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Nonlinear modeling of time series prediction in the capital markets

dc.contributor.advisorBin Zhou.en_US
dc.contributor.authorMasuda, Takashien_US
dc.date.accessioned2005-08-17T23:52:08Z
dc.date.available2005-08-17T23:52:08Z
dc.date.copyright1995en_US
dc.date.issued1995en_US
dc.identifier.urihttp://hdl.handle.net/1721.1/11164
dc.descriptionThesis (M.B.A.)--Massachusetts Institute of Technology, Sloan School of Management, 1995.en_US
dc.descriptionIncludes bibliographical references (leaves 58-60).en_US
dc.description.statementofresponsibilityby Takashi Masuda.en_US
dc.format.extent60 leavesen_US
dc.format.extent3612107 bytes
dc.format.extent3611868 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypeapplication/pdf
dc.language.isoengen_US
dc.publisherMassachusetts Institute of Technologyen_US
dc.rightsM.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission.en_US
dc.rights.urihttp://dspace.mit.edu/handle/1721.1/7582
dc.subjectSloan School of Managementen_US
dc.titleNonlinear modeling of time series prediction in the capital marketsen_US
dc.typeThesisen_US
dc.description.degreeM.B.A.en_US
dc.contributor.departmentSloan School of Managementen_US
dc.identifier.oclc34396949en_US


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