Bibliografia

Barron, A. R. (1993) Universal Approximation Bounds for Superpositions of a sigmoidal function, IEEE Transacions on Information Theory, 39, 3, 930-945.

Giordano F.; Perna C. (1998) Proprietà asintotiche degli stimatori neurali nella regressione non parametrica, Atti della XXXIX Riunione Scientifica SIS, 2, 235-242

Holland, J. H. (1975) Adaptation in Natural and Artificial Systems, Ann Arbor, MI, University of Michigan Press.

Kuan, C. M. Liu, T. (1992) Forecasting Exchange Rates using Feed-Forward and Recurrent Neural Networks, University of Illinois, Bureau of Economic and Business Research, Rapporto
tecnico 92-0128.

Schaffer, J. D., Whitley, D., Eshelman, L. J. (1992) Combination of Genetic Algorithms and Neural Networks, in Proceedings

COGANN, Piscataway, NJ, IEEE Press.

Swanson, N. R. White, H. (1995) A Model Selection Approach to Assessing the Information in Term Structure Using Linear Models and Artificial Neural Networks, Journal of Business & Economic Statistics, vol. 13 n. 3, pp. 265-275.

Tong, H. (1990) Nonlinear Time Series Analysis: a dynamic approach, Oxford University Press.

White, A. (1989) Some Asymptotic Results for Learning in Single

Hidden-Layer Feed-Forward Network Models JASA, 84, 1003- 1013.

Dipartimento di Scienze Economiche e Statistiche
Università degli Studi di Salerno
Depositato ai sensi di legge

Prof.. Francesco Giordano