Stock performance modeling using neural networks: A comparative study with regression models

Neural Networks

Volumn 7, Issue 2, 1994, Pages 375-388

  Nicholas Refenes, Apostolos ^a   Zapranis, Achileas ^a   Francis, Gavin ^b  

^a UNIVERSITY COLLEGE LONDON   (United Kingdom)

^b County NatWest Investment Management England ^*

Author keywords

Arbitrage pricing theory; Multiple linear regression; Neural networks; Parameter significance estimation; Sensitivity analysis; Stock market modeling

Indexed keywords

FINANCIAL DATA PROCESSING; FORECASTING; MATHEMATICAL MODELS; PARAMETER ESTIMATION; REGRESSION ANALYSIS; SENSITIVITY ANALYSIS;

ARBITRAGE PRICING THEORY; STOCK PERFORMANCE MODELING; STOCK RANKING;

NEURAL NETWORKS;

EID: 0028277023     PISSN: 08936080     EISSN: None     Source Type: Journal    
DOI: 10.1016/0893-6080(94)90030-2     Document Type: Article

References (16)

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12. Stock ranking using neural networks