Special Issue Paper
Fast learning and predicting of stock returns with virtual generalized random access memory weightless neural networks
Article first published online: 14 JUN 2011
Copyright © 2011 John Wiley & Sons, Ltd.
Concurrency and Computation: Practice and Experience
Special Issue: Workshop on High Performance Computational Finance & Java Technologies for Real-Time and Embedded Systems
Volume 24, Issue 8, pages 921–933, 10 June 2012
How to Cite
De Souza, A. F., Freitas, F. D. and Coelho de Almeida, A. G. (2012), Fast learning and predicting of stock returns with virtual generalized random access memory weightless neural networks. Concurrency Computat.: Pract. Exper., 24: 921–933. doi: 10.1002/cpe.1772
- Issue published online: 14 MAY 2012
- Article first published online: 14 JUN 2011
- Manuscript Accepted: 2 APR 2011
- Manuscript Received: 19 MAR 2011
- Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq), Brazil. Grant Numbers: PQ 309831/2007-5, FACADOIC 620185/2008-2, PQ 308096/2010-0
- Fundação de Apoio à Ciência e Tecnologia do Espírito Santo (FAPES), Brazil. Grant Number: PRONEX 48511579/2009
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