A comparison between Fama and French's model and artificial neural networks in predicting the Chinese stock market
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Publication:2387268
DOI10.1016/j.cor.2004.03.015zbMath1146.91032MaRDI 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 market; Artificial neural networks; Capital asset pricing model; Comparative analysis; Emerging market; Fama and French model; Stock price prediction
91B84: Economic time series analysis
92B20: Neural networks for/in biological studies, artificial life and related topics
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