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  • Grey relational grades and neural networks : empirical evidence on vice funds 

    DIAZ, JOHN FRANCIS; NGUYEN, THANH TUNG (Centre de recherche en éthique, 2020-03-10)
    This research examines time-series predictability of Vice Funds Indices through the Grey Relational Analysis (GRA), and also applies three types of Artificial Neural Networks (ANN) model, namely, Back- propagation Perception Network (BPN), Recurrent ...