Show simple item record

dc.contributor.authorO'Grady, Thomas (Barry)
dc.contributor.editorHeping Pan, Didier Sornette and Kenneth Kortanek
dc.date.accessioned2017-01-30T13:56:42Z
dc.date.available2017-01-30T13:56:42Z
dc.date.created2009-03-05T00:54:47Z
dc.date.issued2004
dc.identifier.citationO'Grady, Thomas (Barry). 2004. An investigation of the uses of depth of field and stochastic concepts in fine tuning strategic plays in the Australian stock market and its impact on systems development, in Heping Pan, Didier Sornette and Kenneth Kortanek (ed), First international workshop on intelligent finance, Dec 13 2004, pp. 555-559. Melbourne, Australia: School of Information Technology and Mathematical Sciences, University of Ballarat, Australia.
dc.identifier.urihttp://hdl.handle.net/20.500.11937/36616
dc.publisherSchool of Information Technology and Mathematical Sciences, University of Ballarat, Australia
dc.titleAn investigation of the uses of depth of field and stochastic concepts in fine tuning strategic plays in the Australian stock market and its impact on systems development
dc.typeConference Paper
dcterms.source.volumejune
dcterms.source.startPage555
dcterms.source.endPage559
dcterms.source.titleIntelligent finance
dcterms.source.seriesIntelligent finance
dcterms.source.isbn187685118X
dcterms.source.conferenceFirst international workshop on intelligent finance
dcterms.source.conference-start-dateDec 13 2004
dcterms.source.conferencelocationMelbourne, Australia
dcterms.source.placeAustralia
curtin.accessStatusFulltext not available
curtin.facultyCurtin Business School
curtin.facultySchool of Economics and Finance


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record