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Kernel Regression Applicazione alla Previsione del Fib 30

Bibliografia

Wolberg R. John. Expert Trading Systems: Modeling Financial Markets with Kernel Regression. John Wiley & Son, 1999.

Wolberg R. John. Fast kernel regression documentation. 22 Settembre 1999.

Wolberg R. John. FKR Help. E-mails to Dino Monico. Da Aprile a Dicembre 2001.

Kimche Ronen. FKR Document Release 18. E-mail to Dino Monico. 24/05/2001.

Goutte Cyril. Kernel regression files. E-mails to Dino Monico. 10 e 23/10/2001.

Torgo Luìs. Kernel regression trees. Porto: LIACC University, 2000.

Torgo Luìs. KRT - full paper question. E-mail to Dino Monico. 15/11/2001.

Torgo Luìs. Functional models for regression tree leaves. Porto: LIACC, 2000.

Hoti Fabian. Kernel regression via binned data. Helsinki: Rolf Nevanlinna Institute, University of Helsinki. (Cap.2-3). 01 Febbraio 2001.

Hardle W. Applied non parametric regression. Cambridge University Press. (Cap.1-2-3). 1990.

Wand M.P., Jones M.C. Kernel Smoothing. Chapman & Hall. (Cap.5). 1994.

Demuth H., Beale M. Neural Networks Toolbox for use with Matlab.

The MathsWorks Inc., Natick. 1997.

Azoff E.M. Neural Network time series forecasting of Financial Markets. JohnWiley & Son. 1994.

Refenes A.P. Neural Network in the Capital Markets. John Wiley & Son. 1995.

Di Lorenzo Roberto. Come guadagnare in borsa con l’analisi tecnica 1, 2, 3. Il Sole 24 ore. 2000.

Borsa Italiana SpA. Il Fib 30. http://www.borsaitaliana.it.

Monico Dino

Sommario: Index