Using self-organizing maps to adjust for intra-day seasonality

Walid Ben Omrane and Eric de Bodt

No 1959, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2007-01-01
Note: In : Journal of Banking & Finance, 31, 1817-1838, 2007
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