@article {IOPORT.05384309,
    author       = {Volmer, Reinhard and Lehrbass, Frank B.},
    title        = {Kohonens self-organizing maps and the DAX-future. (Kohonens selbstorganisierende Karten und der Terminkontrakt auf den DAX.)},
    year         = {1997},
    journal      = {Wirtschaftsinformatik},
    volume       = {39},
    number       = {4},
    issn         = {0937-6429},
    pages        = {339-343},
    publisher    = {Friedr. Vieweg \& Sohn Verlags-GmbH, Wiesbaden},
    abstract     = {Summary: This paper shows the application of Kohonens self-organizing maps in a financial market model. It is shown that there is a coincidence between pre-market situations and market movements. The situations are 15-dimensional vectors, the components thereof are financial data known before the opening of the market. The measure of similarity is the Euclidean distance. The 15-dimensional vectors are mapped on a 2-dimensional map during training. Thus, the similarities are visualized. (Provider: Leibiger)},
    msc2010      = {I.2.6 (J.1xx)},
    identifier   = {05384309},
}