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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