Stock Selection via Nonlinear Multi-Factor Models

NIPS 1995: Proceedings of the 8th International Conference on Neural Information Processing Systems

Volumn , Issue , 1995, Pages 966-972

  Levin, Asriel U ^a  

^a Federal Service for Surveillance on Consumer Rights Protection and Human Well Being   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL MARKETS;

EXCESS RETURNS; FACTOR MODEL; LONG POSITION; MULTI-FACTOR; MULTI-LAYER FEEDFORWARD NEURAL NETWORKS (MLFNN); SHORT POSITION; STOCK SELECTIONS;

MULTILAYER NEURAL NETWORKS;

EID: 85156198631     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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