scientific article; zbMATH DE number 1136462

zbMATH Open0893.62123MaRDI QIDQ4381650FDOQ4381650

Authors: Maxwell J. Rhee 

Publication date: 1 April 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

bootstraprecurrent neural networkstock market indexout-of-sample return

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Learning and adaptive systems in artificial intelligence (68T05)

Cited In (12)

• Advantages of direct input-to-output connections in neural networks: the Elman network for stock index forecasting
• Neural networks in financial trading
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• NEURAL NETWORKS FOR TECHNICAL ANALYSIS: A STUDY ON KLCI
• Forecasting and arbitrage of the Nikkei stock index futures: An application of backpropagation networks
• Forecasting stock returns with artificial neural networks
• A neural network based multi-class trading strategy for the S\&P 500 index
• Using Kalman-filtered Radial Basis Function Networks for Index Arbitrage in the Financial Markets
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• Application of neural networks to an emerging financial market: Forecasting and trading the Taiwan Stock index.
• A novel hybrid RBF neural networks model as a forecaster

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