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Using self-organizing maps to adjust intra-day seasonality
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Document type | Document de travail (Working Paper) |
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Access type | Accès libre |
Publication date | 2005 |
Collection | IAG Working Papers - 2005/149 |
Affiliations |
UCL
- ESPO/IAG - Département d'administration et de gestion UCL - School of Management |
Keywords | Self-organizing maps ; Currency market ; Intra-day seasonality ; High frequency data |
Links |
Bibliographic reference | Ben Omrane, Walid ; de Bodt, Eric. Using self-organizing maps to adjust intra-day seasonality. IAG Working Papers ; 2005/149 (2005) |
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Permanent URL | http://hdl.handle.net/2078.1/5490 |