Both academic and applied researchers studying financial markets and other economic series have become interested in the topic of chaotic dynamics. The possibility of chaos in financial markets opens important questions for both economic theorists as well as financial market participants. This...

We present a new method, inspired by the bootstrap, whose goal it is to determine the quality and reliability of a neural network predictor. Our method leads to more robust forecasting along with a large amount of statistical information on forecast performance that we exploit. We exhibit the...