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At 09:26 PM 2/4/98 -0500, Aongus Flood wrote:
<snip>
>A few books that are worth acquiring, some of which are quite technical...
>1. Neural, Novel & Hybrid algorithms for time series prediction, T. Masters
>2. Time Series Prediction, Forecasting the future and understanding the
>past, Edited By: Weigend & Gershenfeld
>3. Numerical Recipes in C, Press, Teukolsky...
>4. Time Series Analysis: Forecasting and control, Box & Jenkins
I'd like to second these four recommendations and add one of my own:
"Neural Networks in the Capital Markets", edited by Paul Refenes and
published by Wiley, ISBN 0-471-94364-9.
It's important to always remember than neural networks are not magic, but
just non-linear, non-parametric regression with all of the accompanying
problems.
Hope this helps,
rld
Richard Leighton Dixon
rldixon@xxxxxxxx
Disclaimer: Nobody agrees with me.
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