Neural networks in the capital markets: An application to index forecasting

DOI10.1007/BF00115690MaRDI QIDQ1915792zbMATH OpenFDO

Authors Christian Helmenstein, Christian Haefke

Publication date 30 September 1996

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00115690

zbMATH Keywords

index of Austrian initial public offeringslinear error-correction forecasting modelneural network

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Neural networks for/in biological studies, artificial life and related topics (92B20)

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Cites work

• A logical calculus of the ideas immanent in nervous activity
• A Stochastic Approximation Method
• Artificial neural networks: an econometric perspective^∗
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Estimating the dimension of a model
• scientific article; zbMATH DE number 1898277 (Why is no real title available?)
• scientific article; zbMATH DE number 3314813 (Why is no real title available?)
• Multilayer feedforward networks are universal approximators

Cited in

(13)

• Using neural networks to forecast the systematic risk of stocks
• A comparison of linear regression and neural network methods for predicting excess returns on large stocks
• On the profitability of technical trading rules based on artificial neural networks: Evidence from the Madrid stock market
• Application of neural networks to an emerging financial market: Forecasting and trading the Taiwan Stock index.
• Classifying trend movements in the MSCI U.S.A. capital market index -- a comparison of regression, ARIMA and neural network methods
• Advantages of direct input-to-output connections in neural networks: the Elman network for stock index forecasting
• A neural network based multi-class trading strategy for the S\&P 500 index
• scientific article; zbMATH DE number 1304902 (Why is no real title available?)
• Adaptive evolutionary neural networks for forecasting and trading without a data-snooping bias
• scientific article; zbMATH DE number 1927177 (Why is no real title available?)
• Combining data envelopment analysis with neural networks: application to analysis of stock prices
• scientific article; zbMATH DE number 5219991 (Why is no real title available?)
• Neural networks in financial trading

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