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

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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)
URI	https://vuir.vu.edu.au/id/eprint/25692
DOI	76 ECON 3
Subjects	Historical > FOR Classification > 0801 Artificial Intelligence and Image Processing Historical > Faculty/School/Research Centre/Department > School of Engineering and Science
Keywords	artificial neural network, ANN, time series, efficient market hypothesis, EMH
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