A comparison between Fama and French's model and artificial neural networks in predicting the Chinese stock market
DOI10.1016/J.COR.2004.03.015zbMath1146.91032OpenAlexW2083036265MaRDI QIDQ2387268
Qing Cao, Marc J. Schniederjans, Karyl B. Leggio
Publication date: 2 September 2005
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cor.2004.03.015
Chinese stock marketArtificial neural networksCapital asset pricing modelComparative analysisEmerging marketFama and French modelStock price prediction
Economic time series analysis (91B84) Neural networks for/in biological studies, artificial life and related topics (92B20)
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Cites Work
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- Forecasting travel demand: a comparison of logit and artificial neural network methods
- NEURAL NETWORKS FOR TECHNICAL ANALYSIS: A STUDY ON KLCI
- Common risk factors in the returns on stocks and bonds
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