Using neural networks to forecast the systematic risk of stocks
From MaRDI portal
(Redirected from Publication:1268447)
Recommendations
- Estimating market risk with neural networks
- Measuring systematic risk with neural network factor model
- scientific article; zbMATH DE number 5812499
- Computational Science and Its Applications – ICCSA 2004
- scientific article; zbMATH DE number 1304918
- Forecasting stock returns with artificial neural networks
- scientific article; zbMATH DE number 5219991
- Neural networks in the capital markets: An application to index forecasting
Cited in
(10)- A comparison of linear regression and neural network methods for predicting excess returns on large stocks
- A bibliography of neural network business applications research: 1994--1998
- Forecasting exchange rates using general regression neural networks
- Measuring systematic risk with neural network factor model
- Genetic algorithms in logic tree decision modeling
- scientific article; zbMATH DE number 5812499 (Why is no real title available?)
- scientific article; zbMATH DE number 1304926 (Why is no real title available?)
- The application of neural networks to predict abnormal stock returns using insider trading data
- AI 2005: Advances in Artificial Intelligence
- Systematic risk in pools
This page was built for publication: Using neural networks to forecast the systematic risk of stocks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1268447)