A methodology for time series prediction in Finance

Reference:

Qi Yu, Antti Sorjamaa, Yoan Miche, and Eric Séverin. A methodology for time series prediction in finance. In ESTSP08, 2nd European Symposium on Time Series Prediction, pages 285–293, September 17-19 2008.

Suggested BibTeX entry:

@inproceedings{yu08_4,
    author = {Qi Yu and Antti Sorjamaa and Yoan Miche and Eric S\'{e}verin},
    booktitle = {{ESTSP}08, 2nd European Symposium on Time Series Prediction},
    language = {eng},
    month = {September 17-19},
    pages = {285-293},
    title = {A methodology for time series prediction in Finance},
    year = {2008},
}