Predictable variation and profitable trading of US equities: A trading simulation using neural networks

DOI10.1016/S0305-0548(99)00148-3zbMATH Open0963.90033OpenAlexW2029759845MaRDI QIDQ1579019FDOQ1579019

Authors: Luvai Motiwalla, Mahmoud Wahab 

Publication date: 8 July 2001

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0305-0548(99)00148-3

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zbMATH Keywords

regressionneural networkspredictabilityinvestment management

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Management decision making, including multiple objectives (90B50)

Cites Work

• Some Asymptotic Results for Learning in Single Hidden-Layer Feedforward Network Models

Cited In (4)

• Is the predictability of emerging and developed stock markets really exploitable?
• Neural networks in business: Techniques and applications for the operations researcher
• On the profitability of technical trading rules based on artificial neural networks: Evidence from the Madrid stock market
• Technical Trading Rules and the Size of the Risk Premium in Security Returns

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