1007/s10479-019-03144-y
dc.relation.publisherversion	http://dx.doi.org/10.1007/s10479-019-03144-y

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