-
1
-
-
0000032342
-
How effective are neural networks at forecasting and prediction? A review and evaluation
-
M.Adya and F.Collopy, "How effective are Neural Networks at Forecasting and Prediction? A Review and Evaluation," Journal of Forecasting, vol.17, 1998, pp.481-495. (Pubitemid 128688508)
-
(1998)
Journal of Forecasting
, vol.17
, Issue.5-6
, pp. 481-495
-
-
Adya, M.1
Collopy, F.2
-
2
-
-
0040377513
-
An analysis of the applications of neural networks in finance
-
July/Aug.
-
A.Fadlalla and C.-H. Lin, "An Analysis of the Applications of Neural Networks in Finance," Interfaces, vol.31, July/Aug., 2001, pp. 112- 122.
-
(2001)
Interfaces
, vol.31
, pp. 112-122
-
-
Fadlalla, A.1
Lin, C.-H.2
-
4
-
-
0013153218
-
Neural network time series forecasting of financial markets
-
N.Meade, "Neural Network Time Series Forecasting of Financial Markets," International Journal of Forecasting, vol. 11, 1995, pp.601 -622.
-
(1995)
International Journal of Forecasting
, vol.11
, pp. 601-622
-
-
Meade, N.1
-
5
-
-
0012131847
-
Static, Dynamic, and Hybrid Neural Networks in Forecasting Inflation
-
S.Moshiri, N. E. Cameron and D.Scuse, "Static, Dynamic, and Hybrid Neural Networks in Forecasting Inflation, "Computational Economics, vol.14 (3), 1999, pp. 219-35. (Pubitemid 129645031)
-
(1999)
Computational Economics
, vol.14
, Issue.3
, pp. 219-235
-
-
Moshiri, S.1
Cameron, N.E.2
Scuse, D.3
-
6
-
-
0000832680
-
Stock performance modeling using neural network: A comparative study with regression models
-
A.N.Refenes, A. Zapranis and G.Francis, "Stock Performance Modeling Using Neural Network: A Comparative Study with Regression Models", Neural Network, vol. 5, 1994, pp. 961-970.
-
(1994)
Neural Network
, vol.5
, pp. 961-970
-
-
Refenes, A.N.1
Zapranis, A.2
Francis, G.3
-
7
-
-
0041190923
-
A neural network approach to long-run exchange rate prediction
-
W.Verkooijen, "A Neural Network Approach to Long-Run Exchange Rate Prediction," Computational Economics, vol. 9, 1996, pp.51-65. (Pubitemid 126709696)
-
(1996)
Computational Economics
, vol.9
, Issue.1
, pp. 51-65
-
-
Verkooijen, W.1
-
8
-
-
4344591889
-
Neural network forecasting for seasonal and trend time series
-
G.-P.Zhang and M.Qi, "Neural Network Forecasting for Seasonal and Trend Time Series, "European Journal of Operational Research, vol. 160 (2), 2005, pp.501-514.
-
(2005)
European Journal of Operational Research
, vol.160
, Issue.2
, pp. 501-514
-
-
Zhang, G.-P.1
Qi, M.2
-
9
-
-
84948516717
-
Artificial neural networks: An econometric perspective
-
C.M.Kuan, and H.White, "Artificial Neural Networks: An Econometric Perspective, "Econometric Reviews, vol. 13 (1), 1994, pp.1-91.
-
(1994)
Econometric Reviews
, vol.13
, Issue.1
, pp. 1-91
-
-
Kuan, C.M.1
White, H.2
-
10
-
-
26944442012
-
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination
-
DOI 10.1016/j.ijforecast.2005.04.010, PII S0169207005000464
-
T.Teräsvirta, van Dijk, and M.C.Medeiros, "Linear Models, Smooth Transition Autoregressions, and Neural Networks for Forecasting Macroeconomic Time Series: A Reexamination," International Journal of Forecasting, vol.21 (5), 2005, pp.755-774. (Pubitemid 41472401)
-
(2005)
International Journal of Forecasting
, vol.21
, Issue.4
, pp. 755-774
-
-
Terasvirta, T.1
Van Dijk, D.2
Medeiros, M.C.3
-
11
-
-
0004296209
-
-
5th ed. New Jersey: Pearson Education
-
H. W.Greene, Econometric Analysis. 5th ed. New Jersey: Pearson Education, 2003, pp. 637-640.
-
(2003)
Econometric Analysis
, pp. 637-640
-
-
Greene, H.W.1
-
12
-
-
0010807266
-
Artificial neural networks for some macroeconomic series: A first report
-
E.Maasumi, A.Khotanzad, and A. Abaye, "Artificial Neural Networks for Some Macroeconomic Series: A First Report," Econometric Reviews, vol. 13 (1), 1996, pp.105-122.
-
(1996)
Econometric Reviews
, vol.13
, Issue.1
, pp. 105-122
-
-
Maasumi, E.1
Khotanzad, A.2
Abaye, A.3
-
13
-
-
0031329532
-
A model selection approach to real time macroeconomic forecasting using linear models and artificial neural networks
-
N.R.Swanson and H.White, "A Model Selection Approach to Real Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks," Review of Economics and Statistics, vol. 79, 1997, pp.540-50.
-
(1997)
Review of Economics and Statistics
, vol.79
, pp. 540-550
-
-
Swanson, N.R.1
White, H.2
-
15
-
-
0042279716
-
On the profitability of technical trading rules based on artificial neural networks: Evidence from the madrid stock market
-
F.R.Fernando, G.M.Christian and S.R. Simon, "On the Profitability of Technical Trading Rules Based on Artificial Neural Networks: Evidence from the Madrid Stock Market," Economics Letters, vol. 69, 2000, pp. 89-94.
-
(2000)
Economics Letters
, vol.69
, pp. 89-94
-
-
Fernando, F.R.1
Christian, G.M.2
Simon, S.R.3
-
16
-
-
0000832680
-
Stock performance modeling using neural networks: A comparative study with regression models
-
A. N.Refenes, A.Zapranis and G. Francis, "Stock Performance Modeling Using Neural Networks: A Comparative Study with Regression Models", Neural Networks, vol.5, 1994, pp.961-970.
-
(1994)
Neural Networks
, vol.5
, pp. 961-970
-
-
Refenes, A.N.1
Zapranis, A.2
Francis, G.3
-
17
-
-
33846072221
-
Black-Scholes versus artificial neural networks in pricing FTSE 100 options
-
J.Bennell and C. Sutcliffe, "Black-Scholes versus Artificial Neural Networks in Pricing FTSE 100 Options, "International Journal of Intelligent Systems in Accounting, Finance and Management, vol.12, pp.243-260.
-
International Journal of Intelligent Systems in Accounting, Finance and Management
, vol.12
, pp. 243-260
-
-
Bennell, J.1
Sutcliffe, C.2
-
18
-
-
0002347308
-
Pricing and hedging derivative securities with neural networks and a homogeneity hint
-
R.Garcia and R.Gencay, "Pricing and Hedging Derivative Securities with Neural Networks and A Homogeneity Hint," Journal of Econometrics, vol.94(1/2), pp.2000, 93-115.
-
(2000)
Journal of Econometrics
, vol.94
, Issue.1-2
, pp. 93-115
-
-
Garcia, R.1
Gencay, R.2
-
19
-
-
0002617073
-
Forecasting the exchange rates of CHF vs USD using neural networks
-
J.Yao, Y. Li, and C. L.Tan, "Forecasting the Exchange Rates of CHF vs USD Using Neural Networks, "Journal of Computational Intelligence in Finance, vol. 15, 2000, pp.7-13.
-
(2000)
Journal of Computational Intelligence in Finance
, vol.15
, pp. 7-13
-
-
Yao, J.1
Li, Y.2
Tan, C.L.3
-
22
-
-
0011747507
-
Neural networks and early warning indicators of currency crisis
-
A.K. Nag and A.Mitra, "Neural Networks and Early Warning Indicators of Currency Crisis," Reserve Bank of India Occasional Papers, vol. 20 (2), 1999, pp. 183-222.
-
(1999)
Reserve Bank of India Occasional Papers
, vol.20
, Issue.2
, pp. 183-222
-
-
Nag, A.K.1
Mitra, A.2
-
23
-
-
31944447514
-
Artificial neural networks and bankruptcy forecasting: A state of the art
-
DOI 10.1007/s00521-005-0022-x
-
M.Perez, "Artificial Neural Networks and Bankruptcy Forecasting: A State of the Art," Neural Computing & Application, vol. 15, 2006, pp 154-163. (Pubitemid 43190389)
-
(2006)
Neural Computing and Applications
, vol.15
, Issue.2
, pp. 154-163
-
-
Perez, M.1
-
24
-
-
84978567506
-
Forecasting S&P and gold futures prices: An application of neural networks
-
Sep.
-
G.Grudnitski and L. Osburn, "Forecasting S&P and Gold Futures Prices: An Application of Neural Networks," Journal of Futures Markets, vol. 13(6), Sep., 1993, pp.631-43.
-
(1993)
Journal of Futures Markets
, vol.13
, Issue.6
, pp. 631-643
-
-
Grudnitski, G.1
Osburn, L.2
-
25
-
-
84983857211
-
Forecasting exchange rates using feedforward and recurrent neural networks
-
Oct.-Dec.
-
C.M.Kuan and T. Liu, "Forecasting Exchange Rates Using Feedforward and Recurrent Neural Networks," Journal of Applied Econometrics, vol. 10(4), Oct.-Dec. 1995, pp. 347-64.
-
(1995)
Journal of Applied Econometrics
, vol.10
, Issue.4
, pp. 347-364
-
-
Kuan, C.M.1
Liu, T.2
-
26
-
-
0013153218
-
Neural network: Time series forecasting of financial markets
-
Dec.
-
N.Meade, "Neural Network: Time Series Forecasting of Financial Markets," International Journal of Forecasting, vol.11, Dec., 1995, 601-602.
-
(1995)
International Journal of Forecasting
, vol.11
, pp. 601-602
-
-
Meade, N.1
-
27
-
-
0030130753
-
Designing a neural network for forecasting financial and economic time series
-
DOI 10.1016/0925-2312(95)00039-9
-
I.Kaastra and M.Boud, "Designing a Neural Network for Forecasting Financial and Economic Time Series," Neurocomputing, vol.10, 1996, pp.215-236. (Pubitemid 26133281)
-
(1996)
Neurocomputing
, vol.10
, Issue.3
, pp. 215-236
-
-
Kaastra, I.1
Boyd, M.2
-
28
-
-
0030110988
-
Neural network prediction analysis: The bankruptcy case
-
DOI 10.1016/0925-2312(94)00060-3
-
M. Leshno and Y. Spector, "Neural network prediction analysis: The bankruptcy case," Neurocomputing, vol. 10, 1996, pp. 125-147. (Pubitemid 26082145)
-
(1996)
Neurocomputing
, vol.10
, Issue.2
, pp. 125-147
-
-
Leshno, M.1
Spector, Y.2
-
29
-
-
84997479670
-
Managerial applications of the neural networks:The case of bank failure predictions
-
K. Tam and M. Kiang, "Managerial applications of the neural networks:The case of bank failure predictions," Management Science, vol. 38, 1992, pp.416-430.
-
(1992)
Management Science
, vol.38
, pp. 416-430
-
-
Tam, K.1
Kiang, M.2
-
30
-
-
0012580072
-
Recognizing financial distress patterns using a neural network tool
-
P. Coats and L. Fant, "Recognizing financial distress patterns using a neural network tool," Financial Management, vol. 22, 1993, pp. 142- 155.
-
(1993)
Financial Management
, vol.22
, pp. 142-155
-
-
Coats, P.1
Fant, L.2
-
31
-
-
0345404391
-
Predicting bankruptcies with the self-organizing map
-
DOI 10.1016/S0925-2312(98)00038-1, PII S0925231298000381
-
K. Kiviluoto, "Predicting bankruptcies with the self-organizing map, "Neurocomputing, vol. 21, 1998, pp. 191-201. (Pubitemid 28526821)
-
(1998)
Neurocomputing
, vol.21
, Issue.1-3
, pp. 191-201
-
-
Kiviluoto, K.1
-
32
-
-
0013121810
-
Monetary and asset market models for sterling exchange rates: A cointegration approach
-
N.Sarantis and C.Stewart," Monetary and Asset Market Models for Sterling Exchange Rates: A Cointegration Approach," Journal of Economic Integration, vol. 10, 1995, pp.335-371.
-
(1995)
Journal of Economic Integration
, vol.10
, pp. 335-371
-
-
Sarantis, N.1
Stewart, C.2
-
33
-
-
0032133950
-
Neural network forecasting of the British pound/US dollar exchange rate
-
PII S0305048398000036
-
G. Zhang and M.Y. Hu., "Neural Network Forecasting of the British Pound/US Dollar Exchange Rate," International Journal of Management Science, vol. 26 (4), 1999, pp.495-506. (Pubitemid 128180593)
-
(1998)
Omega
, vol.26
, Issue.4
, pp. 495-506
-
-
Zhang, G.1
Hu, M.Y.2
-
34
-
-
0013309697
-
Estimating structural exchange rate models by artificial neural networks
-
J.Plasmans, W. Verkooijen and H. Daniels, "Estimating Structural Exchange Rate Models by Artificial Neural Networks," Applied Financial Economics, vol. 8, 1998, pp.541-51. (Pubitemid 128435110)
-
(1998)
Applied Financial Economics
, vol.8
, Issue.5
, pp. 541-551
-
-
Plasmans, J.1
Verkooijen, W.2
Daniels, H.3
-
35
-
-
0142239494
-
Modeling exchange rate changes with neural networks
-
A.M.M.Jamal and C. Sundar, "Modeling Exchange Rate Changes with Neural Networks," Journal of Applied Business Research, vol. 14 (1), 1999, pp.1-5.
-
(1999)
Journal of Applied Business Research
, vol.14
, Issue.1
, pp. 1-5
-
-
Jamal, A.M.M.1
Sundar, C.2
-
36
-
-
27744501616
-
Short-term currency forecasting using neural networks
-
O.V.D.Evans, "Short-Term Currency Forecasting Using Neural Networks," ICL Systems Journal, vol.11 (2), 1997, pp. 1-17.
-
(1997)
ICL Systems Journal
, vol.11
, Issue.2
, pp. 1-17
-
-
Evans, O.V.D.1
-
38
-
-
0030143605
-
Using neural networks to forecast the systematic risk of stocks
-
H.Wittkemper and M. Steiner, "Using Neural Networks to Forecast the Systematic Risk of Stocks, "European Journal of Operational Research, vol.90, 1996, pp.577-589.
-
(1996)
European Journal of Operational Research
, vol.90
, pp. 577-589
-
-
Wittkemper, H.1
Steiner, M.2
-
39
-
-
0042279716
-
On the profitability of technical trading rules based on artificial neural networks:Evidence from the madrid stock market
-
F.Fernández-Rodriguez, C. Gonzalez-Martel and S. Sosvilla-Rivero, "On the Profitability of Technical Trading Rules based on Artificial Neural Networks:Evidence from the Madrid Stock Market," Economic Letters, vol.69, 2000, pp.89-94.
-
(2000)
Economic Letters
, vol.69
, pp. 89-94
-
-
Fernández-Rodriguez, F.1
Gonzalez-Martel, C.2
Sosvilla-Rivero, S.3
-
40
-
-
84988828223
-
Neural networks: A new tool for predicting thrift failures
-
L.M.Salchenberger, E.M.Cinar and N.A. Lash, "Neural networks: A New Tool for Predicting Thrift Failures," Decision Sciences, vol. 23, 1992, pp.899-916.
-
(1992)
Decision Sciences
, vol.23
, pp. 899-916
-
-
Salchenberger, L.M.1
Cinar, E.M.2
Lash, N.A.3
|