The three-factor model and artificial neural networks: Predicting stock price movement in China

Annals of Operations Research

Volumn 185, Issue 1, 2011, Pages 25-44

  Cao, Qing ^a   Parry, Mark E ^b   Leggio, Karyl B ^c  

^a TEXAS TECH UNIVERSITY   (United States)

^b UNIVERSITY OF MISSOURI KANSAS CITY   (United States)

^c LOYOLA UNIVERSITY MARYLAND   (United States)

Author keywords

Artificial neural networks; Stock price prediction; Three factor model

Indexed keywords

EID: 79953705128     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/s10479-009-0618-0     Document Type: Article

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