To determine the forecasting efficiency, they perform a comparative statistical out-of-sample analysis of the tested model with autoregressive models and the standard neural network. They also incorporate genetic algorithm as an optimizing technique for adapting parameters of ANN which is then compared with standard backpropagation.
Illiquid Investments; Illiquid Market; Illiquid Markets; illiquidities; illiquidities; illiquidity; Scalping (trading) - Wikipedia https en. wikipedia.org/wiki/Scalping trading) Market makers and specialists. (300 a scalper in an illiquid market (for example, a market with a 25 cent spread) may take 500 shares for a 60 cent.
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