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Forecasting the yield and direction of the Australian 10 year Commonwealth Treasury Bond using artificial neural networks

Scott, Callum (1996) Forecasting the yield and direction of the Australian 10 year Commonwealth Treasury Bond using artificial neural networks. Technical Report. Victoria University of Technology. Department of Computer and Mathematical Sciences, Footscray, Vic.

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Item Type: Monograph (Technical Report)
Uncontrolled Keywords: artificial neural network, ANN, time series, efficient market hypothesis, EMH
Subjects: FOR Classification > 0801 Artificial Intelligence and Image Processing
Faculty/School/Research Centre/Department > School of Engineering and Science
Depositing User: VUIR
Date Deposited: 11 Dec 2014 04:32
Last Modified: 16 Dec 2014 04:02
URI: http://vuir.vu.edu.au/id/eprint/25692
DOI: 76 ECON 3
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